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Applied Probability and Stochastic Processes : International Series in Operations Research & Management Science - J. George Shanthikumar

Applied Probability and Stochastic Processes

International Series in Operations Research & Management Science

By: J. George Shanthikumar (Editor), Ushio Sumita (Editor)


Published: 30th November 1999
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Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes.
The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability in solving problems in modern society.

Introduction and Dedication to Julian Keilson
Comments on Perturbation Method
Some Aspects of Complete Monotonicity in Time Reversible Markov Chains
Transformations of Poisson Processes: Particle Systems and Networks
On the Local Time of the Brownian Bridge
Probabilistic Token Causation: A Bayesian Perspective
On a Statistical Algorithm to Decode Heavily Corrupted Linear Codes
Mean Cover Times for Coupon Collectors and Star Graph
Models for the Spread of Infection via Pairing at Parties
Extremes of Random Number of Random Variables: A Survey
Optimality of Sequential Quality Control via Stochastic Orders
Reallocatable GSMP with Sequentially Dependent Lifetimes: Clockwise Decomposability and Its Applications
Random Matrices and the Number of {0,1} Matrices with Given Row and Column Sums
Monotone Optimal Policies for Left-Skip-Free Markov Decision Processes
Optimal Routing Control in Retrial Queues
Waiting Times when Service Times are Stable Laws: Tamed and Wild
Winning the Hand of the Princess Saralinda
Analysis of Multiple Queues with Passing Servers
Some Properties of Throughput in a Queueing Network with Changing-Speed Servers and Blocking
Quasi-stationary Distributions of Markov Chains Arising from Queueing Processes: A Survey
Estimating Customer Loss Rates From Transactional Data
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780792384397
ISBN-10: 0792384393
Series: International Series in Operations Research & Management Science
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 337
Published: 30th November 1999
Publisher: Springer
Country of Publication: NL
Dimensions (cm): 23.5 x 15.5  x 2.54
Weight (kg): 1.51