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  • BTU Cottbus  (32)
  • SB Calau
  • SB Falkensee
  • Polnisches Institut
  • Stadtmuseum Berlin
  • 1990-1994  (32)
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  • 1
    Buch
    Buch
    New York [u.a.] :Springer,
    UID:
    almafu_BV009110277
    Umfang: XII, 240 S. : , Illustrationen.
    ISBN: 3-540-94161-4 , 0-387-94161-4
    Inhalt: This book comprises a collection of 125 problems and snapshots from discrete probability. The problems are selected on the basis of their elegance and utility whereas the snapshots are intended to provide a quick overview of topics in probability. These include combinatorics, Poisson approximation, patterns in random sequences, Markov chains, random walks, cover times, and embedding procedures
    Inhalt: A wide range of readers will enjoy this diverse selection of topics. Students will find this a helpful and stimulating companion to their probability courses. The snapshots will leave the students with an expanded knowledge about topics not generally covered by textbooks. Other than a basic exposure to probabilistic ideas, such as might be gained from a first course in probability, it is self-contained
    Inhalt: Consequently, almost all of the problems can be tackled by undergraduate students as well as appeal to those who enjoy the challenge of constructing and solving problems
    Anmerkung: Literaturverz. S. 230 - 235
    Sprache: Englisch
    Fachgebiete: Mathematik
    RVK:
    Schlagwort(e): Wahrscheinlichkeitsrechnung ; Wahrscheinlichkeit ; Beispielsammlung ; Beispielsammlung ; Beispielsammlung
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  • 2
    UID:
    b3kat_BV009666458
    Umfang: XII, 364 S. , Ill.
    ISBN: 047101351X
    Inhalt: Activity-based management has already proven extremely valuable to manufacturers in helping them to cut waste, improve quality, reduce cycle times, and get their products to market faster. The team that had the first bestselling title on activity-based costing, now looks at activity-based management. Now, Activity-Based Management demonstrates how this innovative form of managerial accounting - which provides an organization with the tools to isolate the separate activities within its business processes and measure the cost and performance of each activity - can be applied to service groups, government agencies, and nonprofit entities. This new management technique will enable organizations to pinpoint problem areas, achieve excellence, and set in motion a process of continuous improvement
    Inhalt: This groundbreaking book examines why traditional managerial accounting methods have become obsolete in a new age of advanced technology and information systems. It discusses why they can only treat the symptoms rather than the root causes of problems and why they are incapable of measuring and making visible the actual costs of providing a service - a key to eliminating wasteful activities. Activity-Based Management argues that activities - the basic components of an organization and the building blocks for analyzing costs - must be the backbone of any contemporary managerial system. It reveals how activity management highlights those resources that drive costs, focuses corporate strategy, supports continuous improvement, enhances decision support systems, and ensures that plans are transmitted to a level at which effective remedial actions can be taken
    Inhalt: The book introduces a five-step approach to calculating activity cost. It identifies the way on organization uses its resources to accomplish its objectives by eventually pinpointing the actual cost per activity. Armed with this information, readers are ready for the next stage - activity-based budgeting. Here, the book lays out a step-by-step process that helps organizations plan and control their expected activities/business processes in order to derive a cost-effective budget that will meet projected workloads and strategic goals. Readers discover the many advantages of activity-based budgeting over the traditional techniques, including its ability to empower workers, improve business processes on an ongoing basis, and support excellence
    Sprache: Englisch
    Fachgebiete: Wirtschaftswissenschaften
    RVK:
    Schlagwort(e): Management
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  • 3
    Buch
    Buch
    Berkeley [u.a.] :Univ. of California Press,
    UID:
    almahu_BV023770258
    Umfang: X, 246 S. : , Ill.
    Ausgabe: Reprint
    ISBN: 0-520-08106-4
    Originaltitel: The life and times of the New York school
    Anmerkung: Originally publ. under title: The life and times of the New York school
    Sprache: Englisch
    Fachgebiete: Kunstgeschichte
    RVK:
    Schlagwort(e): Kunst ; Kunstsoziologie ; Malerei ; Regionalkunst ; Kunst
    Mehr zum Autor: Ashton, Dore 1928-2017
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  • 4
    UID:
    almahu_9947362838802882
    Umfang: IX, 244 p. , online resource.
    ISBN: 9781461226741
    Serie: Lecture Notes in Statistics, 90
    Inhalt: Probabilistic models of technical systems are studied here whose finite state space is partitioned into two or more subsets. The systems considered are such that each of those subsets of the state space will correspond to a certain performance level of the system. The crudest approach differentiates between 'working' and 'failed' system states only. Another, more sophisticated, approach will differentiate between the various levels of redundancy provided by the system. The dependability characteristics examined here are random variables associated with the state space's partitioned structure; some typical ones are as follows • The sequence of the lengths of the system's working periods; • The sequences of the times spent by the system at the various performance levels; • The cumulative time spent by the system in the set of working states during the first m working periods; • The total cumulative 'up' time of the system until final breakdown; • The number of repair events during a fmite time interval; • The number of repair events until final system breakdown; • Any combination of the above. These dependability characteristics will be discussed within the Markov and semi-Markov frameworks.
    Anmerkung: 1 Stochastic processes for dependability assessment -- 1.1 Markov and semi-Markov processes for dependability assessment -- 1.2 Example systems -- 2 Sojourn times for discrete-parameter Markov chains -- 2.1 Distribution theory for sojourn times and related variables -- 2.2 An application: the sequence of repair events for a three-unit power transmission model -- 3 The number of visits until absorption to subsets of the state space by a discrete-parameter Markov chain: the multivariate case -- 3.1 The probability generating function of M and the probability mass function of L -- 3.2 Further results for n ? {2, 3} -- 3.3 Tabular summary of results in Sections 3.1 and 3.2 -- 3.4 A power transmission reliabilty application -- 4 Sojourn times for continuous-parameter Markov chains -- 4.1 Distribution theory for sojourn times -- 4.2 Some further distribution results related to sojourn times -- 4.3 Tabular summary of results in Sections 4.1 and 4.2 -- 4.4 An application: further dependability characteristics of the three-unit power transmission model -- 5 The number of visits to a subset of the state space by a continuous-parameter irreducible Markov chain during a finite time interval -- 5.1 The variable $${M_{{A_1}}}(t)$$ -- 5.2 An application: the number of repairs of a two-unit power transmission system during a finite time interval -- 6 A compound measure of dependability for continuous-time Markov models of repairable systems -- 6.1 The dependability measure and its evaluation by randomization -- 6.2 The evaluation of ?(k, i, n) -- 6.3 Application and computational experience -- 7 A compound measure of dependability for continuous-time absorbing Markov systems -- 7.1 The dependability measure -- 7.2 Proof of Theorem 7.1 -- 7.3 Application: the Markov model of the three-unit power transmission system revisited -- 8 Sojourn times for finite semi-Markov processes -- 8.1 A recurrence relation for the Laplace transform of the vector of sojourn times -- 8.2 Laplace transforms of vectors of sojourn times -- 8.3 Proof of Theorem 8.1 -- 9 The number of visits to a subset of the state space by an irreducible semi-Markov process during a finite time interval: moment results -- 9.1 Preliminaries on the moments of $${M_{{A_1}}}(t)$$ -- 9.2 Main result: the Laplace transform of the measures U? -- 9.3 Proof of Theorem 9.2 -- 9.4 Reliability applications -- 10 The number of visits to a subset of the state space by an irreducibe semi-Markov process during a finite time interval: the probability mass function -- 10.1 The Laplace transform of the probability mass function of $${M_{{A_1}}}(t)$$ -- 10.2 Numerical inversion of Laplace transforms using Laguerre polynomials and fast Fourier transform -- 10.3 Reliability applications -- 10.4 Implementation issues -- 11 The number of specific service levels of a repairable semi-Markov system during a finite time interval: joint distributions -- 11.1 A recurrence relation for h(t; m1, m2) in the Laplace transform domain -- 11.2 A computation scheme for the Laplace transforms -- 12 Finite time-horizon sojourn times for finite semi-Markov processes -- 12.1 The double Laplace transform of finite-horizon sojourn times -- 12.2 An application: the alternating renewal process -- Postscript -- References.
    In: Springer eBooks
    Weitere Ausg.: Printed edition: ISBN 9780387943336
    Sprache: Englisch
    Schlagwort(e): Hochschulschrift
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  • 5
    UID:
    almahu_9947362821302882
    Umfang: XII, 256 p. , online resource.
    ISBN: 9781461243045
    Inhalt: We, the authors of this book, are three ardent devotees of chance, or some­ what more precisely, of discrete probability. When we were collecting the material, we felt that one special pleasure of the field lay in its evocation of an earlier age: many of our 'probabilistic forefathers' were dexterous solvers of discrete problems. We hope that this pleasure will be transmitted to the readers. The first problem-book of a similar kind as ours is perhaps Mosteller's well-known Fifty Challenging Problems in Probability (1965). Possibly, our book is the second. The book contains 125 problems and snapshots from the world of prob­ ability. A 'problem' generally leads to a question with a definite answer. A 'snapshot' is either a picture or a bird's-eye view of some probabilistic field. The selection is, of course, highly subjective, and we have not even tried to cover all parts of the subject systematically. Limit theorems appear only seldom, for otherwise the book would have become unduly large. We want to state emphatically that we have not written a textbook in probability, but rather a book for browsing through when occupying an easy-chair. Therefore, ideas and results are often put forth without a machinery of formulas and derivations; the conscientious readers, who want to penetrate the whole clockwork, will soon have to move to their desks and utilize appropriate tools.
    Anmerkung: 1. Welcoming problems -- 1.1 The friendly illiterate -- 1.2 Tourist with a short memory -- 1.3 The car and the goats -- 1.4 Patterns I -- 1.5 Classical random walk I -- 1.6 Number of walks until no shoes -- 1.7 Banach’s match box problem -- 1.8 The generous king -- 2. Basic probability theory I -- 2.1 Remarkable conditional probabilities -- 2.2 Exchangeability I -- 2.3 Exchangeability II -- 2.4 Combinations of events I -- 2.5 Problems concerning random numbers -- 2.6 Zero-one random variables I -- 3. Basic probability theory II -- 3.1 A trick for determining expectations -- 3.2 Probability generating functions -- 3.3 People at the corners of a triangle -- 3.4 Factorial generating functions -- 3.5 Zero-one random variables II -- 3.6 Combinations of events II -- 4. Topics from early days I -- 4.1 Cardano — a pioneer -- 4.2 Birth of probability -- 4.3 The division problem -- 4.4 Huygens’s second problem -- 4.5 Huygens’s fifth problem -- 4.6 Points when throwing several dice -- 4.7 Bernoulli and the game of tennis -- 5. Topics from early days II -- 5.1 History of some common distributions -- 5.2 Waldegrave’s problem I -- 5.3 Petersburg paradox -- 5.4 Rencontre I -- 5.5 Occupancy I -- 5.6 Stirling numbers of the second kind -- 5.7 Bayes’s theorem and Law of Succession -- 5.8 Ménage I -- 6. Random permutations -- 6.1 Runs I -- 6.2 Cycles in permutations -- 6.3 Stirling numbers of the first kind -- 6.4 Ascents in permutations -- 6.5 Eulerian numbers -- 6.6 Exceedances in permutations -- 6.7 Price fluctuations -- 6.8 Oscillations I -- 6.9 Oscillations II -- 7. Miscellaneous I -- 7.1 Birthdays -- 7.2 Poker -- 7.3 Negative binomial -- 7.4 Negative hypergeometric I -- 7.5 Coupon collecting I -- 7.6 Coupon collecting II -- 7.7 Ménage II -- 7.8 Rencontre II -- 8. Poisson approximation -- 8.1 Similar pairs and triplets -- 8.2 A Lotto problem -- 8.3 Variation distance -- 8.4 Poisson-binomial -- 8.5 Rencontre III -- 8.6 Ménage III -- 8.7 Occupancy II -- 9. Miscellaneous II -- 9.1 Birthdays and similar triplets -- 9.2 Comparison of random numbers -- 9.3 Grouping by random division -- 9.4 Records I -- 9.5 Records II -- 9.6 A modification of blackjack -- 10. Random walks -- 10.1 Introduction -- 10.2 Classical random walk II -- 10.3 One absorbing barrier -- 10.4 The irresolute spider -- 10.5 Stars I -- 10.6 Closed stopping region -- 10.7 The reflection principle -- 10.8 Ballot problem -- 10.9 Range of a random walk -- 11. Urn models -- 11.1 Randomly filled urn -- 11.2 Pólya’s model I -- 11.3 Pólya’s model II -- 11.4 Pólya’s model III -- 11.5 Ehrenfest’s model I -- 11.6 Ehrenfest’s game -- 11.7 A pill problem -- 12. Cover times -- 12.1 Introduction -- 12.2 Complete graph -- 12.3 Linear finite graph -- 12.4 Polygon -- 12.5 A false conjecture -- 12.6 Stars II -- 12.7 Inequality for cover times -- 13. Markov chains -- 13.1 Review I -- 13.2 Review II -- 13.3 Random walk: two reflecting barriers -- 13.4 Ehrenfest’s model II -- 13.5 Doubly stochastic transition matrix -- 13.6 Card shuffling -- 13.7 Transition times for Markov chains -- 13.8 Reversible Markov chains -- 13.9 Markov chains with homesickness -- 14. Patterns -- 14.1 Runs II -- 14.2 Patterns II -- 14.3 Patterns III -- 14.4 A game for pirates -- 14.5 Penney’s game -- 14.6 Waldegrave’s problem II -- 14.7 How many patterns? -- 15. Embedding procedures -- 15.1 Drawings with replacement -- 15.2 Repetition of colours -- 15.3 Birthdays revisited -- 15.4 Coupon collecting III -- 15.5 Drawings without replacement -- 15.6 Socks in the laundry -- 15.7 Negative hypergeometric II -- 15.8 The first-to-r game I -- 16. Special topics -- 16.1 Exchangeability III -- 16.2 Martingales -- 16.3 Wald’s equation -- 16.4 Birth control -- 16.5 The r-heads-in-advance game -- 16.6 Patterns IV -- 16.7 Random permutation of 1’s and (?1)’s -- 17. Farewell problems -- 17.1 The first-to-r game II -- 17.2 Random walk on a chessboard -- 17.3 Game with disaster -- 17.4 A rendezvous problem -- 17.5 Modified coin-tossing -- 17.6 Palindromes -- References.
    In: Springer eBooks
    Weitere Ausg.: Printed edition: ISBN 9780387941615
    Sprache: Englisch
    Schlagwort(e): Beispielsammlung ; Electronic books.
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  • 6
    Online-Ressource
    Online-Ressource
    New York, NY :Springer New York,
    UID:
    almahu_9947363098602882
    Umfang: XIV, 289 p. , online resource.
    ISBN: 9781461397427
    Serie: Springer Series in Statistics, Probability and its Applications A Series of the Applied Probability Trust,
    Inhalt: 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 theory. There are more than 50 examples and applications and 243 problems and complements which appear at the end of each chapter. The book consists of 10 chapters. Basic concepts and definitions are pro­ vided in Chapter 1. This chapter also contains a number of motivating ex­ amples and applications illustrating the practical use of the concepts. The last five sections are devoted to topics such as separability, continuity, and measurability of random processes, which are discussed in some detail. The concept of a simple point process on R+ is introduced in Chapter 2. Using the coupling inequality and Le Cam's lemma, it is shown that if its counting function is stochastically continuous and has independent increments, the point process is Poisson. When the counting function is Markovian, the sequence of arrival times is also a Markov process. Some related topics such as independent thinning and marked point processes are also discussed. In the final section, an application of these results to flood modeling is presented.
    Anmerkung: 1 Basic Concepts and Definitions -- 1.1. Definition of a Stochastic Process -- 1.2. Sample Functions -- 1.3. Equivalent Stochastic Processes -- 1.4. Kolmogorov Construction -- 1.5. Principal Classes of Random Processes -- 1.6. Some Applications -- 1.7. Separability -- 1.8. Some Examples -- 1.9. Continuity Concepts -- 1.10. More on Separability and Continuity -- 1.11. Measurable Random Processes -- Problems and Complements -- 2 The Poisson Process and Its Ramifications -- 2.1. Introduction -- 2.2. Simple Point Process on R+ -- 2.3. Some Auxiliary Results -- 2.4. Definition of a Poisson Process -- 2.5. Arrival Times ?k -- 2.6. Markov Property of N(t) and Its Implications -- 2.7. Doubly Stochastic Poisson Process -- 2.8. Thinning of a Point Process -- 2.9. Marked Point Processes -- 2.10. Modeling of Floods -- Problems and Complements -- 3 Elements of Brownian Motion -- 3.1. Definitions and Preliminaries -- 3.2. Hitting Times -- 3.3. Extremes of ?(t) -- 3.4. Some Properties of the Brownian Paths -- 3.5. Law of the Iterated Logarithm -- 3.6. Some Extensions -- 3.7. The Ornstein-Uhlenbeck Process -- 3.8. Stochastic Integration -- Problems and Complements -- 4 Gaussian Processes -- 4.1. Review of Elements of Matrix Analysis -- 4.2. Gaussian Systems -- 4.3. Some Characterizations of the Normal Distribution -- 4.4. The Gaussian Process -- 4.5. Markov Gaussian Process -- 4.6. Stationary Gaussian Process -- Problems and Complements -- 5 L2 Space -- 5.1. Definitions and Preliminaries -- 5.2. Convergence in Quadratic Mean -- 5.3. Remarks on the Structure of L2 -- 5.4. Orthogonal Projection -- 5.5. Orthogonal Basis -- 5.6. Existence of a Complete Orthonormal Sequence in L2 -- 5.7. Linear Operators in a Hilbert Space -- 5.8. Projection Operators -- Problems and Complements -- 6 Second-Order Processes -- 6.1. Covariance Function C(s,t) -- 6.2. Quadratic Mean Continuity and Differentiability -- 6.3. Eigenvalues and Eigenfunctions of C(s, t) -- 6.4. Karhunen-Loeve Expansion -- 6.5. Stationary Stochastic Processes -- 6.6. Remarks on the Ergodicity Property -- Problems and Complements -- 7 Spectral Analysis of Stationary Processes -- 7.1. Preliminaries -- 7.2. Proof of the Bochner-Khinchin and Herglotz Theorems -- 7.3. Random Measures -- 7.4. Process with Orthogonal Increments -- 7.5. Spectral Representation -- 7.6. Ramifications of Spectral Representation -- 7.7. Estimation, Prediction, and Filtering -- 7.8. An Application -- 7.9. Linear Transformations -- 7.10. Linear Prediction, General Remarks -- 7.11. The Wold Decomposition -- 7.12. Discrete Parameter Processes -- 7.13. Linear Prediction -- 7.14. Evaluation of the Spectral Characteristic ?(?, h) -- 7.15. General Form of Rational Spectral Density -- Problems and Complements -- 8 Markov Processes I -- 8.1. Introduction -- 8.2. Invariant Measures -- 8.3. Countable State Space -- 8.4. Birth and Death Process -- 8.5. Sample Function Properties -- 8.6. Strong Markov Processes -- 8.7. Structure of a Markov Chain -- 8.8. Homogeneous Diffusion -- Problems and Complements -- 9 Markov Processes II: Application of Semigroup Theory -- 9.1. Introduction and Preliminaries -- 9.2. Generator of a Semigroup -- 9.3. The Resolvent -- 9.4. Uniqueness Theorem -- 9.5. The Hille-Yosida Theorem -- 9.6. Examples -- 9.7. Some Refinements and Extensions -- Problems and Complements -- 10 Discrete Parameter Martingales -- 10.1. Conditional Expectation -- 10.2. Discrete Parameter Martingales -- 10.3. Examples -- 10.4. The Upcrossing Inequality -- 10.5. Convergence of Submartingales -- 10.6. Uniformly Integrable Martingales -- Problems and Complements.
    In: Springer eBooks
    Weitere Ausg.: Printed edition: ISBN 9781461397441
    Sprache: Englisch
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  • 7
    Online-Ressource
    Online-Ressource
    New York, NY :Springer New York,
    UID:
    almahu_9947362840502882
    Umfang: XII, 355 p. , online resource.
    ISBN: 9781461230380
    Serie: Springer Series in Statistics, Probability and its Applications,
    Inhalt: Continuous time parameter Markov chains have been useful for modeling various random phenomena occurring in queueing theory, genetics, demography, epidemiology, and competing populations. This is the first book about those aspects of the theory of continuous time Markov chains which are useful in applications to such areas. It studies continuous time Markov chains through the transition function and corresponding q-matrix, rather than sample paths. An extensive discussion of birth and death processes, including the Stieltjes moment problem, and the Karlin-McGregor method of solution of the birth and death processes and multidimensional population processes is included, and there is an extensive bibliography. Virtually all of this material is appearing in book form for the first time.
    Anmerkung: 1 Transition Functions and Resolvents -- 1. Markov Chains and Transition Functions: Definitions and Basic Properties -- 2. Differentiability Properties of Transition Functions and Significance of the Q-Matrix -- 3. Resolvent Functions and Their Properties -- 4. The Functional-Analytic Setting for Transition Functions and Resolvents -- 5. Feller Transition Functions -- 6. Kendall’s Representation of Reversible Transition Functions -- 7. Appendix -- 2 Existence and Uniqueness of Q-Functions -- 1. Q-Functions and the Kolmogorov Backward and Forward Equations -- 2. Existence and Uniqueness of Q-Functions -- 3 Examples of Continuous-Time Markov Chains -- 1. Finite Markov Chains -- 2. Birth and Death Processes -- 3. Continuous Time Parameter Markov Branching Processes -- 4 More on the Uniqueness Problem -- 1. Laplace Transform Tools -- 2. Non-uniqueness—Construction of Q-Functions Other Than the Minimal One -- 3. Uniqueness—The Non-Conservative Case -- 5 Classification of States and Invariant Measures -- 1. Classification of States -- 2. Sub-invariant and Invariant Measures -- 3. Classification Based on the Q-Matrix -- 4. Determination of Invariant Measures from the Q-Matrix -- 6 Strong and Exponential Ergodicity -- 1. The Ergodic Coefficient and Hitting Times -- 2. Ordinary Ergodicity -- 3. Strong Ergodicity -- 4. Geometric Ergodicity for Discrete Time Chains -- 5. The Croft-Kingman Lemmas -- 6. Exponential Ergodicity for Continuous-Time Chains -- 7 Reversibility, Monotonicity, and Other Properties -- 1. Symmetry and Reversibility -- 2. Exponential Families of Transition Functions -- 3. Stochastic Monotonicity and Comparability -- 4. Dual Processes -- 5. Coupling -- 8 Birth and Death Processes -- 1. The Potential Coefficients and Feller’s Boundary Conditions -- 2. Karlin and McGregor’s Representation Theorem and Duality -- 3. The Stieltjes Moment Problem -- 4. The Karlin-McGregor Method of Solution -- 5. Total Positivity of the Birth and Death Transition Function -- 9 Population Processes -- 1. Upwardly Skip-Free Processes -- 2. Extinction Times and Probability of Extinction for Upwardly Skip-Free Processes -- 3. Multidimensional Population Processes -- 4. Two-Dimensional Competition Processes -- 5. Birth, Death, and Migration Processes -- Symbol Index -- Author Index.
    In: Springer eBooks
    Weitere Ausg.: Printed edition: ISBN 9781461277729
    Sprache: Englisch
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  • 8
    Online-Ressource
    Online-Ressource
    New York, NY :Springer New York,
    UID:
    almahu_9947362839202882
    Umfang: XV, 360 p. 7 illus. in color. , online resource.
    ISBN: 9781461226703
    Serie: Springer Series in Operations Research,
    Inhalt: Manufacturing systems have become increasingly complex over recent years. This volume presents a collection of chapters which reflect the recent developments of probabilistic models and methodologies that have either been motivated by manufacturing systems research or been demonstrated to have significant potential in such research. The editor has invited a number of leading experts to present detailed expositions of specific topics. These include: Jackson networks, fluid models, diffusion and strong approximations, the GSMP framework, stochastic convexity and majorization, perturbation analysis, scheduling via Brownian models, and re-entrant lines and dynamic scheduling. Each chapter has been written with graduate students in mind, and several have been used in graduate courses that teach the modeling and analysis of manufacturing systems.
    Anmerkung: 1 Jackson Network Models of Manufacturing Systems -- 1.1 Introduction -- 1.2 Jackson Networks -- 1.3 The Throughput Function and Computation -- 1.4 Monotonicity of the Throughput Function -- 1.5 Concavity and Convexity -- 1.6 Multiple Servers -- 1.7 Resource Sharing -- 1.8 Arrangement and Majorization -- 1.9 Conclusions -- 1.10 Notes -- 1.11 References -- 2 Hierarchical Modeling of Stochastic Networks, Part I: Fluid Models -- 2.1 Introduction -- 2.2 A Flow Network in Discrete Time -- 2.3 Flow Networks in Continuous Time -- 2.4 Linear Fluid Network and Bottleneck Analysis -- 2.5 Functional Strong Law of Large Numbers -- 2.6 Applications and Hints at Prospects of Fluid Models -- 2.7 References and Comments -- 2.8 References -- 3 Hierarchical Modeling of Stochastic Networks, Part II: Strong Approximations -- 3.1 Introduction -- 3.2 The Model -- 3.3 Preliminaries -- 3.4 The Main Results -- 3.5 Fitting Parametes -- 3.6 Proof of the Main Results -- 3.7 References, Possible Extensions and Future Research -- 3.8 References -- 4 A GSMP Framework for the Analysis of Production Lines -- 4.1 Introduction -- 4.2 GSMP and Its Scheme -- 4.3 Structural Properties of the Scheme -- 4.4 The (a, 6, k) Tandem Queue -- 4.5 Properties with Respect to (a, b, k) -- 4.6 Line Reversal -- 4.7 Subadditivity and Ergodicity -- 4.8 Cycle Time Limits -- 4.9 Notes -- 4.10 References -- 5 Stochastic Convexity and Stochastic Majorization -- 5.1 Introduction -- 5.2 Stochastic Order Relations: Functional Characterizations -- 5.3 Second-Order Stochastic Properties -- 5.4 Arrangement and Likelihood Ratio Orderings -- 5.5 Stochastic Rearrangement and Majorization -- 5.6 Notes -- 5.7 References -- 6 Perturbation Analysis of Production Networks -- 6.1 Introduction -- 6.2 Overview Through the Single-Machine Model -- 6.3 Differentiation -- 6.4 Analysis of the Single-Machine Model -- 6.5 Production Networks -- 6.6 Steady-State Derivative Estimation -- 6.7 Concluding Remarks -- 6.8 Notes -- 6.9 References -- 7 Scheduling Networks of Queues: Heavy Traffic Analysis of a Bi-Criteria Problem -- 7.1 Introduction -- 7.2 A Single Server Queue -- 7.3 A Closed Network -- 7.4 A Network with Controllable Inputs -- 7.5 An Example -- 7.6 A Review of Related Results -- 7.7 References -- 8 Scheduling Manufacturing Systems of Re-Entrant Lines -- 8.1 Introduction -- 8.2 Re-Entrant Lines: The Models -- 8.3 Fluctuation Smoothing Scheduling Policies to Reduce Variance of Lateness, Variance of Cycle-Time, and Mean Cycle-Time -- 8.4 Stability of LBFS, SRPTS, EA, EDD and All Least Slack Scheduling Policies -- 8.5 Dynamic Scheduling of a Single Machine with Set-Up Times: A Push Model -- 8.6 Clear-A-Praction Policies -- 8.7 A Lower Bound on Optimal Cost -- 8.8 A Good CAF Policy -- 8.9 Non-Acyclic Manufacturing Systems with Set-Up Times -- 8.10 Concluding Remarks -- 8.11 Notes -- 8.12 References.
    In: Springer eBooks
    Weitere Ausg.: Printed edition: ISBN 9781461276289
    Sprache: Englisch
    Schlagwort(e): Aufsatzsammlung
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  • 9
    UID:
    almahu_9947362836202882
    Umfang: XII, 549 p. , online resource.
    ISBN: 9781461233527
    Anmerkung: Combinatorial Algorithms -- Fast Parallel and Serial Multidimensional Approximate Array Matching -- Context-Dependent String Matching -- Constant-Space String-Matching -- Matching Patterns in Strings Subject to Multi-Linear Transformations -- Efficient Algorithms with Applications to Molecular Biology -- A Survey of Approximation Algorithms for the Permanent -- On Optimal Parallel Computations for Sequences of Brackets -- Combinatorics -- Universal Sequences and Graph Cover Times: A Short Survey -- Fibonacci Facts and Formulas -- On the Influence of Single Participant in Coin Flipping Schemes -- Zero-Error Capacities and Very Different Sequences -- Sequences of Lyndon Words -- A Note on Addition Chains and Some Related Conjectures -- Some Applications of Probability Methods to Number Theory. Successes and Limitations -- On Pseudo-Random Arrays Constructed from Patterns with Distinct Differences -- Combinatorial Designs Derived from Costas Arrays -- Algorithms for Determining Relative Star-Height and Star-Height -- Eigenwords and Periodic Behaviors -- Infinite Words and a Problem in Semigroup Theory -- Some Combinatorial Properties of Factorial Languages -- A Conjecture on Rational Sequences -- Sequences Defined by Iterated Morphisms -- Encoding the Vertices of a Graph with Binary Edge Labels -- Compression -- Applications of DAWGs to Data Compression -- Coding and Complexity -- Compression of Pictures by Finite State Encoders -- Lossy On-Line Dynamic Data Compression -- A Comparison of Text Compression Algorithms -- Compression, Tests for Randomness and Estimating the Statistical Model of an Individual Sequence -- Security -- Removing Interaction from Zero-Knowledge Proofs -- Protecting Against Abuses of Cryptosystems in Particular in the Context of Verification of Peace Treaties -- The Information Dispersal Algorithm and Its Applications -- Three Types of Perfection in Shannon-Theoretic Cryptography -- Transmission -- Codes for Certain Sofic Systems -- Simple Combinatorial Decoding of the [23,12,7] Golay Code -- Flag Encodings Related to the Zeckendorf Representation of Integers -- Immutable Codes -- Unison in Distributed Networks -- Sequence Transmission: Coding in the Frequency Domain -- On the Maximality of the Group Theoretic Single Error Correcting and All Unidirectional Error Detecting (SEC-AUED) Codes -- Coding Sequences with Constraints -- Robust Error Control Sequences for Efficient Software Implementation -- Author Index.
    In: Springer eBooks
    Weitere Ausg.: Printed edition: ISBN 9781461279778
    Sprache: Englisch
    Schlagwort(e): Konferenzschrift ; Festschrift
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 10
    Online-Ressource
    Online-Ressource
    New York, NY :Springer New York :
    UID:
    almahu_9947363015102882
    Umfang: XXI, 283 p. , online resource.
    ISBN: 9781461208914
    Serie: Springer Texts in Statistics,
    Inhalt: This book is a text at the introductory graduate level, for use in the one­ semester or two-quarter probability course for first-year graduate students that seems ubiquitous in departments of statistics, biostatistics, mathemat­ ical sciences, applied mathematics and mathematics. While it is accessi­ ble to advanced ("mathematically mature") undergraduates, it could also serve, with supplementation, for a course on measure-theoretic probability. Students who master this text should be able to read the "hard" books on probability with relative ease, and to proceed to further study in statistics or stochastic processes. This is a book to teach from. It is not encyclopredic, and may not be suitable for all reference purposes. Pascal once apologized to a correspondent for having written a long letter, saying that he hadn't the time to write a short one. I have tried to write a short book, which is quite deliberately incomplete, globally and locally. Many topics, including at least one of everyone's favorites, are omitted, among them, infinite divisibility, interchangeability, large devia­ tions, ergodic theory and the Markov property. These can be supplied at the discretion and taste of instructors and students, or to suit particular interests.
    Anmerkung: Prelude: Random Walks -- The Model -- Issues and Approaches -- Functional of the Random Walk -- Limit Theorems -- Summary -- 1 Probability -- 1.1 Random Experiments and Sample Spaces -- 1.2 Events and Classes of Sets -- 1.3 Probabilities and Probability Spaces -- 1.4 Probabilities on R -- 1.5 Conditional Probability Given a Set -- 1.6 Complements -- 1.7 Exercises -- 2 Random Variables -- 2.1 Fundamentals -- 2.2 Combining Random Variables -- 2.3 Distributions and Distribution Functions -- 2.4 Key Random Variables and Distributions -- 2.5 Transformation Theory -- 2.6 Random Variables with Prescribed Distributions -- 2.7 Complements -- 2.8 Exercises -- 3 Independence -- 3.1 Independent Random Variables -- 3.2 Functions of Independent Random Variables -- 3.3 Constructing Independent Random Variables -- 3.4 Independent Events -- 3.5 Occupancy Models -- 3.6 Bernoulli and Poisson Processes -- 3.7 Complements -- 3.8 Exercises -- 4 Expectation -- 4.1 Definition and Fundamental Properties -- 4.2 Integrals with respect to Distribution Functions -- 4.3 Computation of Expectations -- 4.4 LP Spaces and Inequalities -- 4.5 Moments -- 4.6 Complements -- 4.7 Exercises -- 5 Convergence of Sequences of Random Variables -- 5.1 Modes of Convergence -- 5.2 Relationships Among the Modes -- 5.3 Convergence under Transformations -- 5.4 Convergence of Random Vectors -- 5.5 Limit Theorems for Bernoulli Summands -- 5.6 Complements -- 5.7 Exercises -- 6 Characteristic Functions -- 6.1 Definition and Basic Properties -- 6.2 Inversion and Uniqueness Theorems -- 6.3 Moments and Taylor Expansions -- 6.4 Continuity Theorems and Applications -- 6.5 Other Transforms -- 6.6 Complements -- 6.7 Exercises -- 7 Classical Limit Theorems -- 7.1 Series of Independent Random Variables -- 7.2 The Strong Law of Large Numbers -- 7.3 The Central Limit Theorem -- 7.4 The Law of the Iterated Logarithm -- 7.5 Applications of the Limit Theorems -- 7.6 Complements -- 7.7 Exercises -- 8 Prediction and Conditional Expectation -- 8.1 Prediction in L2 -- 8.2 Conditional Expectation Given a Finite Set of Random Variables -- 8.3 Conditional Expectation for X?L2 -- 8.4 Positive and Integrable Random Variables -- 8.5 Conditional Distributions -- 8.6 Computational Techniques -- 8.7 Complements -- 8.8 Exercises -- 9 Martingales -- 9.1 Fundamentals -- 9.2 Stopping Times -- 9.3 Optional Sampling Theorems -- 9.4 Martingale Convergence Theorems -- 9.5 Applications of Convergence Theorems -- 9.6 Complements -- 9.7 Exercises -- A Notation -- B Named Objects.
    In: Springer eBooks
    Weitere Ausg.: Printed edition: ISBN 9781461269373
    Sprache: Englisch
    Schlagwort(e): Lehrbuch
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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