Phase Type Distributions, Volume 2

Phase Type Distributions, Volume 2
Author: András Horváth
Publisher: John Wiley & Sons
Total Pages: 292
Release: 2024-12-05
Genre: Mathematics
ISBN: 1848219458

Phase type distributions are widely applicable modeling and statistical tools for non-negative random quantities. They are built on Markov chains, which provide a simple, intuitive stochastic interpretation for their use. Phase Type Distribution starts from the Markov chain-based definition of phase type distributions and presents many interesting properties, which follow from the basic definition. As a general family of non-negative distributions with nice analytical properties, phase type distributions can be used for approximating experimental distributions by fitting or by moments matching; and, for discrete event simulation of real word systems with stochastic timing, such as production systems, service operations, communication networks, etc. This book summarizes the up-to-date fitting, matching and simulation methods, and presents the limits of flexibility of phase type distributions of a given order. Additionally, this book lists numerical examples that support the intuitive understanding of the analytical descriptions and software tools that handle phase type distributions.

Reliability and Availability Engineering

Reliability and Availability Engineering
Author: Kishor S. Trivedi
Publisher: Cambridge University Press
Total Pages: 729
Release: 2017-08-03
Genre: Technology & Engineering
ISBN: 1108509002

Do you need to know what technique to use to evaluate the reliability of an engineered system? This self-contained guide provides comprehensive coverage of all the analytical and modeling techniques currently in use, from classical non-state and state space approaches, to newer and more advanced methods such as binary decision diagrams, dynamic fault trees, Bayesian belief networks, stochastic Petri nets, non-homogeneous Markov chains, semi-Markov processes, and phase type expansions. Readers will quickly understand the relative pros and cons of each technique, as well as how to combine different models together to address complex, real-world modeling scenarios. Numerous examples, case studies and problems provided throughout help readers put knowledge into practice, and a solutions manual and Powerpoint slides for instructors accompany the book online. This is the ideal self-study guide for students, researchers and practitioners in engineering and computer science.

Ruin Probabilities

Ruin Probabilities
Author: S?ren Asmussen
Publisher: World Scientific
Total Pages: 621
Release: 2010
Genre: Mathematics
ISBN: 9814282529

The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cram‚r?Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber?Shiu functions and dependence.

University Physics

University Physics
Author: Samuel J. Ling
Publisher:
Total Pages: 818
Release: 2017-12-19
Genre: Science
ISBN: 9789888407613

University Physics is designed for the two- or three-semester calculus-based physics course. The text has been developed to meet the scope and sequence of most university physics courses and provides a foundation for a career in mathematics, science, or engineering. The book provides an important opportunity for students to learn the core concepts of physics and understand how those concepts apply to their lives and to the world around them. Due to the comprehensive nature of the material, we are offering the book in three volumes for flexibility and efficiency. Coverage and Scope Our University Physics textbook adheres to the scope and sequence of most two- and three-semester physics courses nationwide. We have worked to make physics interesting and accessible to students while maintaining the mathematical rigor inherent in the subject. With this objective in mind, the content of this textbook has been developed and arranged to provide a logical progression from fundamental to more advanced concepts, building upon what students have already learned and emphasizing connections between topics and between theory and applications. The goal of each section is to enable students not just to recognize concepts, but to work with them in ways that will be useful in later courses and future careers. The organization and pedagogical features were developed and vetted with feedback from science educators dedicated to the project. VOLUME II Unit 1: Thermodynamics Chapter 1: Temperature and Heat Chapter 2: The Kinetic Theory of Gases Chapter 3: The First Law of Thermodynamics Chapter 4: The Second Law of Thermodynamics Unit 2: Electricity and Magnetism Chapter 5: Electric Charges and Fields Chapter 6: Gauss's Law Chapter 7: Electric Potential Chapter 8: Capacitance Chapter 9: Current and Resistance Chapter 10: Direct-Current Circuits Chapter 11: Magnetic Forces and Fields Chapter 12: Sources of Magnetic Fields Chapter 13: Electromagnetic Induction Chapter 14: Inductance Chapter 15: Alternating-Current Circuits Chapter 16: Electromagnetic Waves

The Fundamentals of Heavy Tails

The Fundamentals of Heavy Tails
Author: Jayakrishnan Nair
Publisher: Cambridge University Press
Total Pages: 266
Release: 2022-06-09
Genre: Mathematics
ISBN: 1009062964

Heavy tails –extreme events or values more common than expected –emerge everywhere: the economy, natural events, and social and information networks are just a few examples. Yet after decades of progress, they are still treated as mysterious, surprising, and even controversial, primarily because the necessary mathematical models and statistical methods are not widely known. This book, for the first time, provides a rigorous introduction to heavy-tailed distributions accessible to anyone who knows elementary probability. It tackles and tames the zoo of terminology for models and properties, demystifying topics such as the generalized central limit theorem and regular variation. It tracks the natural emergence of heavy-tailed distributions from a wide variety of general processes, building intuition. And it reveals the controversy surrounding heavy tails to be the result of flawed statistics, then equips readers to identify and estimate with confidence. Over 100 exercises complete this engaging package.

Single-phase, Two-phase and Supercritical Natural Circulation Systems

Single-phase, Two-phase and Supercritical Natural Circulation Systems
Author: Pallippattu Krishnan Vijayan
Publisher: Woodhead Publishing
Total Pages: 651
Release: 2019-06-19
Genre: Technology & Engineering
ISBN: 0081024878

Single-Phase, Two-Phase and Supercritical Natural Circulation Systems provides readers with a deep understanding of natural circulation systems. This book equips the reader with an understanding on how to detect unstable loops to ensure plant safety and reliability, calculate heat transport capabilities, and design effective natural circulation loops, stability maps and parallel channel systems. Each chapter begins with an introduction to the circulation system before discussing each element in detail and analyzing its effect on the performance of the system. The book also presents thermosyphon heat transport devices in nuclear and other industrial plants, a common information need for students and researchers alike. This book is invaluable for engineers, designers, operators and consultants in nuclear, mechanical, electrical and chemical disciplines. - Presents single-phase, two-phase and supercritical natural circulation systems together in one resource to fill an existing knowledge gap - Guides the reader through relevant processes, such as designing, analyzing and generating stability maps and natural circulation loops, calculating heat transport capabilities, and maintaining natural circulation system operations - Includes global case studies and examples to increase understanding, along with important IAEA standards and procedures

Model Rules of Professional Conduct

Model Rules of Professional Conduct
Author: American Bar Association. House of Delegates
Publisher: American Bar Association
Total Pages: 216
Release: 2007
Genre: Law
ISBN: 9781590318737

The Model Rules of Professional Conduct provides an up-to-date resource for information on legal ethics. Federal, state and local courts in all jurisdictions look to the Rules for guidance in solving lawyer malpractice cases, disciplinary actions, disqualification issues, sanctions questions and much more. In this volume, black-letter Rules of Professional Conduct are followed by numbered Comments that explain each Rule's purpose and provide suggestions for its practical application. The Rules will help you identify proper conduct in a variety of given situations, review those instances where discretionary action is possible, and define the nature of the relationship between you and your clients, colleagues and the courts.

Phase Type Distributions, Volume 2

Phase Type Distributions, Volume 2
Author: András Horváth
Publisher: John Wiley & Sons
Total Pages: 292
Release: 2024-10-29
Genre: Mathematics
ISBN: 1394329903

Phase type distributions are widely applicable modeling and statistical tools for non-negative random quantities. They are built on Markov chains, which provide a simple, intuitive stochastic interpretation for their use. Phase Type Distribution starts from the Markov chain-based definition of phase type distributions and presents many interesting properties, which follow from the basic definition. As a general family of non-negative distributions with nice analytical properties, phase type distributions can be used for approximating experimental distributions by fitting or by moments matching; and, for discrete event simulation of real word systems with stochastic timing, such as production systems, service operations, communication networks, etc. This book summarizes the up-to-date fitting, matching and simulation methods, and presents the limits of flexibility of phase type distributions of a given order. Additionally, this book lists numerical examples that support the intuitive understanding of the analytical descriptions and software tools that handle phase type distributions.

Applied Probability and Queues

Applied Probability and Queues
Author: Soeren Asmussen
Publisher: Springer Science & Business Media
Total Pages: 451
Release: 2008-01-08
Genre: Mathematics
ISBN: 0387215255

"This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory....The second edition at hand is a thoroughly updated and considerably expended version of the first edition.... This book and the way the various topics are balanced are a welcome addition to the literature. It is an indispensable source of information for both advanced graduate students and researchers." --MATHEMATICAL REVIEWS

Markov Chain Models — Rarity and Exponentiality

Markov Chain Models — Rarity and Exponentiality
Author: J. Keilson
Publisher: Springer Science & Business Media
Total Pages: 199
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461262003

in failure time distributions for systems modeled by finite chains. This introductory chapter attempts to provide an over view of the material and ideas covered. The presentation is loose and fragmentary, and should be read lightly initially. Subsequent perusal from time to time may help tie the mat erial together and provide a unity less readily obtainable otherwise. The detailed presentation begins in Chapter 1, and some readers may prefer to begin there directly. §O.l. Time-Reversibility and Spectral Representation. Continuous time chains may be discussed in terms of discrete time chains by a uniformizing procedure (§2.l) that simplifies and unifies the theory and enables results for discrete and continuous time to be discussed simultaneously. Thus if N(t) is any finite Markov chain in continuous time governed by transition rates vmn one may write for pet) = [Pmn(t)] • P[N(t) = n I N(O) = m] pet) = exp [-vt(I - a )] (0.1.1) v where v > Max r v ' and mn m n law ~ 1 - v-I * Hence N(t) where is governed r vmn Nk = NK(t) n K(t) is a Poisson process of rate v indep- by a ' and v dent of N • k Time-reversibility (§1.3, §2.4, §2.S) is important for many reasons. A) The only broad class of tractable chains suitable for stochastic models is the time-reversible class.