Stochastic orders / Moshe Shaked, J. George Shanthikumar
Tipo de material: TextoSeries Springer series in statisticsDetalles de publicación: Berlin : Springer, 2006 Descripción: XV, 473 p. ; 25 cmISBN: 0-387-32915-3Tema(s): Procesos estocasticosResumen: Stochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study of structural properties of complex stochastic systems. This reference text presents a comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields of study. And the value of the other notions of stochastic orderings still needs to be explored further. This book is an ideal reference for anyone interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications. A major extension of the first six chapters in Shaked and Shanthikumar's 1994 book. Since 1994, the theory of stochastic orders has grown significantly.Resumen: Índice: Univariate stochastic orders.- Mean residual life orders.- Univariate variability orders.- Univariate monotone convex and related orders.- The Laplace transform and related orders.- Multivariate stochastic orders.- Multivariate variability and related orders.- Stochastic convexity and concavity.- Positive dependence orders.Tipo de ítem | Biblioteca de origen | Signatura | URL | Estado | Fecha de vencimiento | Código de barras | Reserva de ítems |
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Fuera de préstamo | 02. BIBLIOTECA CAMPUS PUERTO REAL | Contrato Programa-Miguel Angel Sordo - 519.21/SHA/sto (Navegar estantería(Abre debajo)) | Texto completo | No para préstamo (Uso restringido) | 3742981926 | ||
Monografías | 02. BIBLIOTECA CAMPUS PUERTO REAL | 519.21/SHA/sto (Navegar estantería(Abre debajo)) | Texto completo | Disponible Ubicación en estantería | Bibliomaps® | 3743473576 | ||
Monografías | 07. BIBLIOTECA CIENCIAS SOCIALES Y JURÍDICAS | 519.216/SHA/sto (Navegar estantería(Abre debajo)) | Texto completo | Prestado | 31/01/2025 | 3741307669 | |
Monografías | 07. BIBLIOTECA CIENCIAS SOCIALES Y JURÍDICAS | 519.216/SHA/sto Estante cerrado (Navegar estantería(Abre debajo)) | Texto completo | Disponible Ubicación en estantería | Bibliomaps® | 3741545791 | ||
Monografías | 07. BIBLIOTECA CIENCIAS SOCIALES Y JURÍDICAS | 519.216/SHA/sto (Navegar estantería(Abre debajo)) | Texto completo | Prestado | 31/01/2025 | 3741545853 |
Indice
Bibliografía: p. [431]-458
Stochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study of structural properties of complex stochastic systems. This reference text presents a comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields of study. And the value of the other notions of stochastic orderings still needs to be explored further. This book is an ideal reference for anyone interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications. A major extension of the first six chapters in Shaked and Shanthikumar's 1994 book. Since 1994, the theory of stochastic orders has grown significantly.
Índice: Univariate stochastic orders.- Mean residual life orders.- Univariate variability orders.- Univariate monotone convex and related orders.- The Laplace transform and related orders.- Multivariate stochastic orders.- Multivariate variability and related orders.- Stochastic convexity and concavity.- Positive dependence orders.
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