Stochastic Comparisons With Applications

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Stochastic Comparisons with Applications

Author : Subhash C. Kochar
Publisher : Springer Nature
ISBN 13 : 303112104X
Total Pages : 280 pages
Book Rating : 4.0/5 (311 download)

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Book Synopsis Stochastic Comparisons with Applications by : Subhash C. Kochar

Download or read book Stochastic Comparisons with Applications written by Subhash C. Kochar and published by Springer Nature. This book was released on 2022-10-22 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book emphasizes the use of stochastic orders as motivational tools for developing new statistical procedures. Stochastic orders have found useful applications in many disciplines, including reliability theory, survival analysis, risk theory, finance, nonparametric methods, economics and actuarial science. Written by a statistician, this volume clarifies the connection between stochastic orders and nonparametric methods. The importance of order statistics and spacings is well recognized. Classically, they mainly focus on the case when the observations are independent and identically distributed, however, several new developments have extended the comparison of order statistics to the case of non-identically distributed or non-independent observations. In addition to giving a detailed discussion of various topics in the general area of stochastic orders, a substantial part of the book is devoted to recent research on stochastic comparisons of order statistics and spacings, including a long chapter on dependence among them. The book will be useful for graduate students and researchers in statistics, economics, actuarial science and other related disciplines. In particular, with close to 300 references, it will be a valuable resource for reliability theorists, applied probabilists and statisticians. Readers are expected to have taken a first-year graduate level course in mathematical statistics or in applied probability.

Comparisons of Stochastic Matrices with Applications in Information Theory, Statistics, Economics and Population

Author : JOEL COHEN
Publisher : Springer Science & Business Media
ISBN 13 : 9780817640828
Total Pages : 170 pages
Book Rating : 4.6/5 (48 download)

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Book Synopsis Comparisons of Stochastic Matrices with Applications in Information Theory, Statistics, Economics and Population by : JOEL COHEN

Download or read book Comparisons of Stochastic Matrices with Applications in Information Theory, Statistics, Economics and Population written by JOEL COHEN and published by Springer Science & Business Media. This book was released on 1998-09-29 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: Some of the possible implications among these comparisons remain open questions. The results in this book establish a new field of investigation for both mathematicians and scientific users interested in the variations among multiple probability distributions.

Stochastic Orders and Their Applications

Author : Moshe Shaked
Publisher :
ISBN 13 :
Total Pages : 580 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Stochastic Orders and Their Applications by : Moshe Shaked

Download or read book Stochastic Orders and Their Applications written by Moshe Shaked and published by . This book was released on 1994 with total page 580 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 applicability. Ten insightful chapters emphasize the applications by specialists in probability and statistics, economics, operations research, and reliability theory. Applications include multivariate variability, epidemics, comparisons of risk and risk aversion, scheduling, and systems reliability theory.

Stochastic Orders in Reliability and Risk

Author : Haijun Li
Publisher : Springer Science & Business Media
ISBN 13 : 1461468922
Total Pages : 459 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Stochastic Orders in Reliability and Risk by : Haijun Li

Download or read book Stochastic Orders in Reliability and Risk written by Haijun Li and published by Springer Science & Business Media. This book was released on 2013-06-22 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 Reliability and Risk Management, or SORR2011, which took place in the City Hotel, Xiamen, China, from June 27 to June 29, 2011. The conference’s talks and invited contributions also represent the celebration of Professor Moshe Shaked, who has made comprehensive, fundamental contributions to the theory of stochastic orders and its applications in reliability, queueing modeling, operations research, economics and risk analysis. This volume is in honor of Professor Moshe Shaked. The work presented in this volume represents active research on stochastic orders and multivariate dependence, and exemplifies close collaborations between scholars working in different fields. The Xiamen Workshop and this volume seek to revive the community workshop tradition on stochastic orders and dependence and strengthen research collaboration, while honoring the work of a distinguished scholar.

An Introduction to Stochastic Orders

Author : Felix Belzunce
Publisher : Academic Press
ISBN 13 : 0128038268
Total Pages : 174 pages
Book Rating : 4.1/5 (28 download)

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Book Synopsis An Introduction to Stochastic Orders by : Felix Belzunce

Download or read book An Introduction to Stochastic Orders written by Felix Belzunce and published by Academic Press. This book was released on 2015-09-29 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. In addition, users will find detailed proofs of the main results and applications to several probabilistic models of interest in several fields, and discussions of fundamental properties of several stochastic orders, in the univariate and multivariate cases, along with applications to probabilistic models. Introduces stochastic orders and its notation Discusses different orders of univariate stochastic orders Explains multivariate stochastic orders and their convex, likelihood ratio, and dispersive orders

Stochastic Processes and Their Applications

Author : Frank Beichelt
Publisher : CRC Press
ISBN 13 : 9780415272322
Total Pages : 342 pages
Book Rating : 4.2/5 (723 download)

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Book Synopsis Stochastic Processes and Their Applications by : Frank Beichelt

Download or read book Stochastic Processes and Their Applications written by Frank Beichelt and published by CRC Press. This book was released on 2001-10-18 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 numerous science and engineering-based examples and exercises, the author presents the subject in a comprehensible, practically oriented way, but he also includes some important proofs and theoretically challenging examples and exercises that will appeal to more mathematically minded readers. Solutions to most of the exercises are included either in an appendix or within the text.

Data Analysis and Applications 4

Author : Andreas Makrides
Publisher : John Wiley & Sons
ISBN 13 : 111972158X
Total Pages : 241 pages
Book Rating : 4.1/5 (197 download)

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Book Synopsis Data Analysis and Applications 4 by : Andreas Makrides

Download or read book Data Analysis and Applications 4 written by Andreas Makrides and published by John Wiley & Sons. This book was released on 2020-04-09 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data analysis as an area of importance has grown exponentially, especially during the past couple of decades. This can be attributed to a rapidly growing computer industry and the wide applicability of computational techniques, in conjunction with new advances of analytic tools. This being the case, the need for literature that addresses this is self-evident. New publications are appearing, covering the need for information from all fields of science and engineering, thanks to the universal relevance of data analysis and statistics packages. This book is a collective work by a number of leading scientists, analysts, engineers, mathematicians and statisticians who have been working at the forefront of data analysis. The chapters included in this volume represent a cross-section of current concerns and research interests in these scientific areas. The material is divided into three parts: Financial Data Analysis and Methods, Statistics and Stochastic Data Analysis and Methods, and Demographic Methods and Data Analysis- providing the reader with both theoretical and applied information on data analysis methods, models and techniques and appropriate applications.

Stochastic Orders and Applications

Author : Karl C. Mosler
Publisher :
ISBN 13 :
Total Pages : 396 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Stochastic Orders and Applications by : Karl C. Mosler

Download or read book Stochastic Orders and Applications written by Karl C. Mosler and published by . This book was released on 1993 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Calculus and Financial Applications

Author : J. Michael Steele
Publisher : Springer Science & Business Media
ISBN 13 : 1468493051
Total Pages : 303 pages
Book Rating : 4.4/5 (684 download)

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Book Synopsis Stochastic Calculus and Financial Applications by : J. Michael Steele

Download or read book Stochastic Calculus and Financial Applications written by J. Michael Steele and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction to these areas. From the reviews: "As the preface says, ‘This is a text with an attitude, and it is designed to reflect, wherever possible and appropriate, a prejudice for the concrete over the abstract’. This is also reflected in the style of writing which is unusually lively for a mathematics book." --ZENTRALBLATT MATH

Theory and Applications of Stochastic Processes

Author : Zeev Schuss
Publisher : Springer Science & Business Media
ISBN 13 : 1441916059
Total Pages : 486 pages
Book Rating : 4.4/5 (419 download)

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Book Synopsis Theory and Applications of Stochastic Processes by : Zeev Schuss

Download or read book Theory and Applications of Stochastic Processes written by Zeev Schuss and published by Springer Science & Business Media. This book was released on 2009-12-09 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more. Many books, reviews and research articles have been published on this topic, from the purely mathematical to the most practical. This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filltering of signals from noisy measurements. Its aim is to make probability theory in function space readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and asymptotic methods, rather than in probability and measure theory.

Stochastic Orderings for Order Statistics and Reliability Systems

Author : N Balakrishnan
Publisher : Birkhäuser
ISBN 13 : 9780817648121
Total Pages : pages
Book Rating : 4.6/5 (481 download)

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Book Synopsis Stochastic Orderings for Order Statistics and Reliability Systems by : N Balakrishnan

Download or read book Stochastic Orderings for Order Statistics and Reliability Systems written by N Balakrishnan and published by Birkhäuser. This book was released on 2017-07-10 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book specifically devoted to the topic of stochastic orderings for order statistics. Combining classical and recent results, the work is a comprehensive overview of ordering properties for order statistics and related concepts. Special emphasis is placed on the connections between order statistics and coherent systems, applying results to reliability and survival studies. The work is an excellent reference for advanced undergraduates, graduate students, and researchers in statistics, mathematics, computer science, engineering, and medicine. The book may serve as a supplementary textbook for courses on ordering for order statistics and ordering coherent systems.

Theory and Applications of Stochastic Differential Equations

Author : Zeev Schuss
Publisher :
ISBN 13 :
Total Pages : 342 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Theory and Applications of Stochastic Differential Equations by : Zeev Schuss

Download or read book Theory and Applications of Stochastic Differential Equations written by Zeev Schuss and published by . This book was released on 1980 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents theory, sources, and applications of stochastic differential equations of Ito's type; those containing white noise. Closely studies first passage problems by modern singular perturbation methods and their role in various fields of science. Introduces analytical methods to obtain information on probabilistic quantities. Demonstrates the role of partial differential equations in this context. Clarifies the relationship between the complex mathematical theories involved and sources of the problem for physicists, chemists, engineers, and other non-mathematical specialists.

Applied Stochastic Differential Equations

Author : Simo Särkkä
Publisher : Cambridge University Press
ISBN 13 : 1316510085
Total Pages : 327 pages
Book Rating : 4.3/5 (165 download)

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Book Synopsis Applied Stochastic Differential Equations by : Simo Särkkä

Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Stochastic Local Search

Author : Holger H. Hoos
Publisher : Morgan Kaufmann
ISBN 13 : 1558608729
Total Pages : 678 pages
Book Rating : 4.5/5 (586 download)

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Book Synopsis Stochastic Local Search by : Holger H. Hoos

Download or read book Stochastic Local Search written by Holger H. Hoos and published by Morgan Kaufmann. This book was released on 2005 with total page 678 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic local search (SLS) algorithms are among the most prominent and successful techniques for solving computationally difficult problems. Offering a systematic treatment of SLS algorithms, this book examines the general concepts and specific instances of SLS algorithms and considers their development, analysis and application.

Stochastic Calculus

Author : Mircea Grigoriu
Publisher : Springer Science & Business Media
ISBN 13 : 0817682287
Total Pages : 784 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Stochastic Calculus by : Mircea Grigoriu

Download or read book Stochastic Calculus written by Mircea Grigoriu and published by Springer Science & Business Media. This book was released on 2013-12-11 with total page 784 pages. Available in PDF, EPUB and Kindle. Book excerpt: Algebraic, differential, and integral equations are used in the applied sciences, en gineering, economics, and the social sciences to characterize the current state of a physical, economic, or social system and forecast its evolution in time. Generally, the coefficients of and/or the input to these equations are not precisely known be cause of insufficient information, limited understanding of some underlying phe nomena, and inherent randonmess. For example, the orientation of the atomic lattice in the grains of a polycrystal varies randomly from grain to grain, the spa tial distribution of a phase of a composite material is not known precisely for a particular specimen, bone properties needed to develop reliable artificial joints vary significantly with individual and age, forces acting on a plane from takeoff to landing depend in a complex manner on the environmental conditions and flight pattern, and stock prices and their evolution in time depend on a large number of factors that cannot be described by deterministic models. Problems that can be defined by algebraic, differential, and integral equations with random coefficients and/or input are referred to as stochastic problems. The main objective of this book is the solution of stochastic problems, that is, the determination of the probability law, moments, and/or other probabilistic properties of the state of a physical, economic, or social system. It is assumed that the operators and inputs defining a stochastic problem are specified.

Stochastic Differential Equations

Author : Bernt Oksendal
Publisher : Springer Science & Business Media
ISBN 13 : 3662130505
Total Pages : 218 pages
Book Rating : 4.6/5 (621 download)

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Book Synopsis Stochastic Differential Equations by : Bernt Oksendal

Download or read book Stochastic Differential Equations written by Bernt Oksendal and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge about the subject was assumed, but the presen tation is based on some background in measure theory. There are several reasons why one should learn more about stochastic differential equations: They have a wide range of applica tions outside mathematics, there are many fruitful connections to other mathematical disciplines and the subject has a rapidly develop ing life of its own as a fascinating research field with many interesting unanswered questions. Unfortunately most of the literature about stochastic differential equations seems to place so much emphasis on rigor and complete ness that is scares many nonexperts away. These notes are an attempt to approach the subject from the nonexpert point of view: Not knowing anything (except rumours, maybe) about a subject to start with, what would I like to know first of all? My answer would be: 1) In what situations does the subject arise? 2) What are its essential features? 3) What are the applications and the connections to other fields? I would not be so interested in the proof of the most general case, but rather in an easier proof of a special case, which may give just as much of the basic idea in the argument. And I would be willing to believe some basic results without proof (at first stage, anyway) in order to have time for some more basic applications.

Stochastic Filtering with Applications in Finance

Author : Ramaprasad Bhar
Publisher : World Scientific
ISBN 13 : 9814304859
Total Pages : 354 pages
Book Rating : 4.8/5 (143 download)

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Book Synopsis Stochastic Filtering with Applications in Finance by : Ramaprasad Bhar

Download or read book Stochastic Filtering with Applications in Finance written by Ramaprasad Bhar and published by World Scientific. This book was released on 2010 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive account of stochastic filtering as a modeling tool in finance and economics. It aims to present this very important tool with a view to making it more popular among researchers in the disciplines of finance and economics. It is not intended to give a complete mathematical treatment of different stochastic filtering approaches, but rather to describe them in simple terms and illustrate their application with real historical data for problems normally encountered in these disciplines. Beyond laying out the steps to be implemented, the steps are demonstrated in the context of different market segments. Although no prior knowledge in this area is required, the reader is expected to have knowledge of probability theory as well as a general mathematical aptitude. Its simple presentation of complex algorithms required to solve modeling problems in increasingly sophisticated financial markets makes this book particularly valuable as a reference for graduate students and researchers interested in the field. Furthermore, it analyses the model estimation results in the context of the market and contrasts these with contemporary research publications. It is also suitable for use as a text for graduate level courses on stochastic modeling.