Applied Probability and Stochastic Processes

1. Front Matter

   Pages i-xxii

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2. Comments on the Perturbation Method

   • R. Syski, N. Liu

   Pages 1-15

3. Some Aspects of Complete Monotonicity in Time-Reversible Markov Chains

   • Mark Brown

   Pages 17-24

4. Transformations of Poisson Processes: Particle Systems and Networks

   • Richard F. Serfozo

   Pages 25-44

5. On the Local Time of the Brownian Bridge

   • Lajos Takács

   Pages 45-62

6. Probabilistic Token Causation: A Bayesian Perspective

   • Elja Arjas

   Pages 63-72

7. On a Statistical Algorithm to Decode Heavily Corrupted Linear Codes

   • I. N. Kovalenko, M. N. Savchuk

   Pages 73-82

8. Mean Cover Times for Coupon Collectors and Star Graphs

   • Erol Pekoz, Sheldon M. Ross

   Pages 83-94

9. Models for the Spread of Infection via Pairing at Parties

   • D. J. Daley, J. Gani

   Pages 95-113

10. Extremes of Random Numbers of Random Variables: A Survey

    • Moshe Shaked, Tityik Wong

    Pages 115-127

11. Optimality of Sequential Quality Control via Stochastic Orders

    • David D. Yao, Shaohui Zheng

    Pages 129-147

12. Reallocatable GSMP with Sequentially Dependent Lifetimes: Clockwise Decomposability and its Applications

    • Masakiyo Miyazawa

    Pages 149-172

13. Random Matrices and the Number of {0,1} Matrices with given Row and Column Sums

    • Teunis J. Ott, J. George Shanthikumar

    Pages 173-189

14. Monotone Optimal Policies for Left-Skip-Free Markov Decision Processes

    • Shaler Stidham Jr., Richard R. Weber

    Pages 191-202

15. Optimal Routing Control in Retrial Queues

    • H. M. Liang, V. G. Kulkarni

    Pages 203-218

16. Waiting Times when Service Times are Stable Laws: Tamed and Wild

    • Donald P. Gaver, Patricia A. Jacobs

    Pages 219-229

17. Winning the Hand of the Princess Saralinda

    • Peter W. Glynn, Ward Whitt

    Pages 231-246

18. Analysis of Multiple Queues with Passing Servers

    • Ushio Sumita, Masaaki Sibuya, Norihiko Miyawaki

    Pages 247-262

19. Some Properties of Throughput in a Queueing Network with Changing-Speed Servers and Blocking

    • Genji Yamazaki, Hirotaka Sakasegawa

    Pages 263-276

20. Quasi-Stationary Distributions of Markov Chains Arising from Queueing Processes: A Survey

    • Masaaki Kijima, Naoki Makimoto

    Pages 277-311

Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes.
The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability in solving problems in modern society.

• Analysis
• Brownian bridge
• Markov
• Markov Chain
• Markov Chains
• Markov decision process
• Poisson process
• Random variable
• Stochastic Processes
• Transformation
• algorithm
• local time
• queueing theory
• stochastic process

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