Stochastic Storage Processes: Queues, Insurance Risk and Dams
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer US
1980
|
| Schriftenreihe: | Applications of Mathematics
15 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9781468401134 9781468401158 |
| ISSN: | 0172-4568 |
| DOI: | 10.1007/978-1-4684-0113-4 |
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| spelling | Prabhu, N. U. Verfasser aut Stochastic Storage Processes Queues, Insurance Risk and Dams by N. U. Prabhu New York, NY Springer US 1980 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Applications of Mathematics 15 0172-4568 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 Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Warteschlangentheorie (DE-588)4255044-0 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Warteschlangentheorie (DE-588)4255044-0 s Stochastischer Prozess (DE-588)4057630-9 s 1\p DE-604 https://doi.org/10.1007/978-1-4684-0113-4 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Prabhu, N. U. Stochastic Storage Processes Queues, Insurance Risk and Dams Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Warteschlangentheorie (DE-588)4255044-0 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4255044-0 (DE-588)4057630-9 |
| title | Stochastic Storage Processes Queues, Insurance Risk and Dams |
| title_auth | Stochastic Storage Processes Queues, Insurance Risk and Dams |
| title_exact_search | Stochastic Storage Processes Queues, Insurance Risk and Dams |
| title_full | Stochastic Storage Processes Queues, Insurance Risk and Dams by N. U. Prabhu |
| title_fullStr | Stochastic Storage Processes Queues, Insurance Risk and Dams by N. U. Prabhu |
| title_full_unstemmed | Stochastic Storage Processes Queues, Insurance Risk and Dams by N. U. Prabhu |
| title_short | Stochastic Storage Processes |
| title_sort | stochastic storage processes queues insurance risk and dams |
| title_sub | Queues, Insurance Risk and Dams |
| topic | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Warteschlangentheorie (DE-588)4255044-0 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Warteschlangentheorie Stochastischer Prozess |
| url | https://doi.org/10.1007/978-1-4684-0113-4 |
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