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Sunday, April 19, 2020 | History

4 edition of Stochastic orders and their applications found in the catalog.

Stochastic orders and their applications

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Published by Academic Press in Boston .
Written in English

    Subjects:
  • Stochastic orders.

  • Edition Notes

    Includes bibliographical references and indexes.

    Statement[edited by] Moshe Shaked, J. George Shanthikumar.
    SeriesProbability and mathematical statistics
    ContributionsShaked, Moshe, 1945-, Shanthikumar, J. George.
    Classifications
    LC ClassificationsQA273.6 .S524 1994
    The Physical Object
    Paginationxvi, 545 p. :
    Number of Pages545
    ID Numbers
    Open LibraryOL1081623M
    ISBN 100126381607
    LC Control Number94005177


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Stochastic orders and their applications Download PDF EPUB FB2

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 by: Stochastic ordering is a fundamental guide for decision making under uncertainty.

It is also an essential tool in the study of structural properties of complex stochastic systems. This reference text presents a comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications.

Stochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study of structural properties of complex stochastic systems. This reference text presents a comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications.5/5(1).

"This book is a wide, well written and clearly organized extension of the first six chapters of the author’s book ‘Stochastic orders and their applications’.

In addition the book illustrates some of the usefulness and applicability of the theory and now it is the most complete monograph in this field. The book will be useful for 5/5(1). "Shaked and Shanthikumar have done a great service for the statistics community by writing this timely book on Stochastic Orders and Their Applications.A unique and attractive feature of this book is the inclusion of several survey articles by eminent researchers working in different branches of statistics and related book is going to remain a standard reference in this area for a long time to come.".

Composite Wavelet Bases with Extended Stability and Cancellation Properties On a Diffusive Susceptible-Infected-Susceptible Epidemic Model with Mass Action Mechanism and Birth-Death Effect: Analysis, Simulations, and Comparison with Other MechanismsCited by: 1. Stochastic ordering is a fundamental guide for decision making under uncertainty.

It is also an essential tool in the study of structural properties of complex stochastic systems. This reference text presents a comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications.

English, Book, Illustrated edition: Stochastic orders and their applications / [edited by] Moshe Shaked, J. George Shanthikumar. Get this edition User activity. "This book is a wide, well written and clearly organized extension of the first six chapters of the author’s book ‘Stochastic orders and their applications’.

In addition the book illustrates some of the usefulness and applicability of the theory and now it is the most complete monograph in this field. 5/5(1). 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. Stochastic Orders and Applications: A Classified Bibliography (Lecture Notes in Economics and Mathematical Systems) 1st Edition.

by Karl Mosler (Author) ISBN ISBN Why is ISBN important. ISBN. This bar-code number lets you verify that you're getting exactly the right version or edition of a book.

Cited by: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.

Browse e-books; Series Descriptions; Book Program; MARC Records; FAQ; Proceedings; For Authors. Coarse-grained Stochastic Processes (1) SIAM Review Stochastic Orders and Their Applications (Moshe Shaked and J. George Shanthikumar) Related Databases. Web of ScienceCited by: 1. The paper deals with several types of stochastic order affecting random variables and linear combinations of random variables.

We study the problem of finding maximal expected utility for some functionals on insurance portfolios involving some additional (independent) randomization.

Stochastic orders and their applications Stochastic orders and their applications Stochastic orders and their applications Published by Academic Press in :   "This book is a wide, well written and clearly organized extension of the first six chapters of the author's book 'Stochastic orders and their applications'.

In addition the book illustrates some of the usefulness and applicability of the theory and now it. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy.

PDF | The paper deals with several types of stochastic order affecting random variables and linear combinations of random variables.

We study the | Find, read and cite all the research you need. We develop some characterizations and preservation properties of this stochastic order.

In addition, we study some of its reliability properties and its relation with other existing stochastic orders.

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. If you are looking for a book that covers all the major metaheuristics, gives you insight into their working, and guides you in their application to a wide set of combinatorial optimization problems, this is the book.

" --Marco Dorigo, Université Libre de Bruxelles "Stochastic Local Search: Foundations and Applications provides an original and. In probability theory and statistics, a stochastic order quantifies the concept of one random variable being "bigger" than another.

These are usually partial orders, so that one random variable may be neither stochastically greater than, less than nor equal to another random variable. The objective of this book is to help students interested in probability and statistics, and their applications to understand the basic concepts of stochastic process and to equip them with skills necessary to conduct simple stochastic analysis of data in the field of business, management, social science, life science, physics, and many other book contains such standard topics.

Read the latest articles of Stochastic Processes and their Applications atElsevier’s leading platform of peer-reviewed scholarly literature. "Stochastic ordering is a fundamental guide for decision making under uncertainty.

It is also an essential tool in the study of structural properties of complex stochastic systems. This reference text presents a comprehensive coverage of the various notions of stochastic. The usual stochastic order, hazard rate order, likelihood ratio order, mean residual life order, increasing convex and concave orders, variance residual life order, and some others are all defined for discrete random variables and their inter-relationships are given.

Stochastic Orders in Reliability and Risk Management is composed of 19 contributions on the theory of stochastic orders, stochastic comparison of order statistics, stochastic orders in reliability and risk analysis, and applications.

These review/exploratory chapters present recent and current research on stochastic orders reported at the International Workshop on Stochastic Orders in.

Summary. Stochastic orders and related inequalities are very important in various areas of reliability and maintainability theory.

The purpose of this chapter is to provide a brief survey of the useful known results concerning stochastic orders and their applications developed in these by: 2.

Stochastic Orders in Reliability Theory The purpose of this chapter is to provide a brief survey of the useful known results concerning stochastic orders and their applications developed in. Books shelved as stochastic-processes: Introduction to Stochastic Processes by Gregory F.

Lawler, Adventures in Stochastic Processes by Sidney I. Resnick. Stochastic ordering is a fundamental guide for decision making under uncertainty. This text covers the various notions of stochastic orderings, their closure properties, and their applications.

It is intended for those who are interested in decision making under uncertainty. However, the first five chapters do provide an informal introduction to stochastic-process limits and their applications to queues, and is intended to be accessible to those with less background.

This book is a must to researchers and graduate students interested in these areas." ISI Short Book Brand: Springer-Verlag New York. This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance.

It provides the theoretical foundations for modeling time-dependent random phenomena encountered in these disciplines. Through num. 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. Handbook of Volatility Models and Their Applications is an essential reference for academics and practitioners in finance, business, and econometrics who work with volatility models in their everyday work.

The book also serves as a supplement for courses on risk management and volatility at the upper-undergraduate and graduate levels. This volume presents peer-reviewed contributions on stochastic modeling, related statistical inference and their applications.

It addresses theoretical and applied researchers working in e.g. high-dimensional statistics, mathematical statistics, big data and machine learning.

Shaked, M. and J.G. Shanthikumar, Regular, Sample Path and Strong Stochastic Convexity: A Review, in Stochastic Orders and Decision Under Risk, Institute of the Mathematical Statistics Lecture Notes / Monograph Series, 19, (editors K.

Mosler and M. Scarcini) (), Statistical inference for ergodic point processes and application to Limit Order Book Finally they can submit cancellation orders to remove one of their latent limit order in the LOB. Driven by these simple mechanisms, the characteristics of the Order Book, such as its mid price, its shape, or the number of orders submitted in a given time Cited by: All the above joint stochastic orders, including the multivariate generalizations, imply the usual stochastic order ≤ s t between marginal distributions.

We point out that the usual stochastic order is a very strong order and thus limits the applications of these joint stochastic orders in modeling random quantities in by: 6.

Recently published articles from Stochastic Processes and their Applications. Recently published articles from Stochastic Processes and their Applications. Menu. Orders of convergence in the averaging principle for SPDEs: The case of a stochastically forced slow component Stochastic evolution equations with singular drift and gradient.

Chap on applications to mathematical flnance. I found it natural to include this material as another major application of stochastic analysis, in view of the amazing development in this fleld during the last 10{20 years.

Moreover, the close contact between the theoretical achievements and the applications in this area is Size: 1MB.The application of stochastic processes to the theory of economic development, stochastic control theory, and various aspects of stochastic programming is discussed.

Comprised of four chapters, this book begins with a short survey of the stochastic view in economics, followed by a discussion on discrete and continuous stochastic models of.Author by: B.

R. Bhat Languange: en Publisher by: New Age International Format Available: PDF, ePub, Mobi Total Read: 98 Total Download: File Size: 52,6 Mb Description: The Book Presents A Systematic Exposition Of The Basic Theory And Applications Of Stochastic ising The Modelling Rather Than Mathematical Aspects Of Stochastic Processes, The Book Bridges The Gap.