From
Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
AbeBooks Seller since 27 February 2001
Series: Lecture Notes in Statistics. Num Pages: 124 pages, biography. BIC Classification: PBT. Category: (G) General (US: Trade). Dimension: 235 x 155 x 7. Weight in Grams: 201. . 1981. Softcover reprint of the original 1st ed. 1981. Paperback. . . . . Seller Inventory # V9780387905471
A stochastic process {X(t): 0 S t < =} with discrete state space S c ~ is said to be stochastically increasing (decreasing) on an interval T if the probabilities Pr{X(t) > i}, i E S, are increasing (decreasing) with t on T. Stochastic monotonicity is a basic structural property for process behaviour. It gives rise to meaningful bounds for various quantities such as the moments of the process, and provides the mathematical groundwork for approximation algorithms. Obviously, stochastic monotonicity becomes a more tractable subject for analysis if the processes under consideration are such that stochastic mono tonicity on an inter val 0 < t < E implies stochastic monotonicity on the entire time axis. DALEY (1968) was the first to discuss a similar property in the context of discrete time Markov chains. Unfortunately, he called this property "stochastic monotonicity", it is more appropriate, however, to speak of processes with monotone transition operators. KEILSON and KESTER (1977) have demonstrated the prevalence of this phenomenon in discrete and continuous time Markov processes. They (and others) have also given a necessary and sufficient condition for a (temporally homogeneous) Markov process to have monotone transition operators. Whether or not such processes will be stochas tically monotone as defined above, now depends on the initial state distribution. Conditions on this distribution for stochastic mono tonicity on the entire time axis to prevail were given too by KEILSON and KESTER (1977).
Title: Stochastic Monotonicity and Queueing ...
Publisher: Springer-Verlag New York Inc.
Publication Date: 1981
Binding: Soft cover
Condition: New
Seller: NEPO UG, Rüsselsheim am Main, Germany
Condition: Gut. 128 Seiten ex Library Book Sprache: Englisch Gewicht in Gramm: 198 23,5 x 15,5 x 0,7 cm, Taschenbuch Auflage: Softcover reprint of the original 1st ed. 1981. Seller Inventory # 355075
Quantity: 1 available
Seller: moluna, Greven, Germany
Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A stochastic process {X(t): 0 S t i}, i E S, are increasing (decreasing) with t on T. Stochastic monotonicity is a basi. Seller Inventory # 5911696
Quantity: Over 20 available
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Condition: New. Seller Inventory # ABLIING23Feb2215580173761
Quantity: Over 20 available
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New. Seller Inventory # 20179133-n
Quantity: 15 available
Seller: Chiron Media, Wallingford, United Kingdom
PF. Condition: New. Seller Inventory # 6666-IUK-9780387905471
Quantity: 10 available
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Condition: New. In. Seller Inventory # ria9780387905471_new
Quantity: Over 20 available
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -A stochastic process {X(t): 0 S t i}, i E S, are increasing (decreasing) with t on T. Stochastic monotonicity is a basic structural property for process behaviour. It gives rise to meaningful bounds for various quantities such as the moments of the process, and provides the mathematical groundwork for approximation algorithms. Obviously, stochastic monotonicity becomes a more tractable subject for analysis if the processes under consideration are such that stochastic mono tonicity on an inter val 0 t E implies stochastic monotonicity on the entire time axis. DALEY (1968) was the first to discuss a similar property in the context of discrete time Markov chains. Unfortunately, he called this property 'stochastic monotonicity', it is more appropriate, however, to speak of processes with monotone transition operators. KEILSON and KESTER (1977) have demonstrated the prevalence of this phenomenon in discrete and continuous time Markov processes. They (and others) have also given a necessary and sufficient condition for a (temporally homogeneous) Markov process to have monotone transition operators. Whether or not such processes will be stochas tically monotone as defined above, now depends on the initial state distribution. Conditions on this distribution for stochastic mono tonicity on the entire time axis to prevail were given too by KEILSON and KESTER (1977). 124 pp. Englisch. Seller Inventory # 9780387905471
Quantity: 2 available
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -A stochastic process {X(t): 0 S tSpringer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 124 pp. Englisch. Seller Inventory # 9780387905471
Quantity: 1 available
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
Paperback. Condition: new. Paperback. A stochastic process {X(t): 0 S t i}, i E S, are increasing (decreasing) with t on T. Stochastic monotonicity is a basic structural property for process behaviour. It gives rise to meaningful bounds for various quantities such as the moments of the process, and provides the mathematical groundwork for approximation algorithms. Obviously, stochastic monotonicity becomes a more tractable subject for analysis if the processes under consideration are such that stochastic mono tonicity on an inter val 0 i}, i E S, are increasing (decreasing) with t on T. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780387905471
Quantity: 1 available
Seller: AHA-BUCH GmbH, Einbeck, Germany
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - A stochastic process {X(t): 0 S t i}, i E S, are increasing (decreasing) with t on T. Stochastic monotonicity is a basic structural property for process behaviour. It gives rise to meaningful bounds for various quantities such as the moments of the process, and provides the mathematical groundwork for approximation algorithms. Obviously, stochastic monotonicity becomes a more tractable subject for analysis if the processes under consideration are such that stochastic mono tonicity on an inter val 0 t E implies stochastic monotonicity on the entire time axis. DALEY (1968) was the first to discuss a similar property in the context of discrete time Markov chains. Unfortunately, he called this property 'stochastic monotonicity', it is more appropriate, however, to speak of processes with monotone transition operators. KEILSON and KESTER (1977) have demonstrated the prevalence of this phenomenon in discrete and continuous time Markov processes. They (and others) have also given a necessary and sufficient condition for a (temporally homogeneous) Markov process to have monotone transition operators. Whether or not such processes will be stochas tically monotone as defined above, now depends on the initial state distribution. Conditions on this distribution for stochastic mono tonicity on the entire time axis to prevail were given too by KEILSON and KESTER (1977). Seller Inventory # 9780387905471
Quantity: 1 available