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Stochastic Storage Processes

Queues, Insurance Risk and Dams

  • Book
  • © 1980

Overview

Authors:
  1. N. U. Prabhu

    1. School of Operations Research, Cornell University, Ithaca, USA

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Part of the book series: Stochastic Modelling and Applied Probability (SMAP, volume 15)

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Table of contents (5 chapters)

  1. Front Matter

    Pages i-xii
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  2. Introduction

    1. Introduction

      • N. U. Prabhu
      Pages 1-15

  3. The Single Server Queue

    1. Front Matter

      Pages 17-17
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    2. The Queue G/G/1 and Associated Random Walk

      • N. U. Prabhu
      Pages 19-47

    3. Further Results for the Queue G/G/1

      • N. U. Prabhu
      Pages 48-64

  4. Continuous Time Storage Models

    1. Front Matter

      Pages 65-65
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    2. The Basic Storage Model

      • N. U. Prabhu
      Pages 67-107

    3. More Storage Models

      • N. U. Prabhu
      Pages 108-134

  5. Back Matter

    Pages 135-141
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Keywords

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.

Authors and Affiliations

  • School of Operations Research, Cornell University, Ithaca, USA

    N. U. Prabhu

Bibliographic Information

  • Book Title: Stochastic Storage Processes

  • Book Subtitle: Queues, Insurance Risk and Dams

  • Authors: N. U. Prabhu

  • Series Title: Stochastic Modelling and Applied Probability

  • DOI: https://doi.org/10.1007/978-1-4684-0113-4

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag New York Inc. 1980

  • Softcover ISBN: 978-1-4684-0115-8Published: 28 January 2012

  • eBook ISBN: 978-1-4684-0113-4Published: 06 December 2012

  • Series ISSN: 0172-4568

  • Series E-ISSN: 2197-439X

  • Edition Number: 1

  • Topics: Probability Theory and Stochastic Processes

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