Geometric Sums: Bounds for Rare Events with Applications

Risk Analysis, Reliability, Queueing
1997
ISBN: 978-0-7923-4616-6
Verlag: Springer Netherlands

Buch, Englisch, 270 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 1300 g

This book reviews problems associated with rare events arising in a wide range of circumstances, treating such topics as how to evaluate the probability an insurance company will be bankrupted, the lifetime of a redundant system, and the waiting time in a queue.

Well-grounded, unique mathematical evaluation methods of basic probability characteristics concerned with rare events are presented, which can be employed in real applications, as the volume also contains relevant numerical and Monte Carlo methods. The various examples, tables, figures and algorithms will also be appreciated.

Audience: This work will be useful to graduate students, researchers and specialists interested in applied probability, simulation and operations research.

Zielgruppe

Research

Autoren/Hrsg.

Kalashnikov, Vladimir V.

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
• Technische Wissenschaften Maschinenbau | Werkstoffkunde Produktionstechnik Industrielle Qualitätskontrolle
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik Mathematik Stochastik Elementare Stochastik
• Technische Wissenschaften Technik Allgemein Technische Zuverlässigkeit, Sicherheitstechnik
• Mathematik | Informatik Mathematik Mathematische Analysis Variationsrechnung
• Technische Wissenschaften Technik Allgemein Mathematik für Ingenieure
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

Miscellaneous Probability Topics.- Generalized Rényi Theorem.- Two-Sided Bounds.- Metric Bounds.- Ruin Probability.- Reliability Regenerative Models.