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An Introduction To Stochastic Orders

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An Introduction to Stochastic Orders

An Introduction to Stochastic Orders Book
Author : Felix Belzunce,Carolina Martinez Riquelme,Julio Mulero
Publisher : Academic Press
Release : 2015-09-29
ISBN : 0128038268
Language : En, Es, Fr & De

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Book Description :

An Introduction to Stochastic Orders discusses this powerful tool that can be used in comparing probabilistic models in different areas such as reliability, survival analysis, risks, finance, and economics. The book provides a general background on this topic for students and researchers who want to use it as a tool for their research. In addition, users will find detailed proofs of the main results and applications to several probabilistic models of interest in several fields, and discussions of fundamental properties of several stochastic orders, in the univariate and multivariate cases, along with applications to probabilistic models. Introduces stochastic orders and its notation Discusses different orders of univariate stochastic orders Explains multivariate stochastic orders and their convex, likelihood ratio, and dispersive orders

An Introduction to Stochastic Processes

An Introduction to Stochastic Processes Book
Author : Edward P.C. Kao
Publisher : Courier Dover Publications
Release : 2019-12-18
ISBN : 0486837920
Language : En, Es, Fr & De

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Book Description :

This incorporation of computer use into teaching and learning stochastic processes takes an applications- and computer-oriented approach rather than a mathematically rigorous approach. Solutions Manual available to instructors upon request. 1997 edition.

An Introduction to Stochastic Modeling

An Introduction to Stochastic Modeling Book
Author : Howard M. Taylor,Samuel Karlin
Publisher : Gulf Professional Publishing
Release : 1998-02-20
ISBN : 9780126848878
Language : En, Es, Fr & De

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Book Description :

Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Third Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems. Realistic applications from a variety of disciplines integrated throughout the text Plentiful, updated and more rigorous problems, including computer "challenges" Revised end-of-chapter exercises sets-in all, 250 exercises with answers New chapter on Brownian motion and related processes Additional sections on Matingales and Poisson process

Introduction to Stochastic Finance

Introduction to Stochastic Finance Book
Author : Jia-An Yan
Publisher : Springer
Release : 2018-10-10
ISBN : 9811316570
Language : En, Es, Fr & De

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Book Description :

This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent claims, interest rate term structure models, and expected utility maximization problems. The general theory of static risk measures, basic concepts and results on markets of semimartingale model, and a numeraire-free and original probability based framework for financial markets are also included. The basic theory of probability and Ito's theory of stochastic analysis, as preliminary knowledge, are presented.

An Introduction to Stochastic Processes

An Introduction to Stochastic Processes Book
Author : M. S. Bartlett
Publisher : CUP Archive
Release : 1978
ISBN : 9780521215855
Language : En, Es, Fr & De

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Book Description :

Random sequences; Processes in continuous time; Miscellaneous statistical applications; Limiting stochastic operations; Stationary processes; Prediction and communication theory; The statistical analysis of stochastic processes; Correlation analysis of time-series.

An Introduction to Stochastic Processes with Applications to Biology

An Introduction to Stochastic Processes with Applications to Biology Book
Author : Linda J. S. Allen
Publisher : Prentice Hall
Release : 2003
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Plenty of examples, diagrams, and figures take readers step-by-step through well-known classical biological models to ensure complete understanding of stochastic formulation. Probability, Markov Chains, discrete time branching processes, population genetics, and birth and death chains. For biologists and other professionals who want a comprehensive, easy-to-follow introduction to stochastic formulation as it pertains to biology.

The Mathematics of the Uncertain

The Mathematics of the Uncertain Book
Author : Eduardo Gil,Eva Gil,Juan Gil,María Ángeles Gil
Publisher : Springer
Release : 2018-02-28
ISBN : 3319738488
Language : En, Es, Fr & De

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Book Description :

This book is a tribute to Professor Pedro Gil, who created the Department of Statistics, OR and TM at the University of Oviedo, and a former President of the Spanish Society of Statistics and OR (SEIO). In more than eighty original contributions, it illustrates the extent to which Mathematics can help manage uncertainty, a factor that is inherent to real life. Today it goes without saying that, in order to model experiments and systems and to analyze related outcomes and data, it is necessary to consider formal ideas and develop scientific approaches and techniques for dealing with uncertainty. Mathematics is crucial in this endeavor, as this book demonstrates. As Professor Pedro Gil highlighted twenty years ago, there are several well-known mathematical branches for this purpose, including Mathematics of chance (Probability and Statistics), Mathematics of communication (Information Theory), and Mathematics of imprecision (Fuzzy Sets Theory and others). These branches often intertwine, since different sources of uncertainty can coexist, and they are not exhaustive. While most of the papers presented here address the three aforementioned fields, some hail from other Mathematical disciplines such as Operations Research; others, in turn, put the spotlight on real-world studies and applications. The intended audience of this book is mainly statisticians, mathematicians and computer scientists, but practitioners in these areas will certainly also find the book a very interesting read.

Combining Soft Computing and Statistical Methods in Data Analysis

Combining Soft Computing and Statistical Methods in Data Analysis Book
Author : Christian Borgelt,Gil González Rodríguez,Wolfgang Trutschnig,María Asunción Lubiano,María Angeles Gil,Przemyslaw Grzegorzewski,Olgierd Hryniewicz
Publisher : Springer Science & Business Media
Release : 2010-10-12
ISBN : 9783642147463
Language : En, Es, Fr & De

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Book Description :

Over the last forty years there has been a growing interest to extend probability theory and statistics and to allow for more flexible modelling of imprecision, uncertainty, vagueness and ignorance. The fact that in many real-life situations data uncertainty is not only present in the form of randomness (stochastic uncertainty) but also in the form of imprecision/fuzziness is but one point underlining the need for a widening of statistical tools. Most such extensions originate in a "softening" of classical methods, allowing, in particular, to work with imprecise or vague data, considering imprecise or generalized probabilities and fuzzy events, etc. About ten years ago the idea of establishing a recurrent forum for discussing new trends in the before-mentioned context was born and resulted in the first International Conference on Soft Methods in Probability and Statistics (SMPS) that was held in Warsaw in 2002. In the following years the conference took place in Oviedo (2004), in Bristol (2006) and in Toulouse (2008). In the current edition the conference returns to Oviedo. This edited volume is a collection of papers presented at the SMPS 2010 conference held in Mieres and Oviedo. It gives a comprehensive overview of current research into the fusion of soft methods with probability and statistics.

Introduction to System Reliability Theory

Introduction to System Reliability Theory Book
Author : Jorge Navarro
Publisher : Springer Nature
Release : 2021-11-04
ISBN : 3030869539
Language : En, Es, Fr & De

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Book Description :

This textbook provides the tools for a modern post-graduate introductory course on system reliability theory. It focuses on probabilistic aspects of the theory, including recent results based on signatures, stochastic orders, aging classes, copulas and distortion (or aggregation) functions. The reader requires on an introductory knowledge on probability theory and mathematics. The book serves both for graduate students in mathematics and for engineering students in various disciplines as well as students learning survival analysis, network reliability or simple game theory. Included also are brief introductions to the basic aspects of lifetime modelling, stochastic comparisons, aging classes, mixtures and copula theory. The book develops this knowledge with worked examples and supplies code for the program R so that students can explore its lessons and techniques.

Stochastic Processes with Applications

Stochastic Processes with Applications Book
Author : Antonio Di Crescenzo,Claudio Macci,Barbara Martinucci
Publisher : MDPI
Release : 2019-11-28
ISBN : 3039217283
Language : En, Es, Fr & De

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Book Description :

Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines. This Special Issue aims to present a collection of current contributions concerning various topics related to stochastic processes and their applications. In particular, the focus here is on applications of stochastic processes as models of dynamic phenomena in research areas certain to be of interest, such as economics, statistical physics, queuing theory, biology, theoretical neurobiology, and reliability theory. Various contributions dealing with theoretical issues on stochastic processes are also included.

Modeling Decisions for Artificial Intelligence

Modeling Decisions for Artificial Intelligence Book
Author : Vicenç Torra
Publisher : Springer Nature
Release : 2021-10-21
ISBN : 3030575241
Language : En, Es, Fr & De

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Book Description :

Download Modeling Decisions for Artificial Intelligence book written by Vicenç Torra, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

New Trends in Emerging Complex Real Life Problems

New Trends in Emerging Complex Real Life Problems Book
Author : Patrizia Daniele,Laura Scrimali
Publisher : Springer
Release : 2018-12-30
ISBN : 3030004732
Language : En, Es, Fr & De

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Book Description :

This book gathers the contributions of the international conference “Optimization and Decision Science” (ODS2018), which was held at the Hotel Villa Diodoro, Taormina (Messina), Italy on September 10 to 13, 2018, and was organized by AIRO, the Italian Operations Research Society, in cooperation with the DMI (Department of Mathematics and Computer Science) of the University of Catania (Italy). The book offers state-of-the-art content on optimization, decisions science and problem solving methods, as well as their application in industrial and territorial systems. It highlights a range of real-world problems that are both challenging and worthwhile, using models and methods based on continuous and discrete optimization, network optimization, simulation and system dynamics, heuristics, metaheuristics, artificial intelligence, analytics, and multiple-criteria decision making. Given its scope of coverage, it will benefit not only researchers and practitioners working in these areas, but also the operations research community as a whole.

Belief Functions Theory and Applications

Belief Functions  Theory and Applications Book
Author : Sébastien Destercke,Thierry Denoeux,Fabio Cuzzolin,Arnaud Martin
Publisher : Springer
Release : 2018-09-07
ISBN : 3319993836
Language : En, Es, Fr & De

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Book Description :

This book constitutes the refereed proceedings of the 5th International Conference on Belief Functions, BELIEF 2018, held in Compiègne, France, in September 2018.The 33 revised regular papers presented in this book were carefully selected and reviewed from 73 submissions. The papers were solicited on theoretical aspects (including for example statistical inference, mathematical foundations, continuous belief functions) as well as on applications in various areas including classification, statistics, data fusion, network analysis and intelligent vehicles.

Stochastic Orders and Their Applications

Stochastic Orders and Their Applications Book
Author : Moshe Shaked,J. George Shanthikumar
Publisher : Unknown
Release : 1994-01-01
ISBN : 9780126381603
Language : En, Es, Fr & De

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Book Description :

Stochastic orders and inequalities are being used at an accelerated rate in many diverse areas of probability and statistics. This book provides the first unified, systematic, and accessible treatment of stochasticorders, addressing the growing importance of these orders with the presentation of numerous results that illustrate their usefulness and applicability. Ten insightful chapters emphasize the applications by specialists in probability and statistics, economics, operations research, and reliability theory. Applications include multivariate variability, epidemics, comparisons of risk and risk aversion, scheduling, and systems reliability theory.

Analysis of Step Stress Models

Analysis of Step Stress Models Book
Author : Debasis Kundu,Ayon Ganguly
Publisher : Academic Press
Release : 2017-06-29
ISBN : 0081012403
Language : En, Es, Fr & De

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Book Description :

Analysis of Step-Stress Models: Existing Results and Some Recent Developments describes, in detail, the step-stress models and related topics that have received significant attention in the last few years. Although two books, Bagdonavicius and Nikulin (2001) and Nelson (1990), on general accelerated life testing models are available, no specific book is available on step-stress models. Due to the importance of this particular topic, Balakrishnan (2009) provided an excellent review for exponential step-stress models. The scope of this book is much more, providing the inferential issues for different probability models, both from the frequentist and Bayesian points-of-view. Explains the different distributions of the Cumulative Exposure Mode Covers many different models used for step-stress analysis Discusses Step-stress life testing under the competing or complementary risk model

Stochastic Orders

Stochastic Orders Book
Author : Moshe Shaked,J. George Shanthikumar
Publisher : Springer Science & Business Media
Release : 2007-04-03
ISBN : 0387346759
Language : En, Es, Fr & De

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Book Description :

This reference text presents comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields. And the value of the other notions of stochastic orderings needs further exploration. This book is an ideal reference for those interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications.

Advances in Queueing Theory Methods and Open Problems

Advances in Queueing Theory  Methods  and Open Problems Book
Author : Jewgeni H. Dshalalow
Publisher : CRC Press
Release : 1995-09-18
ISBN : 9780849380747
Language : En, Es, Fr & De

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Book Description :

The progress of science and technology has placed Queueing Theory among the most popular disciplines in applied mathematics, operations research, and engineering. Although queueing has been on the scientific market since the beginning of this century, it is still rapidly expanding by capturing new areas in technology. Advances in Queueing provides a comprehensive overview of problems in this enormous area of science and focuses on the most significant methods recently developed. Written by a team of 24 eminent scientists, the book examines stochastic, analytic, and generic methods such as approximations, estimates and bounds, and simulation. The first chapter presents an overview of classical queueing methods from the birth of queues to the seventies. It also contains the most comprehensive bibliography of books on queueing and telecommunications to date. Each of the following chapters surveys recent methods applied to classes of queueing systems and networks followed by a discussion of open problems and future research directions. Advances in Queueing is a practical reference that allows the reader quick access to the latest methods.

Continuous Univariate Distributions Volume 2

Continuous Univariate Distributions  Volume 2 Book
Author : Norman L. Johnson,Samuel Kotz,N. Balakrishnan
Publisher : John Wiley & Sons
Release : 1995-05-08
ISBN : 0471584940
Language : En, Es, Fr & De

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Book Description :

Comprehensive reference for statistical distributions Continuous Univariate Distributions, Volume 2 provides in-depth reference for anyone who applies statistical distributions in fields including engineering, business, economics, and the sciences. Covering a range of distributions, both common and uncommon, this book includes guidance toward extreme value, logistics, Laplace, beta, rectangular, noncentral distributions and more. Each distribution is presented individually for ease of reference, with clear explanations of methods of inference, tolerance limits, applications, characterizations, and other important aspects, including reference to other related distributions.

Stochastic Orders and Applications

Stochastic Orders and Applications Book
Author : Karl Mosler,Marco Scarsini
Publisher : Springer Science & Business Media
Release : 2012-12-06
ISBN : 3642499724
Language : En, Es, Fr & De

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Book Description :

A bibliography on stochastic orderings. Was there a real need for it? In a time of reference databases as the MathSci or the Science Citation Index or the Social Science Citation Index the answer seems to be negative. The reason we think that this bibliog raphy might be of some use stems from the frustration that we, as workers in the field, have often experienced by finding similar results being discovered and proved over and over in different journals of different disciplines with different levels of mathematical so phistication and accuracy and most of the times without cross references. Of course it would be very unfair to blame an economist, say, for not knowing a result in mathematical physics, or vice versa, especially when the problems and the languages are so far apart that it is often difficult to recognize the analogies even after further scrutiny. We hope that collecting the references on this topic, regardless of the area of application, will be of some help, at least to pinpoint the problem. We use the term stochastic ordering in a broad sense to denote any ordering relation on a space of probability measures. Questions that can be related to the idea of stochastic orderings are as old as probability itself. Think for instance of the problem of comparing two gambles in order to decide which one is more favorable.

An Introduction to Market Risk Measurement

An Introduction to Market Risk Measurement Book
Author : Kevin Dowd
Publisher : John Wiley & Sons
Release : 2003-03-14
ISBN : 0470855207
Language : En, Es, Fr & De

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Book Description :

Includes a CD-ROM that contains Excel workbooks and a Matlab manual and software. Covers the subject without advanced or exotic material.