Queues and Lévy fluctuation theory

DOI10.1007/978-3-319-20693-6zbMath1337.60004MaRDI QIDQ2353890

Publication date: 9 July 2015

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-20693-6

zbMATH Keywords

Lévy processes; heavy traffic; queues; communication networks; mathematical finance; busy periods; workload processes

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

90B18: Communication networks in operations research

60K25: Queueing theory (aspects of probability theory)

90B22: Queues and service in operations research

91G80: Financial applications of other theories

68M20: Performance evaluation, queueing, and scheduling in the context of computer systems

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

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