Applied Probability and Stochastic Processes

Overview

Applied Probability and Shastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random ...

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Paperback (Softcover reprint of the original 1st ed. 1999)
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Overview

Applied Probability and Shastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of shastic processes.
The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and shastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability in solving problems in modern society.

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Product Details

Table of Contents

Introduction and Dedication to Julian Keilson. 1. Comments on Perturbation Method; R. Syski, N. Liu. 2. Some Aspects of Complete Monotonicity in Time Reversible Markov Chains; M. Brown. 3. Transformations of Poisson Processes: Particle Systems and Networks; R.F. Serfozo. 4. On the Local Time of the Brownian Bridge; L. Talacs. 5. Probabilistic Token Causation: A Bayesian Perspective; E. Arjas. 6. On a Statistical Algorithm to Decode Heavily Corrupted Linear Codes; I.N. Kovalenko, M.N. Savchuk. 7. Mean Cover Times for Coupon Collectors and Star Graph; E. Pekos, S.M. Ross. 8. Models for the Spread of Infection via Pairing at Parties; D.J. Daley, J. Gani. 9. Extremes of Random Number of Random Variables: A Survey; M. Shaked, T. Wong. 10. Optimality of Sequential Quality Control via Shastic Orders; D.D. Yao, S. Zheng. 11. Reallocatable GSMP with Sequentially Dependent Lifetimes: Clockwise Decomposability and Its Applications; M. Miyazawa. 12. Random Matrices and the Number of {0,1} Matrices with Given Row and Column Sums; T.J. Ott, J.G. Shanthikumar. 13. Monotone Optimal Policies for Left-Skip-Free Markov Decision Processes; S. Stidham, R.R. Weber. 14. Optimal Routing Control in Retrial Queues; H.M. Liang, V.G. Kulkarni. 15. Waiting Times when Service Times are Stable Laws: Tamed and Wild; D.P. Gaver, P.A. Jacobs. 16. Winning the Hand of the Princess Saralinda; P.W. Glynn, W. Whitt. 17. Analysis of Multiple Queues with Passing Servers; U. Sumita, et al. 18. Some Properties ofThroughput in a Queueing Network with Changing-Speed Servers and Blocking; G. Yamazaki, H. Sakasegawa. 19. Quasi-stationary Distributions of Markov Chains Arising from Queueing Processes: A Survey; M. Kijima, N. Makimoto. 20. Estimating Customer Loss Rates From Transactional Data; D.J. Daley, L.D. Servi. Index.

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