Michel Mandjes's Books

Large Deviations for Gaussian Queues

Modelling Communication Networks

By: Michel Mandjes

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Large Deviations for Gaussian Queues

Modelling Communication Networks

By: Michel Mandjes

In recent years the significance of Gaussian processes to communication networks has grown considerably. The inherent flexibility of the Gaussian traffic model enables the analysis, in a single mathematical framework, of systems with both long-range and short-range dependent input streams. Large Deviations for Gaussian Queues demonstrates how the Gaussian traffic model arises naturally, and how the analysis of the corresponding queuing model can be performed. The text provides a general introduction to Gaussian queues, and surveys recent research into the modelling of communications networks. Coverage includes: Discussion of the theoretical concepts and practical aspects related to Gaussian traffic models. Analysis of recent research asymptotic results for Gaussian queues, both in the large-buffer and many-sources regime. An emphasis on rare-event analysis, relying on a variety of asymptotic techniques. Examination of single-node FIFO queuing systems, as well as queues operating under more complex scheduling disciplines, and queuing networks. A set of illustrative examples that directly relate to important practical problems in communication networking. A large collection of instructive exercises and accompanying solutions. Large Deviations for Gaussian Queues assumes minimal prior knowledge. It is ideally suited for postgraduate students in applied probability, operations research, computer science and electrical engineering. The book’s self-contained style makes it perfect for practitioners in the communications networking industry and for researchers in related areas.

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Page Count

336

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470515082

ISBN 13

9780470515082

Queues and Lévy Fluctuation Theory

By: Krzysztof Dębicki,Michel Mandjes

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Queues and Lévy Fluctuation Theory

By: Krzysztof Dębicki,Michel Mandjes

The book provides an extensive introduction to queueing models driven by Lévy-processes as well as a systematic account of the literature on Lévy-driven queues. The objective is to make the reader familiar with the wide set of probabilistic techniques that have been developed over the past decades, including transform-based techniques, martingales, rate-conservation arguments, change-of-measure, importance sampling, and large deviations. On the application side, it demonstrates how Lévy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance. Queues and Lévy Fluctuation Theory will appeal to postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.

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256

Publisher

Springer

Published Date

ISBN 10

3319206931

ISBN 13

9783319206936

The Cramér–Lundberg Model and Its Variants

A Queueing Perspective

By: Michel Mandjes,Onno Boxma

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The Cramér–Lundberg Model and Its Variants

A Queueing Perspective

By: Michel Mandjes,Onno Boxma

This book offers a comprehensive examination of the Cramér–Lundberg model, which is the most extensively researched model in ruin theory. It covers the fundamental dynamics of an insurance company's surplus level in great detail, presenting a thorough analysis of the ruin probability and related measures for both the standard model and its variants. Providing a systematic and self-contained approach to evaluate the crucial quantities found in the Cramér–Lundberg model, the book makes use of connections with related queueing models when appropriate, and its emphasis on clean transform-based techniques sets it apart from other works. In addition to consolidating a wealth of existing results, the book also derives several new outcomes using the same methodology. This material is complemented by a thoughtfully chosen collection of exercises. The book's primary target audience is master's and starting PhD students in applied mathematics, operations research, and actuarial science, although it also serves as a useful methodological resource for more advanced researchers. The material is self-contained, requiring only a basic grounding in probability theory and some knowledge of transform techniques.

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Page Count

252

Publisher

Springer Nature

Published Date

ISBN 10

3031391055

ISBN 13

9783031391057

The Cramér–Lundberg Model and Its Variants

A Queueing Perspective

By: Michel Mandjes,Onno Boxma

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The Cramér–Lundberg Model and Its Variants

A Queueing Perspective

By: Michel Mandjes,Onno Boxma

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Page Count

252

Publisher

Springer Nature

Published Date

ISBN 10

3031391055

ISBN 13

9783031391057

Queues and Lévy Fluctuation Theory

By: Krzysztof Dębicki,Michel Mandjes

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Queues and Lévy Fluctuation Theory

By: Krzysztof Dębicki,Michel Mandjes

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N/A

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Solve jigsaw puzzle

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Page Count

256

Publisher

Springer

Published Date

ISBN 10

3319206931

ISBN 13

9783319206936

Book's by Michel Mandjes

Large Deviations for Gaussian Queues

Large Deviations for Gaussian Queues

Queues and Lévy Fluctuation Theory

Queues and Lévy Fluctuation Theory

The Cramér–Lundberg Model and Its Variants

The Cramér–Lundberg Model and Its Variants

The Cramér–Lundberg Model and Its Variants

The Cramér–Lundberg Model and Its Variants

Queues and Lévy Fluctuation Theory

Queues and Lévy Fluctuation Theory

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