Ulteriori informazioni
Informationen zum Autor Alfred Müller is the author of Comparison Methods for Stochastic Models and Risks, published by Wiley. Dietrich Stoyan is a mathematician and statistician. He was a student of Mathematics at Technical University Dresden and of applied research at Deutsches Brennstoffinstitut Freiberg. Klappentext Stochastic orders are important approximation tools that provide valuable insight into the behaviour of complex stochastic models. Research into stochastic orders is blossoming, with many open problems being studied and a wide range of applications explored. In this book the authors explore the most important concepts of the field, from the basic univariate theory through to the most current applications. * Comprehensive coverage of the theory and applications of stochastic orders. * Employs a systematic approach with detailed explanation of each concept. * Features coverage of univariate and multivariate stochastic orders. * Covers a range of applications, from queueing theory, reliability theory, statistical physics, actuarial and financial risk, and economics. * Written by authors with many years experience in researching stochastic orders. Researchers and graduate students studying stochastic orders will find the comprehensive coverage of the subject ideal for their needs. The range of applications will benefit those working in applied probability and statistics, reliability, actuarial science, economics and finance. Zusammenfassung This work covers stochastic order relations, which provide insight into the behaviour of complex stochastic (random) systems and enables the user to collect comparative data. Application areas include queuing systems, actuarial and financial risk, decision making, and stochastic simulation. Inhaltsverzeichnis Preface. Univariate Stochastic Orders Theory of Integral Stochastic Orders Multivariate Stochastic Orders Stochastic Models, Comparison and Monotonicity Monotonicity and Comparability of Stochastic Processes Monotonicity Properties and Bounds for Queueing Systems Applications to Various Stochastic Models Comparing Risks. List of Symbols. References. Index....
Sommario
Preface.
Univariate Stochastic Orders
Theory of Integral Stochastic Orders
Multivariate Stochastic Orders
Stochastic Models, Comparison and Monotonicity
Monotonicity and Comparability of Stochastic Processes
Monotonicity Properties and Bounds for Queueing Systems
Applications to Various Stochastic Models
Comparing Risks.
List of Symbols.
References.
Index.
Relazione
"...a noteworthy contribution to applied probability, and I would recommend it to anyone interested in applied stochastic modeling." ( Journal of the American Statistical Association , June 2005)
"...will replace the excellent but now slightly dated text by Shaked and Shathikumar (1994) as the standard reference on stochastic orders." (Statistical Papers, Vol.46, No.1, January 2005)
"...provides an up-to-date survey of a notable area..." ( Mathematical Reviews , 2003d)
"...discusses the major concepts related to stochastic orders..." ( SciTech Book News , Vol. 26, No. 2, June 2002)
"...a very timely and methodically orientated book..." (Zentralblatt Math, Vol.999, No.24, 2002)
