Stochastic Storage Processes

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A self-contained treatment of stochastic processes arising from models for queues, insurance risk, and dams and data communication, using their sample function properties. The approach is based on the fluctuation theory of random walks, L vy processes, and Markov-additive processes, in which Wiener-Hopf factorisation plays a central role. This second edition includes results for the virtual waiting time and queue length in single server queues, while the treatment of continuous time storage processes is thoroughly revised ...

Stochastic Storage Processes 1997, Springer, New York, NY

ISBN-13: 9780387982489

2nd 1998 edition

Hardcover

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