Stochastic ordering and dependence in applied probability
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.
- An introduction to stochastic orders
- scientific article; zbMATH DE number 605729
- Stochastic orders and applications. A classified bibliography. With the collaboration of Rainer Dyckerhoff and Hartmut Holz
- Stochastic Comparisons with Applications
- Order Statistics
- scientific article; zbMATH DE number 627762
- Comparison methods for stochastic models and risks
- Stochastic orders
- scientific article; zbMATH DE number 5778838
- Poisson approximation of the mixed Poisson distribution with infinitely divisible mixing law
- On the expectations of maxima of sets of independent random variables
- Idempotent version of the Fréchet contingency array problem
- A class of bivariate stochastic orderings, with applications in actuarial sciences
- The superposition of alternating on-off flows and a fluid model
- The advantage of small machines in a stochastic fluid production process
- Inequalities for the probability content of a rotated ellipse and related stochastic domination results
- Dependence structure of sojourn times via partition separated ordering
- Risk management in credit risk portfolios with correlated assets.
- Compound geometric residual lifetime distributions and the deficit at ruin.
- A connection between supermodular ordering and positive/negative association.
- New order preserving properties of geometric compounds.
- On class L, class G and compound distributions in reliability.
- Some remarks on the supermodular order
- Impact of dependence among multiple claims in a single loss
- Risk and duality in multidimensions
- Weighted sampling without replacement
- On total positivity of exchangeable random variables obtained by symmetrization, with applications to failure-dependent lifetimes
- On the impact of conditional expectation estimators in portfolio theory
- Smooth generators of integral stochastic orders.
- Concentration order on a metric space, with some statistical applications
- Exponential inequality for associated random variables
- Stochastic bounds on sums of dependent risks
- Extremal \(GI/GI/1\) queues given two moments: exploiting Tchebycheff systems
- Unreliable M/G/1 retrial queue: Monotonicity and comparability
- Erlang loss bounds for OT-ICU systems
- A note on the convexity of ruin probabilities
- Stochastic inequalities for the queue model \(\mathrm{M}/\mathrm{G}/1/1\) with retrials
- Some sufficient conditions for stochastic comparisons between hitting times for skip-free Markov chains
- Opportunistic maintenance for multi-component shock models
- Improving the precision of model parameters using model based signal enhancement and the linear minimal model following an IVGTT in the healthy man
- Dependence properties and comparison results for Lévy processes
- A stochastic ordering for random variables with applications
- Optimization with multivariate stochastic dominance constraints
- Augmented Lagrangian methods for solving optimization problems with stochastic-order constraints
- Exponential dominance and uncertainty for weighted residual life measures
- Comparisons and asymptotics for empty space hazard functions of germ-grain models
- Negative dependence structures through stochastic ordering
- ON THE ERROR IN THE MONTE CARLO PRICING OF SOME FAMILIAR EUROPEAN PATH-DEPENDENT OPTIONS
- On Stop-Loss Order and the Distortion Pricing Principle
- Dependence structure of generalized order statistics
- Multivariate risk processes with interacting intensities
- Impact of Routeing on Correlation Strength in Stationary Queueing Network Processes
- Performance Analysis of Dynamic Priority Shifting
- Discrete-time risk processes with after-effects and association
- Stochastic ordering of classical discrete distributions
- Bounds for the Distance Between the Distributions of Sums of Absolutely Continuous i.i.d. Convex-Ordered Random Variables with Applications
- LTD and RTI dependence orderings
- scientific article; zbMATH DE number 605729 (Why is no real title available?)
- Usual and stochastic tail orders between hitting times for two Markov chains
- Properties of some stochastic orders: A unified study
- Infinite divisibility of infinite sums of lower records: a simple proof
- Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
- On the stochastic domination for batch-arrival, batch-service and assemble-transfer queueing networks
- scientific article; zbMATH DE number 774877 (Why is no real title available?)
- On negative association of some finite point processes on general state spaces
- Association and other forms of positive dependence for Feller evolution systems
- Stochastic monotonicity approach for a non-Markovian priority retrial queue
- Ordered random variables: theory and applications
- Two sensitivity orders applied to the comparison of ROC curves
- Some remarks on associated random fields, random measures and point processes
- Constant time per edge is optimal on rooted tree networks
- On association and other forms of positive dependence for Feller processes
- Reversing conditional orderings
- Shewhart Schemes with Variable Sampling Intervals Revisited
- Server waiting times in infinite supply polling systems with preparation times
- Stochastic ordering properties for systems with dependent identically distributed components
- Stop-Loss Transformierte eines höheren Grades und stochastische Ordnungen - (I) Theorie;Higher degree stop-loss transforms and stochastic orders — (I) Theory
- Stochastic comparisons for rooted butterfly networks and tree networks, with random environments
- On a Comparison Result for Markov Processes
- A Multivariate Cumulative Damage Shock Model with Block Preventive Maintenance
- Stochastic orders and majorization of mean order statistics
- Dependence ordering for Markov processes on partially ordered spaces
- Stochastic bounds and dependence properties of survival times in a multicomponent shock model
- Preservation properties by Bernstein-type operators. A probabilistic approach
- One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests
- A new method for bounding the distance between sums of independent integer-valued random variables
- Interpretation of Statistical Preference in Terms of Location Parameters
- Stability of \(L\)-statistics from weakly dependent observations
- Improved bounds on tails of convolutions of compound distributions: application to ruin probabilities for the risk process perturbed by diffusion
- Some properties of a trinomial random walk conditioned on end points
- A survey on performance analysis of warehouse carousel systems
- Inequalities between time and customer averages for HNB(W)UE arrival processes
- Lower and upper stochastic bounds for the joint stationary distribution of a non-preemptive priority retrial queueing system
- Stochastic interpretation for a single server retrial queue with Bernoulli feedback and negative customers
- The distribution of the minimum observation until a stopping time, with an application to the minimal spacing in a renewal process
- ``Weak stochastic orderings and dependence measures
- Robust stochastic dominance and its application to risk-averse optimization
- \(M/M/1\) queueing systems with inventory
- Confidence estimation for tolerance intervals
- Networks in labor markets: Wage and employment dynamics and inequality
- Comparison of semimartingales and Lévy processes
- Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound
- Stochastic orderings for discrete random variables
- Optimization with multivariate stochastic dominance constraints
- Stochastic relations of random variables and processes
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