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.
