Stochastic Ordering and Dependence in Applied Probability (Lecture Notes in Statistics) - Couverture souple

Szekli, R.

 
9780387944500: Stochastic Ordering and Dependence in Applied Probability (Lecture Notes in Statistics)

Synopsis

This book presents an introductory course in stochastic orderings and dependence and their applications to queues and networks of queues. Readers are assumed to have a firm grounding in Lebesgue measure, conditional expectation, and martingales. Chapter 1 presents a collection of one-dimensional orderings with applications to the theory of queues. Chapter 2 extends these concepts to stochastic orderings in many dimensional spaces and functional spaces. Then results are given on stochastic ordering of networks, replacement policies, and single-server queues associated with Markov renewal processes. Finally, Chapter 3 is devoted to dependence and the relations between dependence and orderings, and it includes applications to queueing networks and point processes.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This book presents an introductory course in stochastic orderings and dependence and their applications to queues and networks of queues. Readers are assumed to have a firm grounding in Lebesgue measure, conditional expectation, and martingales. Chapter 1 presents a collection of one-dimensional orderings with applications to the theory of queues. Chapter 2 extends these concepts to stochastic orderings in many dimensional spaces and functional spaces. Then results are given on stochastic ordering of networks, replacement policies, and single-server queues associated with Markov renewal processes. Finally, Chapter 3 is devoted to dependence and the relations between dependence and orderings, and it includes applications to queueing networks and point processes.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.