Stochastic Storage Processes

Queues, Insurance Risk, Dams, and Data Conmmunication

N.U. Prabhu

206 pages, parution le 01/12/1997

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Résumé

This monograph gives a self-contained treatment of stochastic processes arising from models for queues, insurance risk, dams and data communication, using their sample function properties. The approach is based on the fluctuation theory of random walks, Levy processes, and Markov-additive processes, in which Wiener-Hopf factorization plays a central role.

The second edition includes results for the virtual waiting time and queue length in single server queues. The treatment of continuous time storage processes is thoroughly revised and simplified. Markov-modulated storage processes are included in Part III with application to data communication models.

The book can be used as a text for an advanced course on applied probability models. The prerequisite is a graduate-level course in probability and stochastic processes.

Contents

Preface to the Second Edition
Preface to the First Edition
Abbreviations and Notation
Introduction 1

Pt. I The Single Server Queue 17

1 The Queue GI/G/1 19
2 Further Results for the Queue GI/G/1 61
3 The Queue M/M/1 91

Pt. II Continuous Time Storage Models 103

4 The Basic Storage Model 105

Pt. III Markov-Modulated Storage Models 153

5 The Markov-Modulated Single Server Queue 155
6 A Fluid Model for Data Communication 166
7 A Data Communication Model with Packets 180

Appendix 195

Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	N.U. Prabhu
Parution	01/12/1997
Nb. de pages	206
Format	16 x 24
Couverture	Relié
Poids	505g
Intérieur	Noir et Blanc
EAN13	9780387982489
ISBN13	978-0-387-98248-9