عنوان

Stochastic ordering and dependence in applied probability /

(Number (ISBN

0387944508 (New York : acid-free paper)

(Number (ISBN

9780387944500 (New York : acid-free paper)

Number

dltt

Title Proper

Stochastic ordering and dependence in applied probability /

General Material Designation

[Book]

First Statement of Responsibility

R. Szekli.

Place of Publication, Distribution, etc.

New York :

Name of Publisher, Distributor, etc.

Springer-Verlag,

Date of Publication, Distribution, etc.

c1995.

Specific Material Designation and Extent of Item

viii, 194 p. ;

Dimensions

24 cm.

Series Title

Lecture notes in statistics ;

Volume Designation

97

Text of Note

Includes bibliographical references (p. 184-192) and index.

Text of Note

1. Univariate Ordering. 1.1. Construction of iid random variables. 1.2. Strong ordering. 1.3. Convex ordering. 1.4. Conditional orderings. 1.5. Relative inverse function orderings. 1.6. Dispersive ordering. 1.7. Compounding. 1.8. Integral orderings for queues. 1.9. Relative inverse orderings for queues. 1.10. Loss systems -- 2. Multivariate Ordering. 2.1. Strassen's theorem. 2.2. Coupling constructions. 2.3. Conditioning. 2.4. Markov processes. 2.5. Point processes on R, martingales. 2.6. Markovian queues and Jackson networks. 2.7. Poissonian flows and product formula. 2.8. Stochastic ordering of Markov processes. 2.9. Stochastic ordering of point processes. 2.10. Renewal processes. 2.11. Comparison of replacement policies. 2.12. Stochastically monotone networks. 2.13. Queues with MR arrivals -- 3. Dependence. 3.1. Association. 3.2. MTP[subscript 2]. 3.3. A general theory of positive dependence. 3.4. Multivariate orderings and dependence. 3.5. Negative association.

0

Title

Stochastic ordering and dependence in applied probability.

Probabilities.

Stochastic processes.

Class number

Book number

Szekli, R.

Date of Transaction

20140218103510.0

Electronic name

[Book]

Y