Stochastic Modelling and Applied Probability

Stochastic Storage Processes

Queues, Insurance Risk and Dams

Authors: Prabhu, Narahari U.

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About this book

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.

Table of contents (5 chapters)

Table of contents (5 chapters)

Buy this book

eBook $74.99
price for USA in USD (gross)
  • ISBN 978-1-4684-0113-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Storage Processes
Book Subtitle
Queues, Insurance Risk and Dams
Authors
Series Title
Stochastic Modelling and Applied Probability
Series Volume
15
Copyright
1980
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York Inc.
eBook ISBN
978-1-4684-0113-4
DOI
10.1007/978-1-4684-0113-4
Series ISSN
0172-4568
Edition Number
1
Topics