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 | ||
|
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 | ||
|
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 |
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 | ||
|
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 | ||
|
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 | ||
|
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 | ||
|
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 | ||
|
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 | ||
|
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 | ||
|