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...
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| Формат: | |
| Язык: | English |
| Опубликовано: |
Dordrecht ; Boston :
Kluwer Academic,
c1997.
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| Серии: | Mathematics and its applications (Kluwer Academic Publishers) ;
v. 413. |
| Предметы: |
Оглавление:
- Ch. 1. Introduction
- Ch. 2. Miscellaneous Probability Topics
- Ch. 3. Generalized Renyi Theorem
- Ch. 4. Two-Sided Bounds
- Ch. 5. Metric Bounds
- Ch. 6. Ruin Probability
- Ch. 7. Reliability Regenerative Models.