Modern Theory of Summation of Random Variables

Modern Theory of Summation of Random Variables
Author: Vladimir M. Zolotarev
Publisher: Walter de Gruyter
Total Pages: 429
Release: 2011-09-06
Genre: Mathematics
ISBN: 3110936534

The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.

Stability Problems for Stochastic Models: Theory and Applications

Stability Problems for Stochastic Models: Theory and Applications
Author: Alexander Zeifman
Publisher: MDPI
Total Pages: 370
Release: 2021-03-05
Genre: Mathematics
ISBN: 3036504524

The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Seminar on Stability Problems for Stochastic Models founded by Zolotarev. Along with research in probability distributions theory, limit theorems of probability theory, stochastic processes, mathematical statistics, and queuing theory, this collection contains papers dealing with applications of stochastic models in modeling of pension schemes, modeling of extreme precipitation, construction of statistical indicators of scientific publication importance, and other fields.

Probability

Probability
Author: Albert Shiryaev
Publisher: Springer Science & Business Media
Total Pages: 636
Release: 2013-11-11
Genre: Mathematics
ISBN: 1475725396

In the Preface to the first edition, originally published in 1980, we mentioned that this book was based on the author's lectures in the Department of Mechanics and Mathematics of the Lomonosov University in Moscow, which were issued, in part, in mimeographed form under the title "Probabil ity, Statistics, and Stochastic Processors, I, II" and published by that Univer sity. Our original intention in writing the first edition of this book was to divide the contents into three parts: probability, mathematical statistics, and theory of stochastic processes, which corresponds to an outline of a three semester course of lectures for university students of mathematics. However, in the course of preparing the book, it turned out to be impossible to realize this intention completely, since a full exposition would have required too much space. In this connection, we stated in the Preface to the first edition that only probability theory and the theory of random processes with discrete time were really adequately presented. Essentially all of the first edition is reproduced in this second edition. Changes and corrections are, as a rule, editorial, taking into account com ments made by both Russian and foreign readers of the Russian original and ofthe English and Germantranslations [Sll]. The author is grateful to all of these readers for their attention, advice, and helpful criticisms. In this second English edition, new material also has been added, as follows: in Chapter 111, §5, §§7-12; in Chapter IV, §5; in Chapter VII, §§8-10.

Introduction to Queueing Systems with Telecommunication Applications

Introduction to Queueing Systems with Telecommunication Applications
Author: László Lakatos
Publisher: Springer
Total Pages: 568
Release: 2019-05-16
Genre: Mathematics
ISBN: 3030151425

The book is the extended and revised version of the 1st edition and is composed of two main parts: mathematical background and queueing systems with applications. The mathematical background is a self-containing introduction to the stochastic processes of the later studied queueing systems. It starts with a quick introduction to probability theory and stochastic processes and continues with chapters on Markov chains and regenerative processes. More recent advances of queueing systems are based on phase type distributions, Markov arrival processes and quasy birth death processes, which are introduced in the last chapter of the first part. The second part is devoted to queueing models and their applications. After the introduction of the basic Markovian (from M/M/1 to M/M/1//N) and non-Markovian (M/G/1, G/M/1) queueing systems, a chapter presents the analysis of queues with phase type distributions, Markov arrival processes (from PH/M/1 to MAP/PH/1/K). The next chapter presents the classical queueing network results and the rest of this part is devoted to the application examples. There are queueing models for bandwidth charing with different traffic classes, slotted multiplexers, media access protocols like Aloha and IEEE 802.11b, priority systems and retrial systems. An appendix supplements the technical content with Laplace and z transformation rules, Bessel functions and a list of notations. The book contains examples and exercises throughout and could be used for graduate students in engineering, mathematics and sciences. Reviews of first edition: "The organization of the book is such that queueing models are viewed as special cases of more general stochastic processes, such as birth-death or semi-Markov processes. ... this book is a valuable addition to the queuing literature and provides instructors with a viable alternative for a textbook to be used in a one- or two-semester course on queueing models, at the upper undergraduate or beginning graduate levels." Charles Knessl, SIAM Review, Vol. 56 (1), March, 2014

Limit Theorems of Probability Theory

Limit Theorems of Probability Theory
Author: Yu.V. Prokhorov
Publisher: Springer Science & Business Media
Total Pages: 280
Release: 2013-03-14
Genre: Mathematics
ISBN: 3662041723

A collection of research level surveys on certain topics in probability theory by a well-known group of researchers. The book will be of interest to graduate students and researchers.

Limit Theorems for Multi-Indexed Sums of Random Variables

Limit Theorems for Multi-Indexed Sums of Random Variables
Author: Oleg Klesov
Publisher: Springer
Total Pages: 495
Release: 2014-10-13
Genre: Mathematics
ISBN: 3662443880

Presenting the first unified treatment of limit theorems for multiple sums of independent random variables, this volume fills an important gap in the field. Several new results are introduced, even in the classical setting, as well as some new approaches that are simpler than those already established in the literature. In particular, new proofs of the strong law of large numbers and the Hajek-Renyi inequality are detailed. Applications of the described theory include Gibbs fields, spin glasses, polymer models, image analysis and random shapes. Limit theorems form the backbone of probability theory and statistical theory alike. The theory of multiple sums of random variables is a direct generalization of the classical study of limit theorems, whose importance and wide application in science is unquestionable. However, to date, the subject of multiple sums has only been treated in journals. The results described in this book will be of interest to advanced undergraduates, graduate students and researchers who work on limit theorems in probability theory, the statistical analysis of random fields, as well as in the field of random sets or stochastic geometry. The central topic is also important for statistical theory, developing statistical inferences for random fields, and also has applications to the sciences, including physics and chemistry.

Queueing Theory

Queueing Theory
Author: P. P. Bocharov
Publisher: Walter de Gruyter
Total Pages: 461
Release: 2011-09-08
Genre: Mathematics
ISBN: 311093602X

The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.

Asymptotic Theory of Testing Statistical Hypotheses

Asymptotic Theory of Testing Statistical Hypotheses
Author: Vladimir E. Bening
Publisher: Walter de Gruyter
Total Pages: 305
Release: 2011-08-30
Genre: Mathematics
ISBN: 3110935996

The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.