Geometric Sums: Bounds for Rare Events with Applications

Risk Analysis, Reliability, Queueing

Gebonden Engels 1997 1997e druk 9780792346166
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Samenvatting

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.

Specificaties

ISBN13:9780792346166
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:270
Uitgever:Springer Netherlands
Druk:1997

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Inhoudsopgave

Preface. Glossary of Notation. 1. Introduction. 2. Miscellaneous Probability Topics. 3. Generalized Rényi Theorem. 4. Two-Sided Bounds. 5. Metric Bounds. 6. Ruin Probability. 7. Reliability Regenerative Models. References. Index.

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        Geometric Sums: Bounds for Rare Events with Applications