Queues and L?vy Fluctuation Theory, Krzysztof D?bicki; Michel Mandjes

Автор: Kiyoshi Kanazawa
Название: Statistical Mechanics for Athermal Fluctuation
ISBN: 9811063303 ISBN-13(EAN): 9789811063305
Издательство: Springer
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Цена: 16769.00 р.
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The author investigates athermal fluctuation from the viewpoints of statistical mechanics in this thesis. Stochastic methods are theoretically very powerful in describing fluctuation of thermodynamic quantities in small systems on the level of a single trajectory and have been recently developed on the basis of stochastic thermodynamics. This thesis proposes, for the first time, a systematic framework to describe athermal fluctuation, developing stochastic thermodynamics for non-Gaussian processes, while thermal fluctuations are mainly addressed from the viewpoint of Gaussian stochastic processes in most of the conventional studies.

First, the book provides an elementary introduction to the stochastic processes and stochastic thermodynamics. The author derives a Langevin-like equation with non-Gaussian noise as a minimal stochastic model for athermal systems, and its analytical solution by developing systematic expansions is shown as the main result. Furthermore, the a

Название: Fluctuations in Markov Processes
ISBN: 3642428479 ISBN-13(EAN): 9783642428470
Издательство: Springer
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Цена: 13270.00 р.
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Описание: Here are advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops techniques for dealing with infinite dimensional models in statistical mechanics and engineering.

Автор: Vicsek, Tamas
Название: Fluctuations and Scaling in Biology (Paperback)
ISBN: 0198507909 ISBN-13(EAN): 9780198507901
Издательство: Oxford Academ
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Цена: 11563.00 р.
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Описание: During the last decade the well established tools of statistical physics have been sucessfully appled to an increasing number of biological phenomena, including fractal pattern formation, group motion in organisms from bacteria to humans, and the mechanisms by which fluctuations are rectified in the cells molecular machinery.

Автор: Gerald S. Shedler
Название: Regeneration and Networks of Queues
ISBN: 0387964258 ISBN-13(EAN): 9780387964256
Издательство: Springer
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Цена: 19564.00 р.
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Описание: Based on representation of the underlying stochastic process of the simulation as a gen- eralized semi-Markov process, this book develops probabilistic and statistical methods for discrete event simulation of networks of queues.

Автор: Masanao Aoki
Название: Modeling Aggregate Behavior and Fluctuations in Economics
ISBN: 0521606195 ISBN-13(EAN): 9780521606196
Издательство: Cambridge Academ
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Цена: 7522.00 р.
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Описание: How do a large but finite number of agents interact, and, consequently, what macroeconomic statistical regularities or patterns may evolve? The book examines situations (e.g. fluctuations about equilibria, multiple equilibria and asymmetrical cycles of models) which are caused by model states stochastically moving from one basis of attraction to another.

Автор: Hideki Takayasu
Название: Empirical Science of Financial Fluctuations
ISBN: 4431669957 ISBN-13(EAN): 9784431669951
Издательство: Springer
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Цена: 15672.00 р.
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Описание: Financial fluctuations were generally neglected in classical ecnomics and their basic statistical properties have only recently been elucidated in the emerging field of econophysics, a new science that analyzes data using methods developed by statistical physics, such as chaos, fractals, and phase transitions.

Автор: Soeren Asmussen
Название: Applied Probability and Queues
ISBN: 1441918094 ISBN-13(EAN): 9781441918093
Издательство: Springer
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Цена: 18167.00 р.
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Описание: "This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory....The second edition at hand is a thoroughly updated and considerably expended version of the first edition....

Автор: T. P. Bagchi; J. G. C. Templeton
Название: Numerical Methods in Markov Chains and Bulk Queues
ISBN: 3540059962 ISBN-13(EAN): 9783540059967
Издательство: Springer
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Цена: 15372.00 р.
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Автор: Francois Baccelli; Pierre Bremaud
Название: Palm Probabilities and Stationary Queues
ISBN: 0387965149 ISBN-13(EAN): 9780387965147
Издательство: Springer
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Цена: 16070.00 р.
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Автор: Gerald S. Shedler
Название: Regeneration and Networks of Queues
ISBN: 1461269970 ISBN-13(EAN): 9781461269977
Издательство: Springer
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Цена: 13974.00 р.
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Описание: Based on representation of the underlying stochastic process of the simulation as a gen- eralized semi-Markov process, this book develops probabilistic and statistical methods for discrete event simulation of networks of queues.

Автор: Kyprianou, Andreas E.
Название: Fluctuations of Levy Processes with Applications
ISBN: 3642376312 ISBN-13(EAN): 9783642376313
Издательство: Springer
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Цена: 9083.00 р.
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Описание: This book examines the theory and application of Levy processes from the perspective of their path fluctuations. It covers the decomposition of paths in terms of excursions from the running maximum as well as an understanding of short- and long-term behaviour.

Автор: Dee Denteneer; J.S.H. van Leeuwaarden
Название: Multiaccess, Reservations & Queues
ISBN: 3540693165 ISBN-13(EAN): 9783540693161
Издательство: Springer
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Цена: 19564.00 р.
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Описание: This book presents queuing models for situations that require a reservation procedure and validate their applicability in the context of cable networks. It offers mathematical models to better understand the performance of these reservation procedures.