Download or read book Estimation of the Time dependant Arrival Rate Function of the Non homogeneous Poisson Process written by Po-Yen Wu and published by . This book was released on 1984 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Continuous Time Bayes Sequential Procedure for Estimating the Arrival Rate of a Poisson Process and Large Sample Properties written by C. P. Shapiro and published by . This book was released on 1977 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let X(t), t> or = 0, be a homogeneous Poisson process with arrival rate Theta. Sequential estimation procedures (sigma, Theta bar sub sigma) are considered with loss due to estimation of L(Theta, Theta bar) = 1/Theta (Theta-Theta bar)squared, and sampling costs involving both time and arrival costs. In this context the Bayes', sequential procedure is obtained in a simple computable form. The large sample properties of the procedure are then studied when Theta is fixed but unknown, and the Bayes' stopping rule tau is shown to be asymptotically equivalent to the best fixed sample size procedure when Theta is known. Asymptotic normality of the Bayes' sequential estimator Theta bar sub tau of Theta is also shown. (Author).
Download or read book Lectures on the Poisson Process written by Günter Last and published by Cambridge University Press. This book was released on 2017-10-26 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.
Download or read book Estimation of the Mean Value Function from a Sample of Nonhomogeneous Poisson Processes written by Carlos Ramon Vallarino and published by . This book was released on 1987 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Time Delay Estimation for Inhomogeneous Poisson Processes in the Presence of Gaussian Noise written by Nikolaos Antoniadis and published by . This book was released on 1992 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimation of Selected Parameters in Non Homogeneous Poisson Processes written by Douglas E. Huffman and published by . This book was released on 1975 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt: Estimates are found for the intensity function and other related parameters in a non-homogeneous Poisson process. Asymptotic results are also obtained.
Download or read book Fundamentals of Applied Probability and Random Processes written by Oliver Ibe and published by Academic Press. This book was released on 2014-06-13 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: The long-awaited revision of Fundamentals of Applied Probability and Random Processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability to real-world problems, and introduce the basics of statistics. The book's clear writing style and homework problems make it ideal for the classroom or for self-study. - Demonstrates concepts with more than 100 illustrations, including 2 dozen new drawings - Expands readers' understanding of disruptive statistics in a new chapter (chapter 8) - Provides new chapter on Introduction to Random Processes with 14 new illustrations and tables explaining key concepts. - Includes two chapters devoted to the two branches of statistics, namely descriptive statistics (chapter 8) and inferential (or inductive) statistics (chapter 9).
Download or read book An Introduction to Stochastic Modeling written by Howard M. Taylor and published by Academic Press. This book was released on 2014-05-10 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
Download or read book Derivative Free and Blackbox Optimization written by Charles Audet and published by Springer. This book was released on 2017-12-02 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is designed as a textbook, suitable for self-learning or for teaching an upper-year university course on derivative-free and blackbox optimization. The book is split into 5 parts and is designed to be modular; any individual part depends only on the material in Part I. Part I of the book discusses what is meant by Derivative-Free and Blackbox Optimization, provides background material, and early basics while Part II focuses on heuristic methods (Genetic Algorithms and Nelder-Mead). Part III presents direct search methods (Generalized Pattern Search and Mesh Adaptive Direct Search) and Part IV focuses on model-based methods (Simplex Gradient and Trust Region). Part V discusses dealing with constraints, using surrogates, and bi-objective optimization. End of chapter exercises are included throughout as well as 15 end of chapter projects and over 40 figures. Benchmarking techniques are also presented in the appendix.
Download or read book Stochastic Models in Queueing Theory written by Jyotiprasad Medhi and published by Elsevier. This book was released on 2002-11-06 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a graduate level textbook that covers the fundamental topics in queuing theory. The book has a broad coverage of methods to calculate important probabilities, and gives attention to proving the general theorems. It includes many recent topics, such as server-vacation models, diffusion approximations and optimal operating policies, and more about bulk-arrival and bull-service models than other general texts. - Current, clear and comprehensive coverage - A wealth of interesting and relevant examples and exercises to reinforce concepts - Reference lists provided after each chapter for further investigation
Download or read book General Technical Report SE written by and published by . This book was released on 1991 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Proceedings of the 1991 Symposium on Systems Analysis in Forest Resources written by and published by . This book was released on 1991 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Reliability Modelling and Analysis in Discrete Time written by Unnikrishnan Nair and published by Academic Press. This book was released on 2018-05-15 with total page 510 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reliability Modelling and Analysis in Discrete Time provides an overview of the probabilistic and statistical aspects connected with discrete reliability systems. This engaging book discusses their distributional properties and dependence structures before exploring various orderings associated between different reliability structures. Though clear explanations, multiple examples, and exhaustive coverage of the basic and advanced topics of research in this area, the work gives the reader a thorough understanding of the theory and concepts associated with discrete models and reliability structures. A comprehensive bibliography assists readers who are interested in further research and understanding. Requiring only an introductory understanding of statistics, this book offers valuable insight and coverage for students and researchers in Probability and Statistics, Electrical Engineering, and Reliability/Quality Engineering. The book also includes a comprehensive bibliography to assist readers seeking to delve deeper. - Includes a valuable introduction to Reliability Theory before covering advanced topics of research and real world applications - Features an emphasis on the mathematical theory of reliability modeling - Provides many illustrative examples to foster reader understanding
Download or read book Estimation of the Intensity of the Non homogeneous Poisson Process written by Lakshmi Nilakantan and published by . This book was released on 1988 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Option Pricing and Estimation of Financial Models with R written by Stefano M. Iacus and published by John Wiley & Sons. This book was released on 2011-02-23 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents inference and simulation of stochastic process in the field of model calibration for financial times series modelled by continuous time processes and numerical option pricing. Introduces the bases of probability theory and goes on to explain how to model financial times series with continuous models, how to calibrate them from discrete data and further covers option pricing with one or more underlying assets based on these models. Analysis and implementation of models goes beyond the standard Black and Scholes framework and includes Markov switching models, Lévy models and other models with jumps (e.g. the telegraph process); Topics other than option pricing include: volatility and covariation estimation, change point analysis, asymptotic expansion and classification of financial time series from a statistical viewpoint. The book features problems with solutions and examples. All the examples and R code are available as an additional R package, therefore all the examples can be reproduced.
Download or read book Level Crossing Methods in Stochastic Models written by Percy H. Brill and published by Springer. This book was released on 2017-05-04 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a complete update of the first edition of Level Crossing Methods in Stochastic Models, which was published in 2008. Level crossing methods are a set of sample-path based mathematical tools used in applied probability to establish reliable probability distributions. Since the basis for solving any applied probability problem requires a reliable probability distribution, Level Crossing Methods in Stochastic Models, Second Edition is a useful tool for all researchers working on stochastic application problems, including inventory control, queueing theory, reliability theory, actuarial ruin theory, renewal theory, pharmacokinetics, and related Markov processes. The second edition includes a new section with a novel derivation of the Beneš series for M/G/1 queues. It provides new results on the service time for three M/G/I queueing models with bounded workload. It analyzes new applications of queues where zero-wait customers get exceptional service, including several examples on M/G/1 queues, and a new section on G/M/1 queues. Additionally, there are two other important new sections: on the level-crossing derivation of the finite time-t probability distributions of excess, age, and total life, in renewal theory; and on a level-crossing analysis of a risk model in Insurance. The original Chapter 10 has been split into two chapters: the new chapter 10 is on renewal theory, and the first section of the new Chapter 11 is on a risk model. More explicit use is made of the renewal reward theorem throughout, and many technical and editorial changes have been made to facilitate readability. Percy H. Brill, Ph.D., is a Professor emeritus at the University of Windsor, Canada. Dr. Brill is the creator of the level crossing method for analyzing stochastic models. He has published extensively in stochastic processes, queueing theory and related models, especially using level crossing methods.
Download or read book Estimation of the Intensity and Mean Value Functions of a Non homogeneous Poisson Process written by Paul T. Holmes and published by . This book was released on 1975 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:
