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" Stochastic ordering and dependence in applied probability / "
R. Szekli.
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BL
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| Record Number
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655806
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| Doc. No
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dltt
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| Main Entry
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Szekli, R.
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| Title & Author
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Stochastic ordering and dependence in applied probability /\ R. Szekli.
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| Publication Statement
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New York :: Springer-Verlag,, c1995.
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| Series Statement
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Lecture notes in statistics ;; 97
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| Page. NO
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viii, 194 p. ;; 24 cm.
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| ISBN
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0387944508 (New York : acid-free paper)
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: 9780387944500 (New York : acid-free paper)
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| Bibliographies/Indexes
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Includes bibliographical references (p. 184-192) and index.
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| Contents
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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.
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| Subject
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Probabilities.
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Stochastic processes.
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| LC Classification
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QA273.S93 1995
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