Stochastic Ordering and Dependence in Applied Probability

Language: English

Published by Springer, Copernicus Jan 1995, 1995

0387944508 / 9780387944500

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This item is printed on demand - Print on Demand Titel. Neuware -This book is an introductionary course in stochastic ordering and dependence in the field of applied probability for readers with some background in mathematics. It is based on lectures and senlinars I have been giving for students at Mathematical Institute of Wroclaw University, and on a graduate course a.t Industrial Engineering Department of Texas A&M University, College Station, and addressed to a reader willing to use for example Lebesgue measure, conditional expectations with respect to sigma fields, martingales, or compensators as a common language in this field. In Chapter 1 a selection of one dimensional orderings is presented together with applications in the theory of queues, some parts of this selection are based on the recent literature (not older than five years). In Chapter 2 the material is centered around the strong stochastic ordering in many dimen sional spaces and functional spaces. Necessary facts about conditioning, Markov processes an'd point processes are introduced together with some classical results such as the product formula and Poissonian departure theorem for Jackson networks, or monotonicity results for some re newal processes, then results on stochastic ordering of networks, re~~ment policies and single server queues connected with Markov renewal processes are given. Chapter 3 is devoted to dependence and relations between dependence and ordering, exem plified by results on queueing networks and point processes among others.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 212 pp. Englisch.…

Seller Inventory # 9780387944500

Title
Stochastic Ordering and Dependence in Applied Probability
Author
R. Szekli
Publisher
Springer, Copernicus Jan 1995
Publication year
1995
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
0387944508
ISBN 13
9780387944500
Item weight
330 grams
Dimensions
235x155x12 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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