New book by Michel Mandjes
After quite a few years of hard work, the book "Queues and Lévy Fluctuation Theory" by NETWORKS' main applicant Michel Mandjes (co-authored by K. Debicki) appeared (Springer Verlag).
The book gives a broad overview on the theory of queues with Lévy input, with emphasis on fluctuation-theoretic quantities, asymptotic techniques and the analysis of feedforward networks.
The back cover states the following text:
"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."
For more information see the website of Springer