Geometric Sums Bounds For Rare Events With Applications

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Geometric Sums: Bounds for Rare Events with Applications

Author : Vladimir V. Kalashnikov
Publisher : Springer
ISBN 13 : 9789401716949
Total Pages : 270 pages
Book Rating : 4.7/5 (169 download)

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Book Synopsis Geometric Sums: Bounds for Rare Events with Applications by : Vladimir V. Kalashnikov

Download or read book Geometric Sums: Bounds for Rare Events with Applications written by Vladimir V. Kalashnikov and published by Springer. This book was released on 2014-03-14 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Geometric Sums

Author : Vladimir Kalashnikov
Publisher : Chapman & Hall
ISBN 13 : 9780412062810
Total Pages : 224 pages
Book Rating : 4.0/5 (628 download)

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Book Synopsis Geometric Sums by : Vladimir Kalashnikov

Download or read book Geometric Sums written by Vladimir Kalashnikov and published by Chapman & Hall. This book was released on 1995 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Geometric Sums: Bounds for Rare Events with Applications

Author : Vladimir V. Kalashnikov
Publisher : Springer Science & Business Media
ISBN 13 : 9401716935
Total Pages : 285 pages
Book Rating : 4.4/5 (17 download)

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Book Synopsis Geometric Sums: Bounds for Rare Events with Applications by : Vladimir V. Kalashnikov

Download or read book Geometric Sums: Bounds for Rare Events with Applications written by Vladimir V. Kalashnikov and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Stability Problems for Stochastic Models: Theory and Applications

Author : Alexander Zeifman
Publisher : MDPI
ISBN 13 : 3036504524
Total Pages : 370 pages
Book Rating : 4.0/5 (365 download)

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Book Synopsis Stability Problems for Stochastic Models: Theory and Applications by : Alexander Zeifman

Download or read book Stability Problems for Stochastic Models: Theory and Applications written by Alexander Zeifman and published by MDPI. This book was released on 2021-03-05 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Seminar on Stability Problems for Stochastic Models founded by Zolotarev. Along with research in probability distributions theory, limit theorems of probability theory, stochastic processes, mathematical statistics, and queuing theory, this collection contains papers dealing with applications of stochastic models in modeling of pension schemes, modeling of extreme precipitation, construction of statistical indicators of scientific publication importance, and other fields.

Limit Theorems for Randomly Stopped Stochastic Processes

Author : Dmitrii S. Silvestrov
Publisher : Springer Science & Business Media
ISBN 13 : 0857293907
Total Pages : 408 pages
Book Rating : 4.8/5 (572 download)

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Book Synopsis Limit Theorems for Randomly Stopped Stochastic Processes by : Dmitrii S. Silvestrov

Download or read book Limit Theorems for Randomly Stopped Stochastic Processes written by Dmitrii S. Silvestrov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail. Its coverage is thorough, streamlined and arranged according to difficulty.

Stochastic Processes, Statistical Methods, and Engineering Mathematics

Author : Anatoliy Malyarenko
Publisher : Springer Nature
ISBN 13 : 3031178203
Total Pages : 907 pages
Book Rating : 4.0/5 (311 download)

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Book Synopsis Stochastic Processes, Statistical Methods, and Engineering Mathematics by : Anatoliy Malyarenko

Download or read book Stochastic Processes, Statistical Methods, and Engineering Mathematics written by Anatoliy Malyarenko and published by Springer Nature. This book was released on 2023-01-26 with total page 907 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Västerås, Sweden, from September 30th to October 2nd 2019, was to showcase the frontiers of research in several important areas of mathematics, mathematical statistics, and its applications. The conference was organized around the following topics 1. Stochastic processes and modern statistical methods,2. Engineering mathematics,3. Algebraic structures and their applications. The conference brought together a select group of scientists, researchers, and practitioners from the industry who are actively contributing to the theory and applications of stochastic, and algebraic structures, methods, and models. The conference provided early stage researchers with the opportunity to learn from leaders in the field, to present their research, as well as to establish valuable research contacts in order to initiate collaborations in Sweden and abroad. New methods for pricing sophisticated financial derivatives, limit theorems for stochastic processes, advanced methods for statistical analysis of financial data, and modern computational methods in various areas of applied science can be found in this book. The principal reason for the growing interest in these questions comes from the fact that we are living in an extremely rapidly changing and challenging environment. This requires the quick introduction of new methods, coming from different areas of applied science. Advanced concepts in the book are illustrated in simple form with the help of tables and figures. Most of the papers are self-contained, and thus ideally suitable for self-study. Solutions to sophisticated problems located at the intersection of various theoretical and applied areas of the natural sciences are presented in these proceedings.

Non-Asymptotic Analysis of Approximations for Multivariate Statistics

Author : Yasunori Fujikoshi
Publisher : Springer Nature
ISBN 13 : 9811326169
Total Pages : 133 pages
Book Rating : 4.8/5 (113 download)

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Book Synopsis Non-Asymptotic Analysis of Approximations for Multivariate Statistics by : Yasunori Fujikoshi

Download or read book Non-Asymptotic Analysis of Approximations for Multivariate Statistics written by Yasunori Fujikoshi and published by Springer Nature. This book was released on 2020-06-28 with total page 133 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents recent non-asymptotic results for approximations in multivariate statistical analysis. The book is unique in its focus on results with the correct error structure for all the parameters involved. Firstly, it discusses the computable error bounds on correlation coefficients, MANOVA tests and discriminant functions studied in recent papers. It then introduces new areas of research in high-dimensional approximations for bootstrap procedures, Cornish–Fisher expansions, power-divergence statistics and approximations of statistics based on observations with random sample size. Lastly, it proposes a general approach for the construction of non-asymptotic bounds, providing relevant examples for several complicated statistics. It is a valuable resource for researchers with a basic understanding of multivariate statistics.

Asymptotic Methods in Probability and Statistics with Applications

Author : N. Balakrishnan
Publisher : Springer Science & Business Media
ISBN 13 : 1461202094
Total Pages : 541 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Asymptotic Methods in Probability and Statistics with Applications by : N. Balakrishnan

Download or read book Asymptotic Methods in Probability and Statistics with Applications written by N. Balakrishnan and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 541 pages. Available in PDF, EPUB and Kindle. Book excerpt: Traditions of the 150-year-old St. Petersburg School of Probability and Statis tics had been developed by many prominent scientists including P. L. Cheby chev, A. M. Lyapunov, A. A. Markov, S. N. Bernstein, and Yu. V. Linnik. In 1948, the Chair of Probability and Statistics was established at the Department of Mathematics and Mechanics of the St. Petersburg State University with Yu. V. Linik being its founder and also the first Chair. Nowadays, alumni of this Chair are spread around Russia, Lithuania, France, Germany, Sweden, China, the United States, and Canada. The fiftieth anniversary of this Chair was celebrated by an International Conference, which was held in St. Petersburg from June 24-28, 1998. More than 125 probabilists and statisticians from 18 countries (Azerbaijan, Canada, Finland, France, Germany, Hungary, Israel, Italy, Lithuania, The Netherlands, Norway, Poland, Russia, Taiwan, Turkey, Ukraine, Uzbekistan, and the United States) participated in this International Conference in order to discuss the current state and perspectives of Probability and Mathematical Statistics. The conference was organized jointly by St. Petersburg State University, St. Petersburg branch of Mathematical Institute, and the Euler Institute, and was partially sponsored by the Russian Foundation of Basic Researches. The main theme of the Conference was chosen in the tradition of the St.

An Introduction to Heavy-Tailed and Subexponential Distributions

Author : Sergey Foss
Publisher : Springer Science & Business Media
ISBN 13 : 146147101X
Total Pages : 167 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis An Introduction to Heavy-Tailed and Subexponential Distributions by : Sergey Foss

Download or read book An Introduction to Heavy-Tailed and Subexponential Distributions written by Sergey Foss and published by Springer Science & Business Media. This book was released on 2013-05-21 with total page 167 pages. Available in PDF, EPUB and Kindle. Book excerpt: Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. They are frequently used to accurately model inputs and outputs of computer and data networks and service facilities such as call centers. They are an essential for describing risk processes in finance and also for insurance premia pricing, and such distributions occur naturally in models of epidemiological spread. The class includes distributions with power law tails such as the Pareto, as well as the lognormal and certain Weibull distributions. One of the highlights of this new edition is that it includes problems at the end of each chapter. Chapter 5 is also updated to include interesting applications to queueing theory, risk, and branching processes. New results are presented in a simple, coherent and systematic way. Graduate students as well as modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference.

Asymptotic Behaviour of Linearly Transformed Sums of Random Variables

Author : V.V. Buldygin
Publisher : Springer Science & Business Media
ISBN 13 : 9401155682
Total Pages : 512 pages
Book Rating : 4.4/5 (11 download)

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Book Synopsis Asymptotic Behaviour of Linearly Transformed Sums of Random Variables by : V.V. Buldygin

Download or read book Asymptotic Behaviour of Linearly Transformed Sums of Random Variables written by V.V. Buldygin and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Limit theorems for random sequences may conventionally be divided into two large parts, one of them dealing with convergence of distributions (weak limit theorems) and the other, with almost sure convergence, that is to say, with asymptotic prop erties of almost all sample paths of the sequences involved (strong limit theorems). Although either of these directions is closely related to another one, each of them has its own range of specific problems, as well as the own methodology for solving the underlying problems. This book is devoted to the second of the above mentioned lines, which means that we study asymptotic behaviour of almost all sample paths of linearly transformed sums of independent random variables, vectors, and elements taking values in topological vector spaces. In the classical works of P.Levy, A.Ya.Khintchine, A.N.Kolmogorov, P.Hartman, A.Wintner, W.Feller, Yu.V.Prokhorov, and M.Loeve, the theory of almost sure asymptotic behaviour of increasing scalar-normed sums of independent random vari ables was constructed. This theory not only provides conditions of the almost sure convergence of series of independent random variables, but also studies different ver sions of the strong law of large numbers and the law of the iterated logarithm. One should point out that, even in this traditional framework, there are still problems which remain open, while many definitive results have been obtained quite recently.

Generalized Poisson Models and their Applications in Insurance and Finance

Author : Vladimir E. Bening
Publisher : Walter de Gruyter
ISBN 13 : 3110936011
Total Pages : 456 pages
Book Rating : 4.1/5 (19 download)

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Book Synopsis Generalized Poisson Models and their Applications in Insurance and Finance by : Vladimir E. Bening

Download or read book Generalized Poisson Models and their Applications in Insurance and Finance written by Vladimir E. Bening and published by Walter de Gruyter. This book was released on 2012-06-11 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.

Lundberg Approximations for Compound Distributions with Insurance Applications

Author : Gordon E. Willmot
Publisher : Springer Science & Business Media
ISBN 13 : 1461301114
Total Pages : 256 pages
Book Rating : 4.4/5 (613 download)

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Book Synopsis Lundberg Approximations for Compound Distributions with Insurance Applications by : Gordon E. Willmot

Download or read book Lundberg Approximations for Compound Distributions with Insurance Applications written by Gordon E. Willmot and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: These notes represent our summary of much of the recent research that has been done in recent years on approximations and bounds that have been developed for compound distributions and related quantities which are of interest in insurance and other areas of application in applied probability. The basic technique employed in the derivation of many bounds is induc tive, an approach that is motivated by arguments used by Sparre-Andersen (1957) in connection with a renewal risk model in insurance. This technique is both simple and powerful, and yields quite general results. The bounds themselves are motivated by the classical Lundberg exponential bounds which apply to ruin probabilities, and the connection to compound dis tributions is through the interpretation of the ruin probability as the tail probability of a compound geometric distribution. The initial exponential bounds were given in Willmot and Lin (1994), followed by the nonexpo nential generalization in Willmot (1994). Other related work on approximations for compound distributions and applications to various problems in insurance in particular and applied probability in general is also discussed in subsequent chapters. The results obtained or the arguments employed in these situations are similar to those for the compound distributions, and thus we felt it useful to include them in the notes. In many cases we have included exact results, since these are useful in conjunction with the bounds and approximations developed.

The Fascination of Probability, Statistics and their Applications

Author : Mark Podolskij
Publisher : Springer
ISBN 13 : 3319258265
Total Pages : 527 pages
Book Rating : 4.3/5 (192 download)

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Book Synopsis The Fascination of Probability, Statistics and their Applications by : Mark Podolskij

Download or read book The Fascination of Probability, Statistics and their Applications written by Mark Podolskij and published by Springer. This book was released on 2015-12-26 with total page 527 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas. The contributions are dedicated to and inspired by the research of Ole E. Barndorff-Nielsen who, since the early 1960s, has been and continues to be a very active and influential researcher working on a wide range of important problems. The topics covered include, but are not limited to, econometrics, exponential families, Lévy processes and infinitely divisible distributions, limit theory, mathematical finance, random matrices, risk assessment, statistical inference for stochastic processes, stochastic analysis and optimal control, time series, and turbulence. The book will be of interest to researchers and graduate students in probability, statistics and their applications.

Measurement, Modeling and Evaluation of Computing Systems and Dependability and Fault Tolerance

Author : Kai Fischbach
Publisher : Springer
ISBN 13 : 3319053590
Total Pages : 265 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Measurement, Modeling and Evaluation of Computing Systems and Dependability and Fault Tolerance by : Kai Fischbach

Download or read book Measurement, Modeling and Evaluation of Computing Systems and Dependability and Fault Tolerance written by Kai Fischbach and published by Springer. This book was released on 2014-02-14 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 17th International GI/ITG Conference on Measurement, Modeling and Evaluation of Computing Systems and Dependability and Fault-Tolerance, MMB & DFT 2014, held in Bamberg, Germany, in March 2014. The 21 papers presented (2 invited papers, 3 tool papers and 16 full papers) were carefully reviewed and selected from numerous submissions. MMB & DFT 2014 cover all aspects of performance and dependability evaluation of systems including networks, computer architectures, distributed systems, workflow systems, software, fault-tolerant and secure systems. The conference also featured 3 satellite workshops namely the International Workshop on Demand Modeling and Quantitative Analysis of Future Generation Energy Networks and Energy-Efficient Systems, FGENET 2014; the International Workshop on Modeling, Analysis and Management of Social Networks and their Applications, SOCNET 2014 and the 2nd Workshop on Network Calculus, WoNeCa 2014.

Probability, Finance and Insurance

Author : T. L. Lai
Publisher : World Scientific
ISBN 13 : 9812388532
Total Pages : 253 pages
Book Rating : 4.8/5 (123 download)

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Book Synopsis Probability, Finance and Insurance by : T. L. Lai

Download or read book Probability, Finance and Insurance written by T. L. Lai and published by World Scientific. This book was released on 2004 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings can be regarded as the first step in this direction.This book presents the most recent developments in probability, finance and actuarial sciences, especially in Chinese probability research. It focuses on the integration of probability theory with applications in finance and insurance. It also brings together academic researchers and those in industry and government. With contributions by leading authorities on probability theory ? particularly limit theory and large derivations, valuation of credit derivatives, portfolio selection, dynamic protection and ruin theory ? it is an essential source of ideas and information for graduate students and researchers in probability theory, mathematical finance and actuarial sciences, and thus every university should acquire a copy.The proceedings have been selected for coverage in: ? Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)? Index to Social Sciences & Humanities Proceedings? (ISSHP? / ISI Proceedings)? Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)? CC Proceedings ? Engineering & Physical Sciences

Ruin Probabilities

Author :
Publisher :
ISBN 13 : 9814466921
Total Pages : pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Ruin Probabilities by :

Download or read book Ruin Probabilities written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Ill-posed Problems in Probability and Stability of Random Sums

Author : Lev Borisovich Klebanov
Publisher : Nova Publishers
ISBN 13 : 9781600212628
Total Pages : 454 pages
Book Rating : 4.2/5 (126 download)

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Book Synopsis Ill-posed Problems in Probability and Stability of Random Sums by : Lev Borisovich Klebanov

Download or read book Ill-posed Problems in Probability and Stability of Random Sums written by Lev Borisovich Klebanov and published by Nova Publishers. This book was released on 2006 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is concerned with the problems in probability and statistics. Ill-posed problems are usually understood as those results where small changes in the assumptions lead to arbitrarily large changes in the conclusions. Such results are not very useful for practical applications where the presumptions usually hold only approximately (because even a slightest departure from the assumed model may produce an uncontrollable shift in the outcome). Often, the ill-posedness of certain practical problems is due to the lack of their precise mathematical formulation. Consequently, one can deal with such problems by replacing a given ill-posed problem with another, well-posed problem, which in some sense is 'close' to the original one. The goal in this book is to show that ill-posed problems are not just a mere curiosity in the contemporary theory of mathematical statistics and probability. On the contrary, such problems are quite common, and majority of classical results fall into this class. The objective of this book is to identify problems of this type, and re-formulate them more correctly. Thus, alternative (more precise in the above sense) versions are proposed of numerous classical theorems in the theory of probability and mathematical statistics. In addition, some non-standard problems are considered from this point of view.