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Geometric Sums: Bounds for Rare Events with Applications

Risk Analysis, Reliability, Queueing

  • Vladimir Kalashnikov

Part of the Mathematics and Its Applications book series (MAIA, volume 413)

Table of contents

  1. Front Matter
    Pages i-xvii
  2. Vladimir Kalashnikov
    Pages 1-29
  3. Vladimir Kalashnikov
    Pages 30-73
  4. Vladimir Kalashnikov
    Pages 74-100
  5. Vladimir Kalashnikov
    Pages 101-145
  6. Vladimir Kalashnikov
    Pages 146-170
  7. Vladimir Kalashnikov
    Pages 171-200
  8. Vladimir Kalashnikov
    Pages 201-249
  9. Back Matter
    Pages 250-270

About this book

Introduction

This book reviews problems associated with rare events arising in a wide range of circumstances, treating such topics as how to evaluate the probability an insurance company will be bankrupted, the lifetime of a redundant system, and the waiting time in a queue.
Well-grounded, unique mathematical evaluation methods of basic probability characteristics concerned with rare events are presented, which can be employed in real applications, as the volume also contains relevant numerical and Monte Carlo methods. The various examples, tables, figures and algorithms will also be appreciated.
Audience: This work will be useful to graduate students, researchers and specialists interested in applied probability, simulation and operations research.

Keywords

algorithm algorithms calculus operations research reliability risk analysis simulation system

Authors and affiliations

  • Vladimir Kalashnikov
    • 1
  1. 1.Institute of Systems AnalysisRussian Academy of SciencesMoscowRussia

Bibliographic information

  • DOI https://doi.org/10.1007/978-94-017-1693-2
  • Copyright Information Springer Science+Business Media B.V. 1997
  • Publisher Name Springer, Dordrecht
  • eBook Packages Springer Book Archive
  • Print ISBN 978-90-481-4868-4
  • Online ISBN 978-94-017-1693-2
  • Buy this book on publisher's site
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