General Storage Models and Paths of Bounded Variation

We return to the queueing and general storage models discussed in the first chapter. Predominantly, we shall concentrate on the asymptotic behaviour of the two quantities that correspond to the workload process and the idle time in the M/G/1 queue, but no

  • PDF / 4,133,014 Bytes
  • 461 Pages / 441 x 666 pts Page_size
  • 102 Downloads / 207 Views

DOWNLOAD

REPORT


Universitext Series Editors: Sheldon Axler San Francisco State University Vincenzo Capasso Università degli Studi di Milano Carles Casacuberta Universitat de Barcelona Angus MacIntyre Queen Mary University of London Kenneth Ribet University of California, Berkeley Claude Sabbah CNRS, École Polytechnique, Paris Endre Süli University of Oxford Wojbor A. Woyczynski Case Western Reserve University, Cleveland, OH

Universitext is a series of textbooks that presents material from a wide variety of mathematical disciplines at master’s level and beyond. The books, often well class-tested by their author, may have an informal, personal, even experimental approach to their subject matter. Some of the most successful and established books in the series have evolved through several editions, always following the evolution of teaching curricula, into very polished texts. Thus as research topics trickle down into graduate-level teaching, first textbooks written for new, cutting-edge courses may make their way into Universitext.

For further volumes: http://www.springer.com/series/223

Andreas E. Kyprianou

Fluctuations of Lévy Processes with Applications Introductory Lectures Second Edition

Andreas E. Kyprianou Department of Mathematical Sciences University of Bath Bath, UK

ISSN 0172-5939 ISSN 2191-6675 (electronic) Universitext ISBN 978-3-642-37631-3 ISBN 978-3-642-37632-0 (eBook) DOI 10.1007/978-3-642-37632-0 Springer Heidelberg New York Dordrecht London Library of Congress Control Number: 2013958153 Mathematics Subject Classification (2010): 60G50, 60G51, 60G52 © Springer-Verlag Berlin Heidelberg 2006, 2014 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are beli