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Geometric Sums: Bounds for Rare Events with Applications
Vladimir V. Kalashnikov
其他書名
Risk Analysis, Reliability, Queueing
出版Springer Science & Business Media, 2013-04-17
主題Mathematics / Probability & Statistics / GeneralTechnology & Engineering / Quality ControlScience / System TheoryMathematics / AppliedMathematics / Probability & Statistics / Stochastic ProcessesLanguage Arts & Disciplines / Library & Information Science / General
ISBN94017169359789401716932
URLhttp://books.google.com.hk/books?id=amP_CAAAQBAJ&hl=&source=gbs_api
EBookSAMPLE
註釋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.