Geometric sums, bounds for rare events with applications : risk analysis, reliability, queueing /
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 ev...
保存先:
| 第一著者: | |
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| フォーマット: | 図書 |
| 言語: | English |
| 出版事項: |
Dordrecht ; Boston :
Kluwer Academic,
c1997.
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| シリーズ: | Mathematics and its applications (Kluwer Academic Publishers) ;
v. 413. |
| 主題: |
| 要約: | 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. This work will be useful to graduate students, researchers and specialists interested in applied probability, simulation and operations research. |
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| 物理的記述: | xvii, 265 p. : ill. ; 25 cm. |
| 書誌: | Includes bibliographical references (p. 250-258) and index. |
| ISBN: | 0792346165 (acid-free paper) |