1.

Record Nr.

UNINA9910792475403321

Autore

Kalashnikov Vladimir V

Titolo

Geometric Sums: Bounds for Rare Events with Applications [[electronic resource] ] : Risk Analysis, Reliability, Queueing / / by Vladimir V. Kalashnikov

Pubbl/distr/stampa

Dordrecht : , : Springer Netherlands : , : Imprint : Springer, , 1997

ISBN

94-017-1693-5

Edizione

[1st ed. 1997.]

Descrizione fisica

1 online resource (XVIII, 270 p.)

Collana

Mathematics and Its Applications ; ; 413

Disciplina

519.2

Soggetti

Probabilities

Quality control

Reliability

Industrial safety

System theory

Mathematical models

Probability Theory and Stochastic Processes

Quality Control, Reliability, Safety and Risk

Systems Theory, Control

Mathematical Modeling and Industrial Mathematics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Miscellaneous Probability Topics -- Generalized Rényi Theorem -- Two-Sided Bounds -- Metric Bounds -- Ruin Probability -- Reliability Regenerative Models.

Sommario/riassunto

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. Audience: This



work will be useful to graduate students, researchers and specialists interested in applied probability, simulation and operations research.