Matrix-Exponential Distributions in Applied Probability (Record no. 426978)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04115nam a22005175i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOKNUMBER | |
| International Standard Book Number | 9781493970490 |
| -- | 978-1-4939-7049-0 |
| 024 7# - | |
| -- | 10.1007/978-1-4939-7049-0 |
| -- | doi |
| 040 ## - | |
| -- | ISI Library, Kolkata |
| 050 #4 - | |
| -- | QA273.A1-274.9 |
| 050 #4 - | |
| -- | QA274-274.9 |
| 072 #7 - | |
| -- | PBT |
| -- | bicssc |
| 072 #7 - | |
| -- | MAT029000 |
| -- | bisacsh |
| 072 #7 - | |
| -- | PBT |
| -- | thema |
| 072 #7 - | |
| -- | PBWL |
| -- | thema |
| 082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bladt, Mogens. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 245 10 - TITLE STATEMENT | |
| Title | Matrix-Exponential Distributions in Applied Probability |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | by Mogens Bladt, Bo Friis Nielsen. |
| 942 ## - ADDED ENTRY ELEMENTS(KOHA) | |
| Koha item type | E-BOOKS |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| -- | author. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS | |
| Place of production, publication, distribution, manufacture | Boston, MA : |
| Name of producer, publisher, distributor, manufacturer | Springer US : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture | 2017. |
| 300 ## - | |
| -- | XVII, 736 p. 58 illus., 21 illus. in color. |
| -- | online resource. |
| 336 ## - CONTENT TYPE | |
| Content Type Term | text |
| Content Type Code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media Type Term | computer |
| Media Type Code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier Type Term | online resource |
| Carrier Type Code | cr |
| Source | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - | |
| -- | Probability Theory and Stochastic Modelling, |
| -- | 2199-3130 ; |
| -- | 81 |
| 505 0# - | |
| -- | Preface -- Notation -- Preliminaries on Stochastic Processes -- Martingales and More General Markov Processes -- Phase-type Distributions -- Matrix-exponential Distributions -- Renewal Theory -- Random Walks -- Regeneration and Harris Chains -- Multivariate Distributions -- Markov Additive Processes -- Markovian Point Processes -- Some Applications to Risk Theory -- Statistical Methods for Markov Processes -- Estimation of Phase-type Distributions -- Bibliographic Notes -- Appendix. |
| 520 ## - | |
| -- | This book contains an in-depth treatment of matrix-exponential (ME) distributions and their sub-class of phase-type (PH) distributions. Loosely speaking, an ME distribution is obtained through replacing the intensity parameter in an exponential distribution by a matrix. The ME distributions can also be identified as the class of non-negative distributions with rational Laplace transforms. If the matrix has the structure of a sub-intensity matrix for a Markov jump process we obtain a PH distribution which allows for nice probabilistic interpretations facilitating the derivation of exact solutions and closed form formulas. The full potential of ME and PH unfolds in their use in stochastic modelling. Several chapters on generic applications, like renewal theory, random walks and regenerative processes, are included together with some specific examples from queueing theory and insurance risk. We emphasize our intention towards applications by including an extensive treatment on statistical methods for PH distributions and related processes that will allow practitioners to calibrate models to real data. Aimed as a textbook for graduate students in applied probability and statistics, the book provides all the necessary background on Poisson processes, Markov chains, jump processes, martingales and re-generative methods. It is our hope that the provided background may encourage researchers and practitioners from other fields, like biology, genetics and medicine, who wish to become acquainted with the matrix-exponential method and its applications. . |
| 650 #0 - | |
| -- | Distribution (Probability theory. |
| 650 14 - | |
| -- | Probability Theory and Stochastic Processes. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 650 24 - | |
| -- | Operations Research, Management Science. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M26024 |
| 700 1# - | |
| -- | Nielsen, Bo Friis. |
| -- | author. |
| -- | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 710 2# - | |
| -- | SpringerLink (Online service) |
| 773 0# - | |
| -- | Springer eBooks |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9781493970476 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9781493970483 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9781493983773 |
| 830 #0 - | |
| -- | Probability Theory and Stochastic Modelling, |
| -- | 2199-3130 ; |
| -- | 81 |
| 856 40 - | |
| -- | https://doi.org/10.1007/978-1-4939-7049-0 |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 950 ## - | |
| -- | Mathematics and Statistics (Springer-11649) |
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