Stochastic Ordering And Dependence In Applied Probability
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Stochastic Ordering And Dependence In Applied Probability
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Author : R. Szekli
language : en
Publisher:
Release Date : 1995-01-01
Stochastic Ordering And Dependence In Applied Probability written by R. Szekli and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-01-01 with categories.
Stochastic Ordering And Dependence In Applied Probability
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Author : R. Szekli
language : en
Publisher: Springer
Release Date : 1995-01-24
Stochastic Ordering And Dependence In Applied Probability written by R. Szekli and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-01-24 with Mathematics categories.
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.
Stochastic Orders
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Author : Moshe Shaked
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-04-03
Stochastic Orders written by Moshe Shaked and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-04-03 with Mathematics categories.
This reference text presents comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields. And the value of the other notions of stochastic orderings needs further exploration. This book is an ideal reference for those interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications.
Stochastic Orders In Reliability And Risk
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Author : Haijun Li
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-22
Stochastic Orders In Reliability And Risk written by Haijun Li and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-22 with Mathematics categories.
Stochastic Orders in Reliability and Risk Management is composed of 19 contributions on the theory of stochastic orders, stochastic comparison of order statistics, stochastic orders in reliability and risk analysis, and applications. These review/exploratory chapters present recent and current research on stochastic orders reported at the International Workshop on Stochastic Orders in Reliability and Risk Management, or SORR2011, which took place in the City Hotel, Xiamen, China, from June 27 to June 29, 2011. The conference’s talks and invited contributions also represent the celebration of Professor Moshe Shaked, who has made comprehensive, fundamental contributions to the theory of stochastic orders and its applications in reliability, queueing modeling, operations research, economics and risk analysis. This volume is in honor of Professor Moshe Shaked. The work presented in this volume represents active research on stochastic orders and multivariate dependence, and exemplifies close collaborations between scholars working in different fields. The Xiamen Workshop and this volume seek to revive the community workshop tradition on stochastic orders and dependence and strengthen research collaboration, while honoring the work of a distinguished scholar.
Stochastic Orders And Applications
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Author : Karl Mosler
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Orders And Applications written by Karl Mosler and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
A bibliography on stochastic orderings. Was there a real need for it? In a time of reference databases as the MathSci or the Science Citation Index or the Social Science Citation Index the answer seems to be negative. The reason we think that this bibliog raphy might be of some use stems from the frustration that we, as workers in the field, have often experienced by finding similar results being discovered and proved over and over in different journals of different disciplines with different levels of mathematical so phistication and accuracy and most of the times without cross references. Of course it would be very unfair to blame an economist, say, for not knowing a result in mathematical physics, or vice versa, especially when the problems and the languages are so far apart that it is often difficult to recognize the analogies even after further scrutiny. We hope that collecting the references on this topic, regardless of the area of application, will be of some help, at least to pinpoint the problem. We use the term stochastic ordering in a broad sense to denote any ordering relation on a space of probability measures. Questions that can be related to the idea of stochastic orderings are as old as probability itself. Think for instance of the problem of comparing two gambles in order to decide which one is more favorable.
Actuarial Theory For Dependent Risks
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Author : Michel Denuit
language : en
Publisher: John Wiley & Sons
Release Date : 2006-05-01
Actuarial Theory For Dependent Risks written by Michel Denuit and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-05-01 with Business & Economics categories.
The increasing complexity of insurance and reinsurance products has seen a growing interest amongst actuaries in the modelling of dependent risks. For efficient risk management, actuaries need to be able to answer fundamental questions such as: Is the correlation structure dangerous? And, if yes, to what extent? Therefore tools to quantify, compare, and model the strength of dependence between different risks are vital. Combining coverage of stochastic order and risk measure theories with the basics of risk management and stochastic dependence, this book provides an essential guide to managing modern financial risk. * Describes how to model risks in incomplete markets, emphasising insurance risks. * Explains how to measure and compare the danger of risks, model their interactions, and measure the strength of their association. * Examines the type of dependence induced by GLM-based credibility models, the bounds on functions of dependent risks, and probabilistic distances between actuarial models. * Detailed presentation of risk measures, stochastic orderings, copula models, dependence concepts and dependence orderings. * Includes numerous exercises allowing a cementing of the concepts by all levels of readers. * Solutions to tasks as well as further examples and exercises can be found on a supporting website. An invaluable reference for both academics and practitioners alike, Actuarial Theory for Dependent Risks will appeal to all those eager to master the up-to-date modelling tools for dependent risks. The inclusion of exercises and practical examples makes the book suitable for advanced courses on risk management in incomplete markets. Traders looking for practical advice on insurance markets will also find much of interest.
Measurement Modelling And Evaluation Of Computing Systems And Dependability In Fault Tolerance
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Author : Erwin Rathgeb
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-03-05
Measurement Modelling And Evaluation Of Computing Systems And Dependability In Fault Tolerance written by Erwin Rathgeb and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-03-05 with Computers categories.
This book constitutes the refereed proceedings of the 15th International GI/ITG Conference on "Measurement, Modelling and Evaluation of Computing Systems" and "Dependability and Fault Tolerance", held in Essen, Germany, in March 2010. The 19 revised full papers presented together with 5 tool papers and 2 invited lectures were carefully reviewed and selected from 42 initial submissions. The papers cover all aspects of performance and dependability evaluation of systems including networks, computer architectures, distributed systems, software, fault-tolerant and secure systems.
Topics In Survey Sampling
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Author : Parimal Mukhopadhyay
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Topics In Survey Sampling written by Parimal Mukhopadhyay and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
The aim of this book is to make a comprehensive review on some of the research topics in the area of survey sampling which has not been covered in any book yet. The proposed book aims at making a comprehensive review of applications of Bayes procedures, Empirical Bayes procedures and their ramifications (like linear Bayes estimation, restricted Bayes least square prediction, constrained Bayes estimation, Bayesian robustness) in making inference from a finite population sampling. Parimal Mukhopadhyay is Professor at the Indian Statistical Institute (ISI), Calcutta. He received his Ph.D. degree in Statistics from the University of Calcutta in 1977. He also served as a faculty member in the University of Ife, Nigeria, Moi University, Kenya, University of South Pacific, Fiji Islands and held visiting positions at University of Montreal, University of Windsor, Stockholm University, University of Western Australia, etc. He has to his credit more than fifty research papers in Survey Sampling, some co-authored, three text books on Statistics and three research monographs in Survey Sampling. He is a member of the Institute of Mathematical Statistics and an elected member of the International Statistical Institute.
Smoothness Priors Analysis Of Time Series
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Author : Genshiro Kitagawa
language : en
Publisher: Springer Science & Business Media
Release Date : 1996-08-09
Smoothness Priors Analysis Of Time Series written by Genshiro Kitagawa and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-08-09 with Gardening categories.
Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a Bayesian stochastic regression "smoothness priors" state space point of view. Prior distributions on model coefficients are parametrized by hyperparameters. Maximizing the likelihood of a small number of hyperparameters permits the robust modeling of a time series with relatively complex structure and a very large number of implicitly inferred parameters. The critical statistical ideas in smoothness priors are the likelihood of the Bayesian model and the use of likelihood as a measure of the goodness of fit of the model. The emphasis is on a general state space approach in which the recursive conditional distributions for prediction, filtering, and smoothing are realized using a variety of nonstandard methods including numerical integration, a Gaussian mixture distribution-two filter smoothing formula, and a Monte Carlo "particle-path tracing" method in which the distributions are approximated by many realizations. The methods are applicable for modeling time series with complex structures.
Supply Chain Structures
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Author : Jing-Sheng Song
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
Supply Chain Structures written by Jing-Sheng Song and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-29 with Business & Economics categories.
In the foreword to Supply Chain Structures, Professor Paul Zipkin notes three global changes that have enabled the recent vast developments in the field of supply chains. Moreover, these changes may be only the beginning and more change is likely in the fast-moving field of supply chain management. These global changes are: the explosive growth of the Internet; the growth in free-market economies with the corresponding political interest in global economic stability; and the emergence of a global managerial culture focused on performance, quality, and service. Professor Zipkin goes on to say "In Supply Chain Structures, the editors Jeannette Song and David Yao have collected a spectrum of approaches to these challenges from some of the leading scholars of supply chains, from both the academic and commercial worlds. Each of the articles offers an interesting and illuminating way to think about the key issues in supply chain management. Some also offer practical techniques to solve important problems. Together they provide an excellent survey of the current state of the art in research and practice."