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Queues and Lévy Fluctuation Theory [[electronic resource] /] / by Krzysztof Dębicki, Michel Mandjes
Queues and Lévy Fluctuation Theory [[electronic resource] /] / by Krzysztof Dębicki, Michel Mandjes
Autore Dębicki Krzysztof
Edizione [1st ed. 2015.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015
Descrizione fisica 1 online resource (XI, 255 p. 12 illus.)
Disciplina 519.24
Collana Universitext
Soggetto topico Probabilities
Applied mathematics
Engineering mathematics
Probability Theory and Stochastic Processes
Applications of Mathematics
ISBN 3-319-20693-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Introduction -- Lévy processes and Lévy-driven queues -- Steady-state workload -- Transient workload -- Heavy traffic -- Busy period -- Workload correlation function -- Stationary workload asymptotics -- Transient asymptotics -- Simulation of Lévy-driven queues -- Variants of the standard queue -- Lévy-driven tandem queues -- Lévy-driven queueing networks -- Applications in communication networks -- Applications in mathematical finance -- Computational aspects: inversion techniques -- Concluding remarks -- Bibliography.
Record Nr. UNINA-9910299766103321
Dębicki Krzysztof  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Random fragmentation and coagulation processes / J. Bertoin
Random fragmentation and coagulation processes / J. Bertoin
Autore Bertoin, Jean
Pubbl/distr/stampa Cambridge : cambridge university press, c2006
Descrizione fisica vii, 280 p. ; 24 cm
Disciplina 519.24
Collana Cambridge studies in advanced mathematics
Soggetto non controllato Processi di diramazione
Metodi stocastici
ISBN 0-521-86728-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-990008375240403321
Bertoin, Jean  
Cambridge : cambridge university press, c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Regional frequence analysis : an approach based on L-moments / Hosking J. R. M., Wallis J. R.
Regional frequence analysis : an approach based on L-moments / Hosking J. R. M., Wallis J. R.
Autore HOSKING, Jonathan Richard Morley
Pubbl/distr/stampa Cambridge : Cambridge University Press, 1997
Descrizione fisica 224 p. : graf. ; tab. ; 26 cm.
Disciplina 519.24(Funzione di distribuzione di variabile casuale)
Altri autori (Persone) WALLIS, James R.
Soggetto topico Distribuzione
Disastri naturali - Previsioni - Metodi statistici
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ita
Record Nr. UNISA-990005479070203316
HOSKING, Jonathan Richard Morley  
Cambridge : Cambridge University Press, 1997
Materiale a stampa
Lo trovi qui: Univ. di Salerno
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Riesz probability distributions / / Abdelhamid Hassairi
Riesz probability distributions / / Abdelhamid Hassairi
Autore Hassairi Abdelhamid
Pubbl/distr/stampa Berlin ; ; Boston, MA : , : Walter de Gruyter GmbH, , [2021]
Descrizione fisica 1 online resource (XVI, 276 p.)
Disciplina 519.24
Collana De Gruyter Series in Probability and Stochastics
Soggetto topico Distribution (Probability theory) - Data processing
Distribution (Probability theory) - Mathematical models
ISBN 9783110713374
3-11-071337-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Preface -- Acknowledgment -- Contents -- 1 Jordan algebras and symmetric cones -- 2 Generalized power -- 3 Riesz probability distributions -- 4 Riesz natural exponential families -- 5 Tweedie scale -- 6 Moments and constancy of regression -- 7 Beta Riesz probability distributions -- 8 Beta–Wishart distributions -- 9 Beta–hypergeometric distributions -- 10 Riesz–Dirichlet distributions -- 11 Riesz inverse Gaussian distribution -- Bibliography -- Index -- Index of notations
Record Nr. UNINA-9910554230403321
Hassairi Abdelhamid  
Berlin ; ; Boston, MA : , : Walter de Gruyter GmbH, , [2021]
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Sample Path Analysis and Distributions of Boundary Crossing Times [e-book] / by Shelemyahu Zacks
Sample Path Analysis and Distributions of Boundary Crossing Times [e-book] / by Shelemyahu Zacks
Autore Zacks, Shelemyahu
Descrizione fisica 1 online resource (xiii, 135 pages) : illustrations (some color)
Disciplina 519.24
Altri autori (Enti) SpringerLink (Online service)
Collana Lecture notes in mathematics, 0075-8434 ; 2203
Soggetto topico Poisson processes
Operations research
Management science
Probabilities
ISBN 9783319670591
331967059X
Classificazione AMS 60-02
LC QA274.42
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Introduction ; Technical Prerequisites ; First Crossing by Poisson Processes ; First Crossing by Compound Poisson Processes ; Telegraph Processes ; Sequential Estimation ; First Crossing a Random Process ; Failure Times of Deterioration Processes ; Miscellaneous Topics
Record Nr. UNISALENTO-991003576669707536
Zacks, Shelemyahu  
Materiale a stampa
Lo trovi qui: Univ. del Salento
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Séminaire de Probabilités XL / / Catherine Donati-Martin [and three others], editors
Séminaire de Probabilités XL / / Catherine Donati-Martin [and three others], editors
Edizione [1st ed. 2007.]
Pubbl/distr/stampa Berlin ; ; Heidelberg : , : Springer-Verlag, , [2007]
Descrizione fisica 1 online resource (484 p.)
Disciplina 519.24
Collana Lecture Notes in Mathematics
Soggetto topico Distribution (Probability theory)
ISBN 3-540-71189-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ger
Nota di contenuto Specialized Course -- An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion -- Local Time-Space Calculus -- A Change-of-Variable Formula with Local Time on Surfaces -- A Note on a Change of Variable Formula with Local Time-Space for Lévy Processes of Bounded Variation -- Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion -- Generalized It? Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times -- Local Time-Space Calculus for Reversible Semimartingales -- Elements of Stochastic Calculus via Regularization -- On the Smooth-Fit Property for One-Dimensional Optimal Switching Problem -- Other Contributions -- A Strong Form of Stable Convergence -- Product of Harmonic Maps is Harmonic: A Stochastic Approach -- More Hypercontractive Bounds for Deformed Orthogonal Polynomial Ensembles -- No Multiple Collisions for Mutually Repelling Brownian Particles -- On the Joint Law of the L1 and L2 Norms of a 3-Dimensional Bessel Bridge -- Tanaka Formula for Symmetric Lévy Processes -- An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes -- The Maximality Principle Revisited: On Certain Optimal Stopping Problems -- Correlated Processes and the Composition of Generators -- Representation of the Martingales for the Brownian Snake -- Discrete Sampling of Functionals of Ito Processes -- Ito's Integrated Formula for Strict Local Martingales with Jumps -- Enlargement of Filtrations and Continuous Girsanov-Type Embeddings -- On a Lemma by Ansel and Stricker -- General Arbitrage Pricing Model: I – Probability Approach -- General Arbitrage Pricing Model: II – Transaction Costs -- General Arbitrage Pricing Model: III – Possibility Approach.
Record Nr. UNINA-9910485144903321
Berlin ; ; Heidelberg : , : Springer-Verlag, , [2007]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Séminaire de Probabilités XL / / Catherine Donati-Martin [and three others], editors
Séminaire de Probabilités XL / / Catherine Donati-Martin [and three others], editors
Edizione [1st ed. 2007.]
Pubbl/distr/stampa Berlin ; ; Heidelberg : , : Springer-Verlag, , [2007]
Descrizione fisica 1 online resource (484 p.)
Disciplina 519.24
Collana Lecture Notes in Mathematics
Soggetto topico Distribution (Probability theory)
ISBN 3-540-71189-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ger
Nota di contenuto Specialized Course -- An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion -- Local Time-Space Calculus -- A Change-of-Variable Formula with Local Time on Surfaces -- A Note on a Change of Variable Formula with Local Time-Space for Lévy Processes of Bounded Variation -- Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion -- Generalized It? Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times -- Local Time-Space Calculus for Reversible Semimartingales -- Elements of Stochastic Calculus via Regularization -- On the Smooth-Fit Property for One-Dimensional Optimal Switching Problem -- Other Contributions -- A Strong Form of Stable Convergence -- Product of Harmonic Maps is Harmonic: A Stochastic Approach -- More Hypercontractive Bounds for Deformed Orthogonal Polynomial Ensembles -- No Multiple Collisions for Mutually Repelling Brownian Particles -- On the Joint Law of the L1 and L2 Norms of a 3-Dimensional Bessel Bridge -- Tanaka Formula for Symmetric Lévy Processes -- An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes -- The Maximality Principle Revisited: On Certain Optimal Stopping Problems -- Correlated Processes and the Composition of Generators -- Representation of the Martingales for the Brownian Snake -- Discrete Sampling of Functionals of Ito Processes -- Ito's Integrated Formula for Strict Local Martingales with Jumps -- Enlargement of Filtrations and Continuous Girsanov-Type Embeddings -- On a Lemma by Ansel and Stricker -- General Arbitrage Pricing Model: I – Probability Approach -- General Arbitrage Pricing Model: II – Transaction Costs -- General Arbitrage Pricing Model: III – Possibility Approach.
Record Nr. UNISA-996466525903316
Berlin ; ; Heidelberg : , : Springer-Verlag, , [2007]
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Sorting [[electronic resource] ] : a distribution theory / / Hosam M. Mahmoud
Sorting [[electronic resource] ] : a distribution theory / / Hosam M. Mahmoud
Autore Mahmoud Hosam M (Hosam Mahmoud), <1954->
Pubbl/distr/stampa New York, : John Wiley & Sons, 2000
Descrizione fisica 1 online resource (414 p.)
Disciplina 519.24
Collana Wiley-Interscience series in discrete mathematics and optimization
Soggetto topico Distribution (Probability theory)
Probabilities
ISBN 1-283-30622-0
9786613306227
1-118-03288-8
1-118-03113-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Sorting: A Distribution Theory; Contents; Preface; Acknowledgments; 1 Sorting and Associated Concepts; 1.1 Sorting; 1.2 Selection; 1.3 Jargon; 1.4 Algorithmic Conventions; 1.5 Order; 1.6 Binary Trees; 1.7 Decision Trees; 1.8 Bounds on Sorting; 1.8.1 Lower Bounds on Sorting; 1.8.2 Upper Bounds on Sorting; 1.9 Bounds on Selection; 1.9.1 Lower Bounds on Selection; 1.9.2 Upper Bounds on Selection; 1.10 Random Permutations; 1.10.1 Records; 1.10.2 Inversions; 1.10.3 Cycles; 1.10.4 Runs; 1.11 An Analytic Toolkit; 1.11.1 The Saddle Point Method; 1.11.2 The Mellin Transform; 1.11.3 Poissonization
1.11.4 The Dirichlet Transform1.11.5 Rice's Method; 2 Insertion Sort; 2.1 A General Framework; 2.2 A Sufficient Condition for Normality; 2.3 Linear Insertion Sort; 2.4 Binary Insertion Sort; 3 Shell Sort; 3.1 The Algorithm; 3.2 Streamlined Stochastic Analysis; 3.2.1 The Empirical Distribution Function; 3.2.2 The Brownian Bridge; 3.2.3 Using the Stochastic Tools; 3.3 Other Increment Sequences; 4 Bubble Sort; 4.1 The Algorithm; 4.2 A limit Law for Passes; 4.3 A Limit Law for Comparisons; 5 Selection Sort; 5.1 The Algorithm; 5.2 Analysis; 6 Sorting by Counting; 6.1 COUNT SORT
6.2 Sorting by Counting Frequencies7 Quick Sort; 7.1 The Partitioning Stage; 7.2 Bookkeeping; 7.3 Quick Sort Tree; 7.4 Probabilistic Analysis of QUICK SORT; 7.5 Quick Selection; 7.5.1 Hoare's FIND; 7.5.2 MULTIPLE QUICK SELECT; 8 Sample Sort; 8.1 The Small Sample Algorithm; 8.2 The Large Sample Algorithm; 9 Heap Sort; 9.1 The Heap; 9.2 Sorting via a Heap; 10 Merge Sort; 10.1 Merging Sorted Lists; 10.1.1 LINEAR MERGE; 10.1.2 BINARY MERGE; 10.1.3 The HWANG-LIN Merging Algorithm; 10.2 The Merge Sort Algorithm; 10.3 Distributions; 10.4 Bottom-Up Merge Sort; 11 Bucket Sorts
11.1 The Principle of Bucket Sorting11.1.1 Distributive Sorts; 11.1.2 Radix Sorting; 11.2 Bucket Selection; 11.2.1 Distributive Selection; 11.2.2 Radix Selection; 12 Sorting Nonrandom Data; 12.1 Measures of Presortedness; 12.2 Data Randomization; 12.3 Guaranteed Performance; 12.3.1 The FORD-JOHNSON Algorithm; 12.3.2 Linear-Time Selection; 12.4 Presorting; 13 Epilogue; Answers to Exercises; Appendix: Notation and Standard Results from Probability Theory; A.1 Logarithms; A.2 Asymptotics; A.3 Harmonic Numbers; A.4 Probability; Bibliography; Index
Record Nr. UNINA-9910139583003321
Mahmoud Hosam M (Hosam Mahmoud), <1954->  
New York, : John Wiley & Sons, 2000
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Sorting [[electronic resource] ] : a distribution theory / / Hosam M. Mahmoud
Sorting [[electronic resource] ] : a distribution theory / / Hosam M. Mahmoud
Autore Mahmoud Hosam M (Hosam Mahmoud), <1954->
Pubbl/distr/stampa New York, : John Wiley & Sons, 2000
Descrizione fisica 1 online resource (414 p.)
Disciplina 519.24
Collana Wiley-Interscience series in discrete mathematics and optimization
Soggetto topico Distribution (Probability theory)
Probabilities
ISBN 1-283-30622-0
9786613306227
1-118-03288-8
1-118-03113-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Sorting: A Distribution Theory; Contents; Preface; Acknowledgments; 1 Sorting and Associated Concepts; 1.1 Sorting; 1.2 Selection; 1.3 Jargon; 1.4 Algorithmic Conventions; 1.5 Order; 1.6 Binary Trees; 1.7 Decision Trees; 1.8 Bounds on Sorting; 1.8.1 Lower Bounds on Sorting; 1.8.2 Upper Bounds on Sorting; 1.9 Bounds on Selection; 1.9.1 Lower Bounds on Selection; 1.9.2 Upper Bounds on Selection; 1.10 Random Permutations; 1.10.1 Records; 1.10.2 Inversions; 1.10.3 Cycles; 1.10.4 Runs; 1.11 An Analytic Toolkit; 1.11.1 The Saddle Point Method; 1.11.2 The Mellin Transform; 1.11.3 Poissonization
1.11.4 The Dirichlet Transform1.11.5 Rice's Method; 2 Insertion Sort; 2.1 A General Framework; 2.2 A Sufficient Condition for Normality; 2.3 Linear Insertion Sort; 2.4 Binary Insertion Sort; 3 Shell Sort; 3.1 The Algorithm; 3.2 Streamlined Stochastic Analysis; 3.2.1 The Empirical Distribution Function; 3.2.2 The Brownian Bridge; 3.2.3 Using the Stochastic Tools; 3.3 Other Increment Sequences; 4 Bubble Sort; 4.1 The Algorithm; 4.2 A limit Law for Passes; 4.3 A Limit Law for Comparisons; 5 Selection Sort; 5.1 The Algorithm; 5.2 Analysis; 6 Sorting by Counting; 6.1 COUNT SORT
6.2 Sorting by Counting Frequencies7 Quick Sort; 7.1 The Partitioning Stage; 7.2 Bookkeeping; 7.3 Quick Sort Tree; 7.4 Probabilistic Analysis of QUICK SORT; 7.5 Quick Selection; 7.5.1 Hoare's FIND; 7.5.2 MULTIPLE QUICK SELECT; 8 Sample Sort; 8.1 The Small Sample Algorithm; 8.2 The Large Sample Algorithm; 9 Heap Sort; 9.1 The Heap; 9.2 Sorting via a Heap; 10 Merge Sort; 10.1 Merging Sorted Lists; 10.1.1 LINEAR MERGE; 10.1.2 BINARY MERGE; 10.1.3 The HWANG-LIN Merging Algorithm; 10.2 The Merge Sort Algorithm; 10.3 Distributions; 10.4 Bottom-Up Merge Sort; 11 Bucket Sorts
11.1 The Principle of Bucket Sorting11.1.1 Distributive Sorts; 11.1.2 Radix Sorting; 11.2 Bucket Selection; 11.2.1 Distributive Selection; 11.2.2 Radix Selection; 12 Sorting Nonrandom Data; 12.1 Measures of Presortedness; 12.2 Data Randomization; 12.3 Guaranteed Performance; 12.3.1 The FORD-JOHNSON Algorithm; 12.3.2 Linear-Time Selection; 12.4 Presorting; 13 Epilogue; Answers to Exercises; Appendix: Notation and Standard Results from Probability Theory; A.1 Logarithms; A.2 Asymptotics; A.3 Harmonic Numbers; A.4 Probability; Bibliography; Index
Record Nr. UNINA-9910830609403321
Mahmoud Hosam M (Hosam Mahmoud), <1954->  
New York, : John Wiley & Sons, 2000
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Sorting [[electronic resource] ] : a distribution theory / / Hosam M. Mahmoud
Sorting [[electronic resource] ] : a distribution theory / / Hosam M. Mahmoud
Autore Mahmoud Hosam M (Hosam Mahmoud), <1954->
Pubbl/distr/stampa New York, : John Wiley & Sons, 2000
Descrizione fisica 1 online resource (414 p.)
Disciplina 519.24
Collana Wiley-Interscience series in discrete mathematics and optimization
Soggetto topico Distribution (Probability theory)
Probabilities
ISBN 1-283-30622-0
9786613306227
1-118-03288-8
1-118-03113-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Sorting: A Distribution Theory; Contents; Preface; Acknowledgments; 1 Sorting and Associated Concepts; 1.1 Sorting; 1.2 Selection; 1.3 Jargon; 1.4 Algorithmic Conventions; 1.5 Order; 1.6 Binary Trees; 1.7 Decision Trees; 1.8 Bounds on Sorting; 1.8.1 Lower Bounds on Sorting; 1.8.2 Upper Bounds on Sorting; 1.9 Bounds on Selection; 1.9.1 Lower Bounds on Selection; 1.9.2 Upper Bounds on Selection; 1.10 Random Permutations; 1.10.1 Records; 1.10.2 Inversions; 1.10.3 Cycles; 1.10.4 Runs; 1.11 An Analytic Toolkit; 1.11.1 The Saddle Point Method; 1.11.2 The Mellin Transform; 1.11.3 Poissonization
1.11.4 The Dirichlet Transform1.11.5 Rice's Method; 2 Insertion Sort; 2.1 A General Framework; 2.2 A Sufficient Condition for Normality; 2.3 Linear Insertion Sort; 2.4 Binary Insertion Sort; 3 Shell Sort; 3.1 The Algorithm; 3.2 Streamlined Stochastic Analysis; 3.2.1 The Empirical Distribution Function; 3.2.2 The Brownian Bridge; 3.2.3 Using the Stochastic Tools; 3.3 Other Increment Sequences; 4 Bubble Sort; 4.1 The Algorithm; 4.2 A limit Law for Passes; 4.3 A Limit Law for Comparisons; 5 Selection Sort; 5.1 The Algorithm; 5.2 Analysis; 6 Sorting by Counting; 6.1 COUNT SORT
6.2 Sorting by Counting Frequencies7 Quick Sort; 7.1 The Partitioning Stage; 7.2 Bookkeeping; 7.3 Quick Sort Tree; 7.4 Probabilistic Analysis of QUICK SORT; 7.5 Quick Selection; 7.5.1 Hoare's FIND; 7.5.2 MULTIPLE QUICK SELECT; 8 Sample Sort; 8.1 The Small Sample Algorithm; 8.2 The Large Sample Algorithm; 9 Heap Sort; 9.1 The Heap; 9.2 Sorting via a Heap; 10 Merge Sort; 10.1 Merging Sorted Lists; 10.1.1 LINEAR MERGE; 10.1.2 BINARY MERGE; 10.1.3 The HWANG-LIN Merging Algorithm; 10.2 The Merge Sort Algorithm; 10.3 Distributions; 10.4 Bottom-Up Merge Sort; 11 Bucket Sorts
11.1 The Principle of Bucket Sorting11.1.1 Distributive Sorts; 11.1.2 Radix Sorting; 11.2 Bucket Selection; 11.2.1 Distributive Selection; 11.2.2 Radix Selection; 12 Sorting Nonrandom Data; 12.1 Measures of Presortedness; 12.2 Data Randomization; 12.3 Guaranteed Performance; 12.3.1 The FORD-JOHNSON Algorithm; 12.3.2 Linear-Time Selection; 12.4 Presorting; 13 Epilogue; Answers to Exercises; Appendix: Notation and Standard Results from Probability Theory; A.1 Logarithms; A.2 Asymptotics; A.3 Harmonic Numbers; A.4 Probability; Bibliography; Index
Record Nr. UNINA-9910840910203321
Mahmoud Hosam M (Hosam Mahmoud), <1954->  
New York, : John Wiley & Sons, 2000
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui

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