Author: Paul Glasserman
Publisher: Springer Science & Business Media
ISBN: 146124062X
Category : Mathematics
Languages : en
Pages : 305
Book Description
Two of the most exciting topics of current research in stochastic networks are the complementary subjects of stability and rare events - roughly, the former deals with the typical behavior of networks, and the latter with significant atypical behavior. Both are classical topics, of interest since the early days of queueing theory, that have experienced renewed interest mo tivated by new applications to emerging technologies. For example, new stability issues arise in the scheduling of multiple job classes in semiconduc tor manufacturing, the so-called "re-entrant lines;" and a prominent need for studying rare events is associated with the design of telecommunication systems using the new ATM (asynchronous transfer mode) technology so as to guarantee quality of service. The objective of this volume is hence to present a sample - by no means comprehensive - of recent research problems, methodologies, and results in these two exciting and burgeoning areas. The volume is organized in two parts, with the first part focusing on stability, and the second part on rare events. But it is impossible to draw sharp boundaries in a healthy field, and inevitably some articles touch on both issues and several develop links with other areas as well. Part I is concerned with the issue of stability in queueing networks.
Stochastic Networks
Author: Paul Glasserman
Publisher: Springer Science & Business Media
ISBN: 146124062X
Category : Mathematics
Languages : en
Pages : 305
Book Description
Two of the most exciting topics of current research in stochastic networks are the complementary subjects of stability and rare events - roughly, the former deals with the typical behavior of networks, and the latter with significant atypical behavior. Both are classical topics, of interest since the early days of queueing theory, that have experienced renewed interest mo tivated by new applications to emerging technologies. For example, new stability issues arise in the scheduling of multiple job classes in semiconduc tor manufacturing, the so-called "re-entrant lines;" and a prominent need for studying rare events is associated with the design of telecommunication systems using the new ATM (asynchronous transfer mode) technology so as to guarantee quality of service. The objective of this volume is hence to present a sample - by no means comprehensive - of recent research problems, methodologies, and results in these two exciting and burgeoning areas. The volume is organized in two parts, with the first part focusing on stability, and the second part on rare events. But it is impossible to draw sharp boundaries in a healthy field, and inevitably some articles touch on both issues and several develop links with other areas as well. Part I is concerned with the issue of stability in queueing networks.
Publisher: Springer Science & Business Media
ISBN: 146124062X
Category : Mathematics
Languages : en
Pages : 305
Book Description
Two of the most exciting topics of current research in stochastic networks are the complementary subjects of stability and rare events - roughly, the former deals with the typical behavior of networks, and the latter with significant atypical behavior. Both are classical topics, of interest since the early days of queueing theory, that have experienced renewed interest mo tivated by new applications to emerging technologies. For example, new stability issues arise in the scheduling of multiple job classes in semiconduc tor manufacturing, the so-called "re-entrant lines;" and a prominent need for studying rare events is associated with the design of telecommunication systems using the new ATM (asynchronous transfer mode) technology so as to guarantee quality of service. The objective of this volume is hence to present a sample - by no means comprehensive - of recent research problems, methodologies, and results in these two exciting and burgeoning areas. The volume is organized in two parts, with the first part focusing on stability, and the second part on rare events. But it is impossible to draw sharp boundaries in a healthy field, and inevitably some articles touch on both issues and several develop links with other areas as well. Part I is concerned with the issue of stability in queueing networks.
A Course in Mathematical Statistics
Author: George G. Roussas
Publisher: Elsevier
ISBN: 0080493149
Category : Mathematics
Languages : en
Pages : 594
Book Description
A Course in Mathematical Statistics, Second Edition, contains enough material for a year-long course in probability and statistics for advanced undergraduate or first-year graduate students, or it can be used independently for a one-semester (or even one-quarter) course in probability alone. It bridges the gap between high and intermediate level texts so students without a sophisticated mathematical background can assimilate a fairly broad spectrum of the theorems and results from mathematical statistics. The coverage is extensive, and consists of probability and distribution theory, and statistical inference.* Contains 25% new material* Includes the most complete coverage of sufficiency * Transformation of Random Vectors* Sufficiency / Completeness / Exponential Families* Order Statistics* Elements of Nonparametric Density Estimation* Analysis of Variance (ANOVA)* Regression Analysis* Linear Models
Publisher: Elsevier
ISBN: 0080493149
Category : Mathematics
Languages : en
Pages : 594
Book Description
A Course in Mathematical Statistics, Second Edition, contains enough material for a year-long course in probability and statistics for advanced undergraduate or first-year graduate students, or it can be used independently for a one-semester (or even one-quarter) course in probability alone. It bridges the gap between high and intermediate level texts so students without a sophisticated mathematical background can assimilate a fairly broad spectrum of the theorems and results from mathematical statistics. The coverage is extensive, and consists of probability and distribution theory, and statistical inference.* Contains 25% new material* Includes the most complete coverage of sufficiency * Transformation of Random Vectors* Sufficiency / Completeness / Exponential Families* Order Statistics* Elements of Nonparametric Density Estimation* Analysis of Variance (ANOVA)* Regression Analysis* Linear Models
Mathematical Statistics
Author: Johann Pfanzagl
Publisher: Springer
ISBN: 3642310842
Category : Mathematics
Languages : en
Pages : 321
Book Description
This book presents a detailed description of the development of statistical theory. In the mid twentieth century, the development of mathematical statistics underwent an enduring change, due to the advent of more refined mathematical tools. New concepts like sufficiency, superefficiency, adaptivity etc. motivated scholars to reflect upon the interpretation of mathematical concepts in terms of their real-world relevance. Questions concerning the optimality of estimators, for instance, had remained unanswered for decades, because a meaningful concept of optimality (based on the regularity of the estimators, the representation of their limit distribution and assertions about their concentration by means of Anderson’s Theorem) was not yet available. The rapidly developing asymptotic theory provided approximate answers to questions for which non-asymptotic theory had found no satisfying solutions. In four engaging essays, this book presents a detailed description of how the use of mathematical methods stimulated the development of a statistical theory. Primarily focused on methodology, questionable proofs and neglected questions of priority, the book offers an intriguing resource for researchers in theoretical statistics, and can also serve as a textbook for advanced courses in statisticc.
Publisher: Springer
ISBN: 3642310842
Category : Mathematics
Languages : en
Pages : 321
Book Description
This book presents a detailed description of the development of statistical theory. In the mid twentieth century, the development of mathematical statistics underwent an enduring change, due to the advent of more refined mathematical tools. New concepts like sufficiency, superefficiency, adaptivity etc. motivated scholars to reflect upon the interpretation of mathematical concepts in terms of their real-world relevance. Questions concerning the optimality of estimators, for instance, had remained unanswered for decades, because a meaningful concept of optimality (based on the regularity of the estimators, the representation of their limit distribution and assertions about their concentration by means of Anderson’s Theorem) was not yet available. The rapidly developing asymptotic theory provided approximate answers to questions for which non-asymptotic theory had found no satisfying solutions. In four engaging essays, this book presents a detailed description of how the use of mathematical methods stimulated the development of a statistical theory. Primarily focused on methodology, questionable proofs and neglected questions of priority, the book offers an intriguing resource for researchers in theoretical statistics, and can also serve as a textbook for advanced courses in statisticc.
Fundamentals of Probability Theory and Mathematical Statistics
Author: Vladimir Efimovich Gmurman
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 276
Book Description
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 276
Book Description
Bulletin - Institute of Mathematical Statistics
Author: Institute of Mathematical Statistics
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 952
Book Description
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 952
Book Description
Bulletin of the New York Mathematical Society
Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 326
Book Description
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 326
Book Description
Fundamentals of Statistical Exponential Families
Author: Lawrence D. Brown
Publisher: IMS
ISBN: 9780940600102
Category : Business & Economics
Languages : en
Pages : 302
Book Description
Publisher: IMS
ISBN: 9780940600102
Category : Business & Economics
Languages : en
Pages : 302
Book Description
The King's English
Author: Henry Watson Fowler
Publisher:
ISBN:
Category : English language
Languages : en
Pages : 172
Book Description
Publisher:
ISBN:
Category : English language
Languages : en
Pages : 172
Book Description
High-Dimensional Statistics
Author: Martin J. Wainwright
Publisher: Cambridge University Press
ISBN: 1108498027
Category : Business & Economics
Languages : en
Pages : 571
Book Description
A coherent introductory text from a groundbreaking researcher, focusing on clarity and motivation to build intuition and understanding.
Publisher: Cambridge University Press
ISBN: 1108498027
Category : Business & Economics
Languages : en
Pages : 571
Book Description
A coherent introductory text from a groundbreaking researcher, focusing on clarity and motivation to build intuition and understanding.
Probability and Mathematical Statistics
Author: Mary C. Meyer
Publisher: SIAM
ISBN: 1611975786
Category : Mathematics
Languages : en
Pages : 720
Book Description
This book develops the theory of probability and mathematical statistics with the goal of analyzing real-world data. Throughout the text, the R package is used to compute probabilities, check analytically computed answers, simulate probability distributions, illustrate answers with appropriate graphics, and help students develop intuition surrounding probability and statistics. Examples, demonstrations, and exercises in the R programming language serve to reinforce ideas and facilitate understanding and confidence. The books Chapter Highlights provide a summary of key concepts, while the examples utilizing R within the chapters are instructive and practical. Exercises that focus on real-world applications without sacrificing mathematical rigor are included, along with more than 200 figures that help clarify both concepts and applications. In addition, the book features two helpful appendices: annotated solutions to 700 exercises and a Review of Useful Math. Written for use in applied masters classes, Probability and Mathematical Statistics: Theory, Applications, and Practice in R is also suitable for advanced undergraduates and for self-study by applied mathematicians and statisticians and qualitatively inclined engineers and scientists.
Publisher: SIAM
ISBN: 1611975786
Category : Mathematics
Languages : en
Pages : 720
Book Description
This book develops the theory of probability and mathematical statistics with the goal of analyzing real-world data. Throughout the text, the R package is used to compute probabilities, check analytically computed answers, simulate probability distributions, illustrate answers with appropriate graphics, and help students develop intuition surrounding probability and statistics. Examples, demonstrations, and exercises in the R programming language serve to reinforce ideas and facilitate understanding and confidence. The books Chapter Highlights provide a summary of key concepts, while the examples utilizing R within the chapters are instructive and practical. Exercises that focus on real-world applications without sacrificing mathematical rigor are included, along with more than 200 figures that help clarify both concepts and applications. In addition, the book features two helpful appendices: annotated solutions to 700 exercises and a Review of Useful Math. Written for use in applied masters classes, Probability and Mathematical Statistics: Theory, Applications, and Practice in R is also suitable for advanced undergraduates and for self-study by applied mathematicians and statisticians and qualitatively inclined engineers and scientists.