Read While You Wait - Get immediate ebook access, if available*, when you order a print book

Lecture Notes in Statistics

Stochastic Ordering and Dependence in Applied Probability

Authors: Szekli, R.

Free Preview

Buy this book

eBook $84.99
price for USA in USD
  • ISBN 978-1-4612-2528-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $109.99
price for USA in USD
  • ISBN 978-0-387-94450-0
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
About this book

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.

Table of contents (3 chapters)

Table of contents (3 chapters)

Buy this book

eBook $84.99
price for USA in USD
  • ISBN 978-1-4612-2528-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $109.99
price for USA in USD
  • ISBN 978-0-387-94450-0
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Stochastic Ordering and Dependence in Applied Probability
Authors
Series Title
Lecture Notes in Statistics
Series Volume
97
Copyright
1995
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York, Inc.
eBook ISBN
978-1-4612-2528-7
DOI
10.1007/978-1-4612-2528-7
Softcover ISBN
978-0-387-94450-0
Series ISSN
0930-0325
Edition Number
1
Number of Pages
VIII, 194
Topics

*immediately available upon purchase as print book shipments may be delayed due to the COVID-19 crisis. ebook access is temporary and does not include ownership of the ebook. Only valid for books with an ebook version. Springer Reference Works are not included.