Prabhu Stochastic Storage Processes

Queues, Insurance Risk and Dams
Erscheinungsjahr 2012
ISBN: 978-1-4684-0113-4
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, Band 15, eBook

Reihe: Stochastic Modelling and Applied Probability

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.

Zielgruppe

Research

Autoren/Hrsg.

Prabhu, Narahari U.

Inhaltsverzeichnis

1 A Class of Stochastic Models.- 2 Problems Arising from the Models.- 3 The Scope of this Book.- 4 Further Remarks.- Problems.- Selected Bibliography.- I The Single Server Queue.- 1 The Queue G/G/1 and the Associated Random Walk.- 2 Further Results for the Queue G/G/1.- II Continuous Time Storage Models.- 3 The Basic Storage Model.- 4 More Storage Models.