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  • © 1997

Geometric Sums: Bounds for Rare Events with Applications

Risk Analysis, Reliability, Queueing

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

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Table of contents (7 chapters)

  1. Front Matter

    Pages i-xvii
  2. Introduction

    • Vladimir Kalashnikov
    Pages 1-29
  3. Miscellaneous Probability Topics

    • Vladimir Kalashnikov
    Pages 30-73
  4. Generalized Rényi Theorem

    • Vladimir Kalashnikov
    Pages 74-100
  5. Two-Sided Bounds

    • Vladimir Kalashnikov
    Pages 101-145
  6. Metric Bounds

    • Vladimir Kalashnikov
    Pages 146-170
  7. Ruin Probability

    • Vladimir Kalashnikov
    Pages 171-200
  8. Reliability Regenerative Models

    • Vladimir Kalashnikov
    Pages 201-249
  9. Back Matter

    Pages 250-270

About this book

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.

Authors and Affiliations

  • Institute of Systems Analysis, Russian Academy of Sciences, Moscow, Russia

    Vladimir Kalashnikov

Bibliographic Information

Buy it now

Buying options

eBook USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access