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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Bibliografski detalji
Glavni autor: Kalashnikov, Vladimir Vi͡acheslavovich
Format: Knjiga
Jezik:English
Izdano: Dordrecht ; Boston : Kluwer Academic, c1997.
Serija:Mathematics and its applications (Kluwer Academic Publishers) ; v. 413.
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100 1 |a Kalashnikov, Vladimir Vi͡acheslavovich. 
245 1 0 |a Geometric sums, bounds for rare events with applications :  |b risk analysis, reliability, queueing /  |c by Vladimir Kalashnikov. 
260 |a Dordrecht ;  |a Boston :  |b Kluwer Academic,  |c c1997. 
300 |a xvii, 265 p. :  |b ill. ;  |c 25 cm. 
490 1 |a Mathematics and its applications ;  |v v. 413 
504 |a Includes bibliographical references (p. 250-258) and index. 
505 0 |a 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. 
520 |a 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. 
650 0 |a Geometric probabilities. 
650 0 |a Distribution (Probability theory) 
830 0 |a Mathematics and its applications (Kluwer Academic Publishers) ;  |v v. 413. 
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