Applied Probability and Stochastic Processes

✍ Scribed by R. Syski, N. Liu (auth.), J. G. Shanthikumar, Ushio Sumita (eds.)

• Publisher: Springer US
• Year: 1999
• Tongue: English
• Leaves: 351
• Series: International Series in Operations Research & Management Science 19
• Edition: 1
• Category: Library

✦ Synopsis

Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes.
The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability in solving problems in modern society.

✦ Table of Contents

Front Matter....Pages i-xxii
Comments on the Perturbation Method....Pages 1-15
Some Aspects of Complete Monotonicity in Time-Reversible Markov Chains....Pages 17-24
Transformations of Poisson Processes: Particle Systems and Networks....Pages 25-44
On the Local Time of the Brownian Bridge....Pages 45-62
Probabilistic Token Causation: A Bayesian Perspective....Pages 63-72
On a Statistical Algorithm to Decode Heavily Corrupted Linear Codes....Pages 73-82
Mean Cover Times for Coupon Collectors and Star Graphs....Pages 83-94
Models for the Spread of Infection via Pairing at Parties....Pages 95-113
Extremes of Random Numbers of Random Variables: A Survey....Pages 115-127
Optimality of Sequential Quality Control via Stochastic Orders....Pages 129-147
Reallocatable GSMP with Sequentially Dependent Lifetimes: Clockwise Decomposability and its Applications....Pages 149-172
Random Matrices and the Number of {0,1} Matrices with given Row and Column Sums....Pages 173-189
Monotone Optimal Policies for Left-Skip-Free Markov Decision Processes....Pages 191-202
Optimal Routing Control in Retrial Queues....Pages 203-218
Waiting Times when Service Times are Stable Laws: Tamed and Wild....Pages 219-229
Winning the Hand of the Princess Saralinda....Pages 231-246
Analysis of Multiple Queues with Passing Servers....Pages 247-262
Some Properties of Throughput in a Queueing Network with Changing-Speed Servers and Blocking....Pages 263-276
Quasi-Stationary Distributions of Markov Chains Arising from Queueing Processes: A Survey....Pages 277-311
Estimating Customer Loss Rates from Transactional Data....Pages 313-332
Back Matter....Pages 333-337

✦ Subjects

Probability Theory and Stochastic Processes; Operation Research/Decision Theory; Mathematical Modeling and Industrial Mathematics