Comparison Methods for Stochastic Models and Risks
330 pages,
parution le 03/05/2002
Résumé
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.
Contents
- Univariate Stochastic Orders
- Theory of Integral Stochastic Orders
- Multivariate Stochastic Orders
- Stochastic Models, Comparison and Monotonicity
- Monotonicity and Comparibility of Stochastic Processes
- Monotonicity Properties and Bounds for Queueing Systems
- Applications to Various Stochastic Models
- Comparing Risks
Caractéristiques techniques du livre "Comparison Methods for Stochastic Models and Risks"
| PAPIER | ||
| Éditeur(s) | Wiley | |
| Auteur(s) | ||
| Parution | 03/05/2002 | |
| Nb. de pages | 330 | |
| Format | 15,5 x 23,5 | |
| Couverture | Relié | |
| Poids | 670g | |
| Intérieur | Noir et Blanc | |
| EAN13 | 9780471494461 | |
| ISBN13 | 978-0-471-49446-1 | |
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