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Stochastic Ordering and Dependence in Applied Probability by R. Szekli
Stochastic Ordering and Dependence in Applied Probability by R. Szekli
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Stochastic Ordering and Dependence in Applied Probability

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Description

This is an introductory course in stochastic orderings and dependence, and their applications to queues and networks of queues. Readers are assumed to have a firm grounding in Lebesgue measure, conditional expectation, and martingales. Chapter 1 presents a collection of one-dimensional orderings with applications to the theory of queues. Chapter 2 extends these concepts to stochastic orderings in many dimensional spaces and functional spaces. Then results are given on stochastic ordering of networks, replacement policies, and single-server queues associated with Markov renewal processes. Finally, Chapter 3 is devoted to dependence and the relations between dependence and orderings. It includes applications to queueing networks and point processes.
Release date Australia
January 24th, 1995
Author
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Edition
Softcover reprint of the original 1st ed. 1995
Illustrations
viii, 194 p.
Pages
194
Dimensions
156x234x11
ISBN-13
9780387944500
Product ID
13520274

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