An Introduction to Stochastic Orders

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

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  • Author : Felix Belzunce
  • Publisher : Academic Press
  • Pages : 174 pages
  • ISBN : 0128038268
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKAn Introduction to Stochastic Orders

An Introduction to Stochastic Orders

An Introduction to Stochastic Orders
  • Author : Felix Belzunce,Carolina Martinez Riquelme,Julio Mulero
  • Publisher : Academic Press
  • Release : 29 September 2015
GET THIS BOOKAn Introduction to Stochastic Orders

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

An Introduction to Stochastic Modeling

An Introduction to Stochastic Modeling
  • Author : Howard M. Taylor,Samuel Karlin
  • Publisher : Academic Press
  • Release : 10 May 2014
GET THIS BOOKAn Introduction to Stochastic Modeling

An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study

An Introduction to Stochastic Modeling

An Introduction to Stochastic Modeling
  • Author : Howard M. Taylor,Samuel Karlin
  • Publisher : Gulf Professional Publishing
  • Release : 20 February 1998
GET THIS BOOKAn Introduction to Stochastic Modeling

Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Third Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of

Introduction to Stochastic Calculus with Applications

Introduction to Stochastic Calculus with Applications
  • Author : Fima C. Klebaner
  • Publisher : Imperial College Press
  • Release : 30 November 2021
GET THIS BOOKIntroduction to Stochastic Calculus with Applications

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus

Introduction to Stochastic Processes, Second Edition

Introduction to Stochastic Processes, Second Edition
  • Author : Gregory F. Lawler
  • Publisher : CRC Press
  • Release : 16 May 2006
GET THIS BOOKIntroduction to Stochastic Processes, Second Edition

Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to problems in many fields. Assuming that you have a reasonable level of computer literacy, the ability to write simple programs, and the access to software for linear algebra computations, the author approaches the problems and theorems with a focus on stochastic processes evolving with time, rather than a particular emphasis on measure theory. For those lacking

Introduction to Stochastic Finance

Introduction to Stochastic Finance
  • Author : Jia-An Yan
  • Publisher : Springer
  • Release : 10 October 2018
GET THIS BOOKIntroduction to Stochastic Finance

This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent claims, interest rate term structure models, and expected utility maximization problems. The general theory of static risk measures, basic concepts and results on markets of semimartingale model, and a numeraire-free and original probability based framework for financial markets are also included. The basic theory of probability and Ito's theory of stochastic analysis, as

Introduction to System Reliability Theory

Introduction to System Reliability Theory
  • Author : Jorge Navarro
  • Publisher : Springer Nature
  • Release : 04 November 2021
GET THIS BOOKIntroduction to System Reliability Theory

This textbook provides the tools for a modern post-graduate introductory course on system reliability theory. It focuses on probabilistic aspects of the theory, including recent results based on signatures, stochastic orders, aging classes, copulas and distortion (or aggregation) functions. The reader requires on an introductory knowledge on probability theory and mathematics. The book serves both for graduate students in mathematics and for engineering students in various disciplines as well as students learning survival analysis, network reliability or simple game theory.

Introduction to Stochastic Integration

Introduction to Stochastic Integration
  • Author : K.L. Chung,R.J. Williams
  • Publisher : Springer Science & Business Media
  • Release : 09 November 2013
GET THIS BOOKIntroduction to Stochastic Integration

A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suitable for the text of a graduate course in stochastic calculus, following a course in probability. Using the modern approach, the stochastic integral is defined for predictable integrands and local martingales; then It’s change of variable formula is developed for continuous martingales. Applications include a characterization of Brownian motion, Hermite polynomials of

An Introduction to Stochastic Processes with Applications to Biology

An Introduction to Stochastic Processes with Applications to Biology
  • Author : Linda J. S. Allen
  • Publisher : Prentice Hall
  • Release : 30 November 2021
GET THIS BOOKAn Introduction to Stochastic Processes with Applications to Biology

Plenty of examples, diagrams, and figures take readers step-by-step through well-known classical biological models to ensure complete understanding of stochastic formulation. Probability, Markov Chains, discrete time branching processes, population genetics, and birth and death chains. For biologists and other professionals who want a comprehensive, easy-to-follow introduction to stochastic formulation as it pertains to biology.

Introduction To Stochastic Processes

Introduction To Stochastic Processes
  • Author : Mu-fa Chen,Yong-hua Mao
  • Publisher : World Scientific
  • Release : 25 May 2021
GET THIS BOOKIntroduction To Stochastic Processes

The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts — Markov chains and stochastic analysis. The readers are led directly to the core of the main topics to be treated in the context. Further details and additional materials are left to a section containing abundant exercises for further reading and studying.In the part on Markov chains, the focus is on the ergodicity. By

Stochastic Differential Equations

Stochastic Differential Equations
  • Author : Bernt Øksendal
  • Publisher : Springer Science & Business Media
  • Release : 30 November 2021
GET THIS BOOKStochastic Differential Equations

This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless

The Mathematics of the Uncertain

The Mathematics of the Uncertain
  • Author : Eduardo Gil,Eva Gil,Juan Gil,María Ángeles Gil
  • Publisher : Springer
  • Release : 28 February 2018
GET THIS BOOKThe Mathematics of the Uncertain

This book is a tribute to Professor Pedro Gil, who created the Department of Statistics, OR and TM at the University of Oviedo, and a former President of the Spanish Society of Statistics and OR (SEIO). In more than eighty original contributions, it illustrates the extent to which Mathematics can help manage uncertainty, a factor that is inherent to real life. Today it goes without saying that, in order to model experiments and systems and to analyze related outcomes and

Introduction to Stochastic Models

Introduction to Stochastic Models
  • Author : Roe Goodman
  • Publisher : Courier Corporation
  • Release : 30 November 1988
GET THIS BOOKIntroduction to Stochastic Models

Newly revised by the author, this undergraduate-level text introduces the mathematical theory of probability and stochastic processes. Using both computer simulations and mathematical models of random events, it comprises numerous applications to the physical and biological sciences, engineering, and computer science. Subjects include sample spaces, probabilities distributions and expectations of random variables, conditional expectations, Markov chains, and the Poisson process. Additional topics encompass continuous-time stochastic processes, birth and death processes, steady-state probabilities, general queuing systems, and renewal processes. Each section