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Stochastic Storage Processes

Queues, Insurance Risk and Dams

  • N. U. Prabhu

Part of the Applications of Mathematics book series (SMAP, volume 15)

Table of contents

  1. Front Matter
    Pages i-xii
  2. Introduction

    1. N. U. Prabhu
      Pages 1-15
  3. The Single Server Queue

    1. Front Matter
      Pages 17-17
    2. N. U. Prabhu
      Pages 48-64
  4. Continuous Time Storage Models

    1. Front Matter
      Pages 65-65
    2. N. U. Prabhu
      Pages 67-107
    3. N. U. Prabhu
      Pages 108-134
  5. Back Matter
    Pages 135-141

About this book

Introduction

This book is based on a course I have taught at Cornell University since 1965. The primary topic of this course was queueing theory, but related topics such as inventories, insurance risk, and dams were also included. As a text I used my earlier book, Queues and Inventories (John Wiley, New York, 1965). Over the years the emphasis in this course shifted from detailed analysis of probability models to the study of stochastic processes that arise from them, and the subtitle of the text, "A Study of Their Basic Stochastic Processes," became a more appropriate description of the course. My own research into the fluctuation theory for U:vy processes provided a new perspective on the topics discussed, and enabled me to reorganize the material. The lecture notes used for the course went through several versions, and the final version became this book. A detailed description of my approach will be found in the Introduction. I have not attempted to give credit to authors of individual results. Readers interested in the historical literature should consult the Selected Bibliography given at the end of the Introduction. The original work in this area is presented here with simpler proofs that make full use of the special features of the underlying stochastic processes. The same approach makes it possible to provide several new results. Thanks are due to Kathy King for her excellent typing of the manuscript.

Keywords

Lévy process Random Walk Warteschlange probability queueing theory stochastic processes stochastischer Prozess

Authors and affiliations

  • N. U. Prabhu
    • 1
  1. 1.School of Operations ResearchCornell UniversityIthacaUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4684-0113-4
  • Copyright Information Springer-Verlag New York 1980
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4684-0115-8
  • Online ISBN 978-1-4684-0113-4
  • Series Print ISSN 0172-4568
  • Buy this book on publisher's site