Stochastic Ordering and Dependence in Applied Probability

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Stochastic Ordering and Dependence in Applied Probability

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.
source: https://www.springer.com/in/book/9780387944500

Publish Date
Publisher
Springer-Verlag
Language
English
Pages
194

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Edition Availability
Cover of: Stochastic Ordering and Dependence in Applied Probability
Stochastic Ordering and Dependence in Applied Probability
1995, Springer-Verlag
Paperback in English

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Book Details


Edition Notes

Includes bibliographical references (p. 184-192) and index.

Published in
New York, USA
Series
Lecture Notes in Statistics, 97
Copyright Date
1995

Classifications

Dewey Decimal Class
519.2
Library of Congress
QA273 .S93 1995, QA273.A1-274.9QA274-

The Physical Object

Format
Paperback
Pagination
viii, 194 p. ;
Number of pages
194

Edition Identifiers

Open Library
OL1120315M
ISBN 10
0387944508
ISBN 13
9780387944500
LCCN
94046763
OCLC/WorldCat
243804667, 31708298
National Library of Australia
11340028
Amazon ID (ASIN)
0387944508
Google
ni7vAAAAMAAJ
Goodreads
3598130

Work Identifiers

Work ID
OL3526054W

Work Description

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.
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