Stochastic Orders
Shaked, Moshe; Shanthikumar, J. George
ISBN 10: 0387329153 ISBN 13: 9780387329154
Editorial: Springer-Verlag New York Inc., 2006
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Descripción:
This reference text presents comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. It is an ideal reference for anyone interested in decision making under uncertainty. Series: Springer Series in Statistics. Num Pages: 490 pages, biography. BIC Classification: PBWL. Category: (UU) Undergraduate. Dimension: 240 x 163 x 33. Weight in Grams: 856. . 2006. Hardback. . . . . Books ship from the US and Ireland. N° de ref. del artículo V9780387329154
Sinopsis:
This reference text presents comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields. And the value of the other notions of stochastic orderings needs further exploration. This book is an ideal reference for those interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications.
De la contraportada:
Stochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study of structural properties of complex stochastic systems. This reference text presents a comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields of study. And the value of the other notions of stochastic orderings still needs to be explored further.
This book is an ideal reference for anyone interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications.
Moshe Shaked is Professor of Mathematics at the University of Arizona, Tucson, AZ. He has made several fundamental contributions to the development of stochastic ordering and stochastic convexity, with applications in reliability theory and economics. He has published over 150 papers in this and related areas.
J. George Shanthikumar is Professor of Industrial Engineering and Operations Research at the University of California, Berkeley, CA. He has made fundamental contributions to the application of stochastic ordering and stochastic convexity to queueing and related problems that arise in operations research and management science. He has published over 250 papers in this and related fields.
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Detalles bibliográficos
Título: Stochastic Orders
Editorial: Springer-Verlag New York Inc.
Año de publicación: 2006
Encuadernación: Encuadernación de tapa dura
Condición: New
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Stochastic Orders (Springer Series in Statistics)
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Hardcover. Condición: Very Good. Hardcover, xv + 473 pages, NOT ex-library. Interior is clean and bright throughout with unmarked text, free of inscriptions and stamps, firmly bound. Moderate external handling wear. Issued without a dust jacket. -- Stochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study of structural properties of complex stochastic systems. This reference text presents a comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields of study. And the value of the other notions of stochastic orderings still needs to be explored further. This book is an ideal reference for anyone interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications. -- Contents (9 chapters): Univariate Stochastic Orders; Mean Residual Life Orders; Univariate Variability Orders; Univariate Monotone Convex and Related Orders; The Laplace Transform and Related Orders; Multivariate Stochastic Orders; Multivariate Variability and Related Orders; Stochastic Convexity and Concavity; Positive Dependence Orders. Nº de ref. del artículo: 010972
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Gebunden. Condición: New. A major extension of the first six chapters in Shaked and Shanthikumar s 1994 bookSince 1994, the theory of stochastic orders has grown significantlyThis reference text presents comprehensive coverage of the various notions of stochasti. Nº de ref. del artículo: 5910011
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ISBN 10: 0387329153
ISBN 13: 9780387329154
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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study of structural properties of complex stochastic systems. This reference text presents a comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields of study. And the value of the other notions of stochastic orderings still needs to be explored further.This book is an ideal reference for anyone interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications. 473 pp. Englisch. Nº de ref. del artículo: 9780387329154
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