Stochastic ordering and dependence in applied probability (Q1345402)

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scientific article; zbMATH DE number 729458
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    Stochastic ordering and dependence in applied probability
    scientific article; zbMATH DE number 729458

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      Stochastic ordering and dependence in applied probability (English)
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      2 March 1995
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      The quoted text below is taken from the author's preface. ``The book is an introductory course in stochastic orderings and dependence in the field of applied probability for readers with some background in mathematics. \dots It is addressed to a reader willing to use, for example, Lebesgue measure, conditional expectations with respect to sigma fields, martingales, or compensators, as a common language in this field. \dots In Chapter 1 a selection of one-dimensional orderings is presented together with applications in the theory of queues. Some parts of this selection are based on the recent literature (not older than five years).'' A more thorough coverage of one-dimensional orderings can be found in the recent book ``Stochastic orders and their applications'' by the reviewer and \textit{J. G. Shanthikumar} (1994; Zbl 0806.62009). However, Chapter 1 in the reviewed text contains plenty of examples in queueing theory which illustrate the use of the orders that are discussed. ``In Chapter 2 the material is centered around the strong stochastic ordering in many dimensions and functional spaces. Necessary facts about conditioning, Markov processes and point processes are introduced, together with some classical results such as the product formula and Poissonian departure theorem for Jackson networks, replacement policies, and single server queues connected with Markov renewal processes.'' ``Chapter 3 is devoted to dependence, and relations between dependence and ordering, exemplified by results on queueing networks and point processes.'' The coverage in this chapter is not exhaustive, but in many respects it updates the coverage of this area in the book ``Statistical theory of reliability and life testing'' by \textit{R. E. Barlow} and \textit{F. Proschan} (1975; Zbl 0379.62080). ``From the technical point of view the unifying thought of this course is to construct random elements on a common probability space to derive required properties almost surely. A unifying language is that of the theory of point processes.'' The text is a volume in the series Lecture Notes in Statistics, published by Springer Verlag. In this series the author provides the publisher with a camera ready copy which seems not to be edited by a professional proofreader. Indeed, I have noticed annoying editorial mistakes and inconsistencies in almost every page of this text. I believe that people who work in the area of queueing theory and reliability theory, and who would like to apply stochastic orders in their research, will find this text very useful. Also, the relatively low price of this book will be welcome by many.
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      stochastic orderings
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      Poissonian departure theorem
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      Jackson networks
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      replacement policies
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      Markov renewal processes
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      queueing networks
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      point processes
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