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Stochastic Storage Processes : Queues, Insurance Risk and Dams by N. U. Prabhu (auth.) is a nonfiction available to read on EtoBox.

What is Stochastic Storage Processes : Queues, Insurance Risk and Dams about?

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

Who reads Stochastic Storage Processes : Queues, Insurance Risk and Dams?

Author

N. U. Prabhu (auth.)

Publisher

Springer US

Published

1980

Language

EN

ISBN

9781468401134

Category

nonfiction

Subjects

Mathematics, Stem