Queues and Lévy Fluctuation Theory

  • Krzysztof Dębicki
  • Michel Mandjes

Part of the Universitext book series (UTX)

Table of contents

  1. Front Matter
    Pages i-xi
  2. Krzysztof Dębicki, Michel Mandjes
    Pages 1-6
  3. Krzysztof Dębicki, Michel Mandjes
    Pages 7-22
  4. Krzysztof Dębicki, Michel Mandjes
    Pages 23-47
  5. Krzysztof Dębicki, Michel Mandjes
    Pages 49-66
  6. Krzysztof Dębicki, Michel Mandjes
    Pages 67-80
  7. Krzysztof Dębicki, Michel Mandjes
    Pages 81-95
  8. Krzysztof Dębicki, Michel Mandjes
    Pages 97-104
  9. Krzysztof Dębicki, Michel Mandjes
    Pages 105-117
  10. Krzysztof Dębicki, Michel Mandjes
    Pages 119-129
  11. Krzysztof Dębicki, Michel Mandjes
    Pages 131-141
  12. Krzysztof Dębicki, Michel Mandjes
    Pages 143-159
  13. Krzysztof Dębicki, Michel Mandjes
    Pages 161-179
  14. Krzysztof Dębicki, Michel Mandjes
    Pages 181-196
  15. Krzysztof Dębicki, Michel Mandjes
    Pages 197-207
  16. Krzysztof Dębicki, Michel Mandjes
    Pages 209-233
  17. Krzysztof Dębicki, Michel Mandjes
    Pages 235-243
  18. Krzysztof Dębicki, Michel Mandjes
    Pages 245-245
  19. Back Matter
    Pages 247-255

About this book

Introduction

The book provides an extensive introduction to queueing models driven by Lévy-processes as well as a systematic account of the literature on Lévy-driven queues. The objective is to make the reader familiar with the wide set of probabilistic techniques that have been developed over the past decades, including transform-based techniques, martingales, rate-conservation arguments, change-of-measure, importance sampling, and large deviations. On the application side, it demonstrates how Lévy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance.

Queues and Lévy Fluctuation Theory will appeal to graduate/postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.

Keywords

Lévy Processes Networks Queues Tail Asymptotics Workload Process

Authors and affiliations

  • Krzysztof Dębicki
    • 1
  • Michel Mandjes
    • 2
  1. 1.Mathematical InstituteUniversity of WrocławWrocławPoland
  2. 2.Korteweg-de Vries Institute for MathematUniversity of AmsterdamAmsterdamThe Netherlands

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-20693-6
  • Copyright Information Springer International Publishing Switzerland 2015
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-20692-9
  • Online ISBN 978-3-319-20693-6
  • Series Print ISSN 0172-5939
  • Series Online ISSN 2191-6675
  • About this book