Matrix Exponential Distributions In Applied Probability

Matrix Exponential Distributions In Applied Probability Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Matrix Exponential Distributions In Applied Probability book. This book definitely worth reading, it is an incredibly well-written.

Matrix-Exponential Distributions in Applied Probability

Mogens Bladt,Bo Friis Nielsen
Matrix Exponential Distributions in Applied Probability Book PDF

Author : Mogens Bladt,Bo Friis Nielsen
Publisher : Springer
Page : 736 pages
File Size : 46,6 Mb
Release : 2017-05-18
Category : Mathematics
ISBN : 9781493970490

Get Book

Matrix-Exponential Distributions in Applied Probability by Mogens Bladt,Bo Friis Nielsen Pdf

This book contains an in-depth treatment of matrix-exponential (ME) distributions and their sub-class of phase-type (PH) distributions. Loosely speaking, an ME distribution is obtained through replacing the intensity parameter in an exponential distribution by a matrix. The ME distributions can also be identified as the class of non-negative distributions with rational Laplace transforms. If the matrix has the structure of a sub-intensity matrix for a Markov jump process we obtain a PH distribution which allows for nice probabilistic interpretations facilitating the derivation of exact solutions and closed form formulas. The full potential of ME and PH unfolds in their use in stochastic modelling. Several chapters on generic applications, like renewal theory, random walks and regenerative processes, are included together with some specific examples from queueing theory and insurance risk. We emphasize our intention towards applications by including an extensive treatment on statistical methods for PH distributions and related processes that will allow practitioners to calibrate models to real data. Aimed as a textbook for graduate students in applied probability and statistics, the book provides all the necessary background on Poisson processes, Markov chains, jump processes, martingales and re-generative methods. It is our hope that the provided background may encourage researchers and practitioners from other fields, like biology, genetics and medicine, who wish to become acquainted with the matrix-exponential method and its applications.

Ruin Probabilities

S?ren Asmussen
Ruin Probabilities Book PDF

Author : S?ren Asmussen
Publisher : World Scientific
Page : 399 pages
File Size : 54,6 Mb
Release : 2000
Category : Mathematics
ISBN : 9789812779311

Get Book

Ruin Probabilities by S?ren Asmussen Pdf

The text is a treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramer-Lundberg approximation, exact solutions, other approximations (for example, for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation or periodicity. Special features of the book are the emphasis on change of measure techniques, phase-type distributions as computational vehicle and the connection to other applied probability areas like queueing theory.

Applied Probability and Stochastic Processes

V. C. Joshua,S. R. S. Varadhan,Vladimir M. Vishnevsky
Applied Probability and Stochastic Processes Book PDF

Author : V. C. Joshua,S. R. S. Varadhan,Vladimir M. Vishnevsky
Publisher : Springer Nature
Page : 521 pages
File Size : 54,7 Mb
Release : 2020-08-29
Category : Mathematics
ISBN : 9789811559518

Get Book

Applied Probability and Stochastic Processes by V. C. Joshua,S. R. S. Varadhan,Vladimir M. Vishnevsky Pdf

This book gathers selected papers presented at the International Conference on Advances in Applied Probability and Stochastic Processes, held at CMS College, Kerala, India, on 7–10 January 2019. It showcases high-quality research conducted in the field of applied probability and stochastic processes by focusing on techniques for the modelling and analysis of systems evolving with time. Further, it discusses the applications of stochastic modelling in queuing theory, reliability, inventory, financial mathematics, operations research, and more. This book is intended for a broad audience, ranging from researchers interested in applied probability, stochastic modelling with reference to queuing theory, inventory, and reliability, to those working in industries such as communication and computer networks, distributed information systems, next-generation communication systems, intelligent transportation networks, and financial markets.

Constructive Computation in Stochastic Models with Applications

Quan-Lin Li
Constructive Computation in Stochastic Models with Applications Book PDF

Author : Quan-Lin Li
Publisher : Springer Science & Business Media
Page : 693 pages
File Size : 53,6 Mb
Release : 2011-02-02
Category : Mathematics
ISBN : 9783642114922

Get Book

Constructive Computation in Stochastic Models with Applications by Quan-Lin Li Pdf

"Constructive Computation in Stochastic Models with Applications: The RG-Factorizations" provides a unified, constructive and algorithmic framework for numerical computation of many practical stochastic systems. It summarizes recent important advances in computational study of stochastic models from several crucial directions, such as stationary computation, transient solution, asymptotic analysis, reward processes, decision processes, sensitivity analysis as well as game theory. Graduate students, researchers and practicing engineers in the field of operations research, management sciences, applied probability, computer networks, manufacturing systems, transportation systems, insurance and finance, risk management and biological sciences will find this book valuable. Dr. Quan-Lin Li is an Associate Professor at the Department of Industrial Engineering of Tsinghua University, China.

Introduction to Matrix-Analytic Methods in Queues 2

Srinivas R. Chakravarthy
Introduction to Matrix Analytic Methods in Queues 2 Book PDF

Author : Srinivas R. Chakravarthy
Publisher : John Wiley & Sons
Page : 453 pages
File Size : 51,8 Mb
Release : 2022-10-18
Category : Mathematics
ISBN : 9781786308238

Get Book

Introduction to Matrix-Analytic Methods in Queues 2 by Srinivas R. Chakravarthy Pdf

Matrix-analytic methods (MAM) were introduced by Professor Marcel Neuts and have been applied to a variety of stochastic models since. In order to provide a clear and deep understanding of MAM while showing their power, this book presents MAM concepts and explains the results using a number of worked-out examples. This book's approach will inform and kindle the interest of researchers attracted to this fertile field. To allow readers to practice and gain experience in the algorithmic and computational procedures of MAM, Introduction to Matrix-Analytic Methods in Queues 2 provides a number of computational exercises. It also incorporates simulation as another tool for studying complex stochastic models, especially when the state space of the underlying stochastic models under analytic study grows exponentially. This book's detailed approach will make it more accessible for readers interested in learning about MAM in stochastic models.

Introduction to Matrix Analytic Methods in Queues 1

Srinivas R. Chakravarthy
Introduction to Matrix Analytic Methods in Queues 1 Book PDF

Author : Srinivas R. Chakravarthy
Publisher : John Wiley & Sons
Page : 372 pages
File Size : 54,8 Mb
Release : 2022-09-21
Category : Mathematics
ISBN : 9781786307323

Get Book

Introduction to Matrix Analytic Methods in Queues 1 by Srinivas R. Chakravarthy Pdf

Matrix-analytic methods (MAM) were introduced by Professor Marcel Neuts and have been applied to a variety of stochastic models since. In order to provide a clear and deep understanding of MAM while showing their power, this book presents MAM concepts and explains the results using a number of worked-out examples. This book’s approach will inform and kindle the interest of researchers attracted to this fertile field. To allow readers to practice and gain experience in the algorithmic and computational procedures of MAM, Introduction to Matrix Analytic Methods in Queues 1 provides a number of computational exercises. It also incorporates simulation as another tool for studying complex stochastic models, especially when the state space of the underlying stochastic models under analytic study grows exponentially. The book’s detailed approach will make it more accessible for readers interested in learning about MAM in stochastic models.

Matrix-Analytic Methods in Stochastic Models

S. Chakravarthy,Attahiru S. Alfa
Matrix Analytic Methods in Stochastic Models Book PDF

Author : S. Chakravarthy,Attahiru S. Alfa
Publisher : CRC Press
Page : 398 pages
File Size : 41,6 Mb
Release : 2016-04-19
Category : Mathematics
ISBN : 9781482292176

Get Book

Matrix-Analytic Methods in Stochastic Models by S. Chakravarthy,Attahiru S. Alfa Pdf

Based on the proceedings of the first International Conference on Matrix-Analytic Methods (MAM) in Stochastic Models, held in Flint, Michigan, this book presents a general working knowledge of MAM through tutorial articles and application papers. It furnishes information on MAM studies carried out in the former Soviet Union.

Applied Probability and Queues

Soeren Asmussen
Applied Probability and Queues Book PDF

Author : Soeren Asmussen
Publisher : Springer Science & Business Media
Page : 438 pages
File Size : 55,5 Mb
Release : 2008-01-08
Category : Mathematics
ISBN : 9780387215259

Get Book

Applied Probability and Queues by Soeren Asmussen Pdf

"This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory....The second edition at hand is a thoroughly updated and considerably expended version of the first edition.... This book and the way the various topics are balanced are a welcome addition to the literature. It is an indispensable source of information for both advanced graduate students and researchers." --MATHEMATICAL REVIEWS

Distributed Computer and Communication Networks

Vladimir M. Vishnevskiy,Konstantin E. Samouylov,Dmitry V. Kozyrev
Distributed Computer and Communication Networks Book PDF

Author : Vladimir M. Vishnevskiy,Konstantin E. Samouylov,Dmitry V. Kozyrev
Publisher : Springer Nature
Page : 747 pages
File Size : 45,5 Mb
Release : 2021-01-01
Category : Computers
ISBN : 9783030664718

Get Book

Distributed Computer and Communication Networks by Vladimir M. Vishnevskiy,Konstantin E. Samouylov,Dmitry V. Kozyrev Pdf

This book constitutes the refereed post-conference proceedings of the 23rd International Conference on Distributed and Computer and Communication Networks, DCCN 2020, held in Moscow, Russia, in September 2020. The 54 revised full papers and 1 revised short paper were carefully reviewed and selected from 167 submissions. The papers cover the following topics: computer and communication networks; analytical modeling of distributed systems; and distributed systems applications.

Mathematical Modeling and Supercomputer Technologies

Dmitry Balandin,Konstantin Barkalov,Victor Gergel,Iosif Meyerov
Mathematical Modeling and Supercomputer Technologies Book PDF

Author : Dmitry Balandin,Konstantin Barkalov,Victor Gergel,Iosif Meyerov
Publisher : Springer Nature
Page : 418 pages
File Size : 44,9 Mb
Release : 2021-06-23
Category : Computers
ISBN : 9783030787592

Get Book

Mathematical Modeling and Supercomputer Technologies by Dmitry Balandin,Konstantin Barkalov,Victor Gergel,Iosif Meyerov Pdf

This book constitutes selected and revised papers from the 20th International Conference on Mathematical Modeling and Supercomputer Technologies, MMST 2020, held in Nizhny Novgorod, Russia, in November 2020. Due to the COVID-19 pandemic the conference was held online. The 25 full papers and 8 short papers presented in the volume were thoroughly reviewed and selected from the 106 submissions. They are organized in topical secions on ​computational methods for mathematical models analysis; computation in optimization and optimal control; supercomputer simulation.

Selected Contributions on Statistics and Data Science in Latin America

Isadora Antoniano-Villalobos,Ramsés H. Mena,Manuel Mendoza,Lizbeth Naranjo,Luis E. Nieto-Barajas
Selected Contributions on Statistics and Data Science in Latin America Book PDF

Author : Isadora Antoniano-Villalobos,Ramsés H. Mena,Manuel Mendoza,Lizbeth Naranjo,Luis E. Nieto-Barajas
Publisher : Springer Nature
Page : 154 pages
File Size : 41,9 Mb
Release : 2019-11-05
Category : Mathematics
ISBN : 9783030315511

Get Book

Selected Contributions on Statistics and Data Science in Latin America by Isadora Antoniano-Villalobos,Ramsés H. Mena,Manuel Mendoza,Lizbeth Naranjo,Luis E. Nieto-Barajas Pdf

The volume includes a collection of peer-reviewed contributions from among those presented at the main conference organized yearly by the Mexican Statistical Association (AME) and every two years by a Latin-American Confederation of Statistical Societies. For the 2018 edition, particular attention was placed on the analysis of highly complex or large data sets, which have come to be known as “big data”. Statistical research in Latin America is prolific and research networks span within and outside the region. The goal of this volume is to provide access to selected works from Latin-American collaborators and their research networks to a wider audience. New methodological advances, motivated in part by the challenges of a data-driven world and the Latin American context, will be of interest to academics and practitioners around the world.

Discrete Stochastic Models and Applications for Reliability Engineering and Statistical Quality Control

Serkan Eryilmaz
Discrete Stochastic Models and Applications for Reliability Engineering and Statistical Quality Control Book PDF

Author : Serkan Eryilmaz
Publisher : CRC Press
Page : 250 pages
File Size : 41,6 Mb
Release : 2022-09-07
Category : Technology & Engineering
ISBN : 9781000634754

Get Book

Discrete Stochastic Models and Applications for Reliability Engineering and Statistical Quality Control by Serkan Eryilmaz Pdf

Discrete stochastic models are tools that allow us to understand, control, and optimize engineering systems and processes. This book provides real-life examples and illustrations of models in reliability engineering and statistical quality control and establishes a connection between the theoretical framework and their engineering applications. The book describes discrete stochastic models along with real-life examples and explores not only well-known models, but also comparatively lesser known ones. It includes definitions, concepts, and methods with a clear understanding of their use in reliability engineering and statistical quality control fields. Also covered are the recent advances and established connections between the theoretical framework of discrete stochastic models and their engineering applications. An ideal reference for researchers in academia and graduate students working in the fields of operations research, reliability engineering, quality control, and probability and statistics.

Reliability and Statistics in Transportation and Communication

Igor Kabashkin,Irina Yatskiv,Olegas Prentkovskis
Reliability and Statistics in Transportation and Communication Book PDF

Author : Igor Kabashkin,Irina Yatskiv,Olegas Prentkovskis
Publisher : Springer Nature
Page : 883 pages
File Size : 52,5 Mb
Release : 2021-02-06
Category : Technology & Engineering
ISBN : 9783030684761

Get Book

Reliability and Statistics in Transportation and Communication by Igor Kabashkin,Irina Yatskiv,Olegas Prentkovskis Pdf

This book reports on cutting-edge theories and methods for analyzing complex systems, such as transportation and communication networks and discusses multi-disciplinary approaches to dependability problems encountered when dealing with complex systems in practice. The book presents the most noteworthy methods and results discussed at the International Conference on Reliability and Statistics in Transportation and Communication (RelStat), which took place remotely from Riga, Latvia, on October 14 – 17, 2020. It spans a broad spectrum of topics, from mathematical models and design methodologies, to software engineering, data security and financial issues, as well as practical problems in technical systems, such as transportation and telecommunications, and in engineering education.

Queueing Theory 2

Vladimir Anisimov,Nikolaos Limnios
Queueing Theory 2 Book PDF

Author : Vladimir Anisimov,Nikolaos Limnios
Publisher : John Wiley & Sons
Page : 338 pages
File Size : 52,5 Mb
Release : 2021-04-13
Category : Mathematics
ISBN : 9781789450040

Get Book

Queueing Theory 2 by Vladimir Anisimov,Nikolaos Limnios Pdf

The aim of this book is to reflect the current cutting-edge thinking and established practices in the investigation of queueing systems and networks. This second volume includes eight chapters written by experts wellknown in their areas. The book conducts a stability analysis of certain types of multiserver regenerative queueing systems; a transient evaluation of Markovian queueing systems, focusing on closed-form distributions and numerical techniques; analysis of queueing models in service sectors using analytical and simulation approaches; plus an investigation of probability distributions in queueing models and their use in economics, industry, demography and environmental studies. This book also considers techniques for the control of information in queueing systems and their impact on strategic customer behavior, social welfare and the revenue of monopolists. In addition, applications of maximum entropy methods of inference for the analysis of a stable M/G/1 queue with heavy tails, and inventory models with positive service time - including perishable items and stock supplied using various algorithmic control policies ((s; S); (r;Q), etc.).

Reinsurance

Hansjörg Albrecher,Jan Beirlant,Jozef L. Teugels
Reinsurance Book PDF

Author : Hansjörg Albrecher,Jan Beirlant,Jozef L. Teugels
Publisher : John Wiley & Sons
Page : 368 pages
File Size : 40,6 Mb
Release : 2017-08-17
Category : Mathematics
ISBN : 9781119419938

Get Book

Reinsurance by Hansjörg Albrecher,Jan Beirlant,Jozef L. Teugels Pdf

Reinsurance: Actuarial and Statistical Aspects provides a survey of both the academic literature in the field as well as challenges appearing in reinsurance practice and puts the two in perspective. The book is written for researchers with an interest in reinsurance problems, for graduate students with a basic knowledge of probability and statistics as well as for reinsurance practitioners. The focus of the book is on modelling together with the statistical challenges that go along with it. The discussed statistical approaches are illustrated alongside six case studies of insurance loss data sets, ranging from MTPL over fire to storm and flood loss data. Some of the presented material also contains new results that have not yet been published in the research literature. An extensive bibliography provides readers with links for further study.