Stochastic Ordering and Dependence in Applied Probability:
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
New York, NY
Springer New York
1995
|
Schriftenreihe: | Lecture Notes in Statistics
97 |
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | 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 |
Beschreibung: | 1 Online-Ressource (VIII, 194p) |
ISBN: | 9781461225287 9780387944500 |
ISSN: | 0930-0325 |
DOI: | 10.1007/978-1-4612-2528-7 |
Internformat
MARC
LEADER | 00000nmm a2200000zcb4500 | ||
---|---|---|---|
001 | BV042420038 | ||
003 | DE-604 | ||
005 | 00000000000000.0 | ||
007 | cr|uuu---uuuuu | ||
008 | 150317s1995 |||| o||u| ||||||eng d | ||
020 | |a 9781461225287 |c Online |9 978-1-4612-2528-7 | ||
020 | |a 9780387944500 |c Print |9 978-0-387-94450-0 | ||
024 | 7 | |a 10.1007/978-1-4612-2528-7 |2 doi | |
035 | |a (OCoLC)1184451539 | ||
035 | |a (DE-599)BVBBV042420038 | ||
040 | |a DE-604 |b ger |e aacr | ||
041 | 0 | |a eng | |
049 | |a DE-384 |a DE-703 |a DE-91 |a DE-634 | ||
082 | 0 | |a 519.2 |2 23 | |
084 | |a MAT 000 |2 stub | ||
100 | 1 | |a Szekli, R. |e Verfasser |4 aut | |
245 | 1 | 0 | |a Stochastic Ordering and Dependence in Applied Probability |c by R. Szekli |
264 | 1 | |a New York, NY |b Springer New York |c 1995 | |
300 | |a 1 Online-Ressource (VIII, 194p) | ||
336 | |b txt |2 rdacontent | ||
337 | |b c |2 rdamedia | ||
338 | |b cr |2 rdacarrier | ||
490 | 0 | |a Lecture Notes in Statistics |v 97 |x 0930-0325 | |
500 | |a 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 | ||
650 | 4 | |a Mathematics | |
650 | 4 | |a Distribution (Probability theory) | |
650 | 4 | |a Probability Theory and Stochastic Processes | |
650 | 4 | |a Mathematik | |
650 | 0 | 7 | |a Stochastische Abhängigkeit |0 (DE-588)4220425-2 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Wahrscheinlichkeit |0 (DE-588)4137007-7 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Stochastische Ordnung |0 (DE-588)4329325-6 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Ordnungsstatistik |0 (DE-588)4212486-4 |2 gnd |9 rswk-swf |
689 | 0 | 0 | |a Stochastische Ordnung |0 (DE-588)4329325-6 |D s |
689 | 0 | |8 1\p |5 DE-604 | |
689 | 1 | 0 | |a Wahrscheinlichkeit |0 (DE-588)4137007-7 |D s |
689 | 1 | |8 2\p |5 DE-604 | |
689 | 2 | 0 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |D s |
689 | 2 | |8 3\p |5 DE-604 | |
689 | 3 | 0 | |a Ordnungsstatistik |0 (DE-588)4212486-4 |D s |
689 | 3 | |8 4\p |5 DE-604 | |
689 | 4 | 0 | |a Stochastische Abhängigkeit |0 (DE-588)4220425-2 |D s |
689 | 4 | |8 5\p |5 DE-604 | |
856 | 4 | 0 | |u https://doi.org/10.1007/978-1-4612-2528-7 |x Verlag |3 Volltext |
912 | |a ZDB-2-SMA |a ZDB-2-BAE | ||
940 | 1 | |q ZDB-2-SMA_Archive | |
999 | |a oai:aleph.bib-bvb.de:BVB01-027855455 | ||
883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
883 | 1 | |8 3\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
883 | 1 | |8 4\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
883 | 1 | |8 5\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk |
Datensatz im Suchindex
_version_ | 1804153091455451136 |
---|---|
any_adam_object | |
author | Szekli, R. |
author_facet | Szekli, R. |
author_role | aut |
author_sort | Szekli, R. |
author_variant | r s rs |
building | Verbundindex |
bvnumber | BV042420038 |
classification_tum | MAT 000 |
collection | ZDB-2-SMA ZDB-2-BAE |
ctrlnum | (OCoLC)1184451539 (DE-599)BVBBV042420038 |
dewey-full | 519.2 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.2 |
dewey-search | 519.2 |
dewey-sort | 3519.2 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
doi_str_mv | 10.1007/978-1-4612-2528-7 |
format | Electronic eBook |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04048nmm a2200649zcb4500</leader><controlfield tag="001">BV042420038</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150317s1995 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781461225287</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-4612-2528-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780387944500</subfield><subfield code="c">Print</subfield><subfield code="9">978-0-387-94450-0</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-1-4612-2528-7</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1184451539</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042420038</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.2</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Szekli, R.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic Ordering and Dependence in Applied Probability</subfield><subfield code="c">by R. Szekli</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York, NY</subfield><subfield code="b">Springer New York</subfield><subfield code="c">1995</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (VIII, 194p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Lecture Notes in Statistics</subfield><subfield code="v">97</subfield><subfield code="x">0930-0325</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Distribution (Probability theory)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Probability Theory and Stochastic Processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematik</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Abhängigkeit</subfield><subfield code="0">(DE-588)4220425-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wahrscheinlichkeit</subfield><subfield code="0">(DE-588)4137007-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Ordnung</subfield><subfield code="0">(DE-588)4329325-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ordnungsstatistik</subfield><subfield code="0">(DE-588)4212486-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastische Ordnung</subfield><subfield code="0">(DE-588)4329325-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Wahrscheinlichkeit</subfield><subfield code="0">(DE-588)4137007-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="8">3\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="3" ind2="0"><subfield code="a">Ordnungsstatistik</subfield><subfield code="0">(DE-588)4212486-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2=" "><subfield code="8">4\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="4" ind2="0"><subfield code="a">Stochastische Abhängigkeit</subfield><subfield code="0">(DE-588)4220425-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="4" ind2=" "><subfield code="8">5\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-1-4612-2528-7</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SMA</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SMA_Archive</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027855455</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">3\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">4\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">5\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
id | DE-604.BV042420038 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T01:21:06Z |
institution | BVB |
isbn | 9781461225287 9780387944500 |
issn | 0930-0325 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027855455 |
oclc_num | 1184451539 |
open_access_boolean | |
owner | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
physical | 1 Online-Ressource (VIII, 194p) |
psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
publishDate | 1995 |
publishDateSearch | 1995 |
publishDateSort | 1995 |
publisher | Springer New York |
record_format | marc |
series2 | Lecture Notes in Statistics |
spelling | Szekli, R. Verfasser aut Stochastic Ordering and Dependence in Applied Probability by R. Szekli New York, NY Springer New York 1995 1 Online-Ressource (VIII, 194p) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Statistics 97 0930-0325 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 Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastische Abhängigkeit (DE-588)4220425-2 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Wahrscheinlichkeit (DE-588)4137007-7 gnd rswk-swf Stochastische Ordnung (DE-588)4329325-6 gnd rswk-swf Ordnungsstatistik (DE-588)4212486-4 gnd rswk-swf Stochastische Ordnung (DE-588)4329325-6 s 1\p DE-604 Wahrscheinlichkeit (DE-588)4137007-7 s 2\p DE-604 Stochastischer Prozess (DE-588)4057630-9 s 3\p DE-604 Ordnungsstatistik (DE-588)4212486-4 s 4\p DE-604 Stochastische Abhängigkeit (DE-588)4220425-2 s 5\p DE-604 https://doi.org/10.1007/978-1-4612-2528-7 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 5\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Szekli, R. Stochastic Ordering and Dependence in Applied Probability Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastische Abhängigkeit (DE-588)4220425-2 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Wahrscheinlichkeit (DE-588)4137007-7 gnd Stochastische Ordnung (DE-588)4329325-6 gnd Ordnungsstatistik (DE-588)4212486-4 gnd |
subject_GND | (DE-588)4220425-2 (DE-588)4057630-9 (DE-588)4137007-7 (DE-588)4329325-6 (DE-588)4212486-4 |
title | Stochastic Ordering and Dependence in Applied Probability |
title_auth | Stochastic Ordering and Dependence in Applied Probability |
title_exact_search | Stochastic Ordering and Dependence in Applied Probability |
title_full | Stochastic Ordering and Dependence in Applied Probability by R. Szekli |
title_fullStr | Stochastic Ordering and Dependence in Applied Probability by R. Szekli |
title_full_unstemmed | Stochastic Ordering and Dependence in Applied Probability by R. Szekli |
title_short | Stochastic Ordering and Dependence in Applied Probability |
title_sort | stochastic ordering and dependence in applied probability |
topic | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastische Abhängigkeit (DE-588)4220425-2 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Wahrscheinlichkeit (DE-588)4137007-7 gnd Stochastische Ordnung (DE-588)4329325-6 gnd Ordnungsstatistik (DE-588)4212486-4 gnd |
topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastische Abhängigkeit Stochastischer Prozess Wahrscheinlichkeit Stochastische Ordnung Ordnungsstatistik |
url | https://doi.org/10.1007/978-1-4612-2528-7 |
work_keys_str_mv | AT szeklir stochasticorderinganddependenceinappliedprobability |