# An Introduction to Stochastic Orders

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- Author : Felix Belzunce
- Publisher : Academic Press
- Release : 29 September 2015
- ISBN : 9780128038260
- Page : 174 pages
- Rating : 4.5/5 from 103 voters

## Download An Introduction to Stochastic Orders in PDF, Epub and Kindle

An Introduction to Stochastic Orders discusses this powerful tool that can be used in comparing probabilistic models in different areas such as reliability, survival analysis, risks, finance, and economics. The book provides a general background on this topic for students and researchers who want to use it as a tool for their research. In addition, users will find detailed proofs of the main results and applications to several probabilistic models of interest in several fields, and discussions of fundamental properties of several stochastic orders, in the univariate and multivariate cases, along with applications to probabilistic models. Introduces stochastic orders and its notation Discusses different orders of univariate stochastic orders Explains multivariate stochastic orders and their convex, likelihood ratio, and dispersive orders

### An Introduction to Stochastic Orders

- Author : Felix Belzunce,Carolina Martinez Riquelme,Julio Mulero
- Publisher : Academic Press
- Release Date : 2015-09-29
- ISBN : 9780128038260

An Introduction to Stochastic Orders discusses this powerful tool that can be used in comparing probabilistic models in different areas such as reliability, survival analysis, risks, finance, and economics. The book provides a general background on this topic for students and researchers who want to use it as a tool for their research. In addition, users will find detailed proofs of the main results and applications to several probabilistic models of interest in several fields, and discussions of fundamental properties

### An Introduction to Stochastic Modeling

- Author : Howard M. Taylor,Samuel Karlin
- Publisher : Academic Press
- Release Date : 2014-05-10
- ISBN : 9781483269276

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

### Introduction to Stochastic Models

- Author : Roe Goodman
- Publisher : Courier Corporation
- Release Date : 2006-01-01
- ISBN : 9780486450377

Newly revised by the author, this undergraduate-level text introduces the mathematical theory of probability and stochastic processes. Using both computer simulations and mathematical models of random events, it comprises numerous applications to the physical and biological sciences, engineering, and computer science. Subjects include sample spaces, probabilities distributions and expectations of random variables, conditional expectations, Markov chains, and the Poisson process. Additional topics encompass continuous-time stochastic processes, birth and death processes, steady-state probabilities, general queuing systems, and renewal processes. Each section

### Introduction to Stochastic Processes with R

- Author : Robert P. Dobrow
- Publisher : John Wiley & Sons
- Release Date : 2016-03-07
- ISBN : 9781118740651

An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural and social sciences. The use of simulation, by means of the popular statistical freeware R, makes theoretical results come alive with practical, hands-on demonstrations. Written by a highly-qualified expert in the field, the author presents numerous examples from a wide

### An Introduction to Stochastic Differential Equations

- Author : Lawrence C. Evans
- Publisher : American Mathematical Soc.
- Release Date : 2012-12-11
- ISBN : 9781470410544

These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection of texts on the topic. --Srinivasa Varadhan, New York University This is a handy and very useful text for studying stochastic differential equations. There is enough mathematical detail so that the reader can benefit from this introduction with only

### Stochastic Finance

- Author : Nicolas Privault
- Publisher : CRC Press
- Release Date : 2013-12-20
- ISBN : 9781466594029

Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time financial models without friction, emphasizing the complementarity of analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of finance and stochastic calculus, and builds up to special topics, such as options, derivatives, and credit default and jump processes. It details the techniques required to model the time evolution of risky assets.

### Introduction to Stochastic Processes

- Author : Mu-Fa Chen,Yong-Hua Mao
- Publisher : Wspc/Hep
- Release Date : 2021
- ISBN : 9814740306

The objective here is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts in stochastic processes -- Markov chains and stochastic analysis. The readers are lead directly to the core of the topics, and further details are collated in a section containing abundant exercises and more materials for further reading and studying.In the part on Markov chains, the core is the ergodicity. By using the minimal non-negative solution

### Introduction to Stochastic Dynamic Programming

- Author : Sheldon M. Ross
- Publisher : Academic Press
- Release Date : 2014-07-10
- ISBN : 9781483269092

Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist—providing counterexamples where appropriate—and then presents methods for

### Combining Soft Computing and Statistical Methods in Data Analysis

- Author : Christian Borgelt,Gil González Rodríguez,Wolfgang Trutschnig,María Asunción Lubiano,María Angeles Gil,Przemyslaw Grzegorzewski,Olgierd Hryniewicz
- Publisher : Springer Science & Business Media
- Release Date : 2010-10-12
- ISBN : 9783642147463

Over the last forty years there has been a growing interest to extend probability theory and statistics and to allow for more flexible modelling of imprecision, uncertainty, vagueness and ignorance. The fact that in many real-life situations data uncertainty is not only present in the form of randomness (stochastic uncertainty) but also in the form of imprecision/fuzziness is but one point underlining the need for a widening of statistical tools. Most such extensions originate in a "softening" of classical

### Stochastic Processes

- Author : Peter Watts Jones,Peter Smith
- Publisher : CRC Press
- Release Date : 2017-10-30
- ISBN : 9781498778121

Based on a well-established and popular course taught by the authors over many years, Stochastic Processes: An Introduction, Third Edition, discusses the modelling and analysis of random experiments, where processes evolve over time. The text begins with a review of relevant fundamental probability. It then covers gambling problems, random walks, and Markov chains. The authors go on to discuss random processes continuous in time, including Poisson, birth and death processes, and general population models, and present an extended discussion on

### Stochastic Processes with Applications

- Author : Antonio Di Crescenzo,Claudio Macci,Barbara Martinucci
- Publisher : MDPI
- Release Date : 2019-11-28
- ISBN : 9783039217281

Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines. This Special Issue aims to present a collection of current contributions concerning various topics related to stochastic processes and their applications. In particular, the focus here is on applications of stochastic processes as models of dynamic phenomena in research areas

### An Introduction to Stochastic Processes and Their Applications

- Author : Petar Todorovic
- Publisher : Springer Science & Business Media
- Release Date : 2012-12-06
- ISBN : 9781461397427

This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of statistics with an overview of some basic methods and techniques in the theory of stochastic processes. The only prerequisites are some rudiments of measure and integration theory and an intermediate course in probability

### Stochastic Ordering and Dependence in Applied Probability

- Author : R. Szekli
- Publisher : Springer Science & Business Media
- Release Date : 2012-12-06
- ISBN : 9781461225287

This book is an introductionary course in stochastic ordering and dependence in the field of applied probability for readers with some background in mathematics. It is based on lectures and senlinars I have been giving for students at Mathematical Institute of Wroclaw University, and on a graduate course a.t Industrial Engineering Department of Texas A&M University, College Station, and addressed to a reader willing to use for example Lebesgue measure, conditional expectations with respect to sigma fields, martingales,

### Stochastic Differential Equations

- Author : Bernt Oksendal
- Publisher : Springer Science & Business Media
- Release Date : 2013-04-17
- ISBN : 9783662025741

From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he frequently returns to these problems and variants thereof and to many other problems to show how the theory works and to motivate the next step in the theoretical development. Needless to say, he restricts

### Stochastic Orders

- Author : Moshe Shaked,J. George Shanthikumar
- Publisher : Springer Science & Business Media
- Release Date : 2007-04-03
- ISBN : 9780387346755

This reference text presents 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. And the value of the other notions of stochastic orderings needs further exploration. This book is an ideal reference for those interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is