Applied Probability by Frank A. Haight.

Probability (including stochastic processes) is now being applied to virtually every academic discipline, especially to the sciences. An area of substantial application is that known as operations research or industrial engineering, which incorporates subjects such as queueing theory, optimization,...

Full description

Saved in:
Bibliographic Details
Main Author: Haight, Frank A. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer US : Imprint: Springer, 1981.
Edition:1st ed. 1981.
Series:Mathematical Concepts and Methods in Science and Engineering ; 23
Springer eBook Collection.
Subjects:
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.

MARC

LEADER 00000nam a22000005i 4500
001 b3205838
003 MWH
005 20191027092456.0
007 cr nn 008mamaa
008 121204s1981 xxu| s |||| 0|eng d
020 |a 9781461564676 
024 7 |a 10.1007/978-1-4615-6467-6  |2 doi 
035 |a (DE-He213)978-1-4615-6467-6 
050 4 |a E-Book 
072 7 |a PBT  |2 bicssc 
072 7 |a MAT029000  |2 bisacsh 
072 7 |a PBT  |2 thema 
072 7 |a PBWL  |2 thema 
100 1 |a Haight, Frank A.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Applied Probability  |h [electronic resource] /  |c by Frank A. Haight. 
250 |a 1st ed. 1981. 
264 1 |a New York, NY :  |b Springer US :  |b Imprint: Springer,  |c 1981. 
300 |a XI, 290 p.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a Mathematical Concepts and Methods in Science and Engineering ;  |v 23 
490 1 |a Springer eBook Collection 
505 0 |a 1. Discrete Probability -- 1.1. Applied Probability -- 1.2. Sample Spaces -- 1.3. Probability Distributions and Parameters -- 1.4. The Connection between Distributions and Sample Points: Random Variables -- 1.5. Events and Indicators -- 1.6. Mean and Variance -- 1.7. Calculation of the Mean and Variance -- 1.8. The Distribution Function -- 1.9. The Gamma Function and the Beta Function -- 1.10. The Negative Binomial Distribution -- 1.11. The Probability Generating Function -- 1.12. The Catalan Distribution -- 1.13. More about the p.g.f.; The Equation s = ?(s) -- 1.14. Problems -- 2. Conditional Probability -- 2.1. Introduction. An Example -- 2.2. Conditional Probability and Bayes’ Theorem -- 2.3. Conditioning -- 2.4. Independence and Bernoulli Trials -- 2.5. Moments, Distribution Functions, and Generating Functions -- 2.6. Convolutions and Sums of Random Variables -- 2.7. Computing Convolutions: Examples -- 2.8. Diagonal Distributions -- 2.9. Problems -- 3. Markov Chains -- 3.1. Introduction: Random Walk -- 3.2. Definitions -- 3.3. Matrix and Vector -- 3.4. The Transition Matrix and Initial Vector -- 3.5. The Higher-Order Transition Matrix: Regularity -- 3.6. Reducible Chains -- 3.7. Periodic Chains -- 3.8. Classification of States. Ergodic Chains -- 3.9. Finding Equilibrium Distributions—The Random Walk Revisited -- 3.10. A Queueing Model -- 3.11. The Ehrenfest Chain -- 3.12. Branching Chains -- 3.13. Probability of Extinction -- 3.14. The Gambler’s Ruin -- 3.15. Probability of Ruin as Probability of Extinction -- 3.16. First-Passage Times -- 3.17. Problems -- 4. Continuous Probability Distributions -- 4.1. Examples -- 4.2. Probability Density Functions -- 4.3. Change of Variables -- 4.4. Convolutions of Density Functions -- 4.5. The Incomplete Gamma Function -- 4.6. The Beta Distribution and the Incomplete Beta Function -- 4.7. Parameter Mixing -- 4.8. Distribution Functions -- 4.9. Stieltjes Integration -- 4.10. The Laplace Transform -- 4.11. Properties of the Laplace Transform -- 4.12. Laplace Inversion -- 4.13. Random Sums -- 4.14. Problems -- 5. Continuous Time Processes -- 5.1. Introduction and Notation -- 5.2. Renewal Processes -- 5.3. The Poisson Process -- 5.4. Two-State Processes -- 5.5. Markov Processes -- 5.6. Equilibrium -- 5.7. The Method of Marks -- 5.8. The Markov Infinitesimal Matrix -- 5.9. The Renewal Function -- 5.10. The Gap Surrounding an Arbitrary Point -- 5.11. Counting Distributions -- 5.12. The Erlang Process -- 5.13. Displaced Gaps -- 5.14. Divergent Birth Processes -- 5.15. Problems -- 6. The Theory of Queues -- 6.1. Introduction and Classification -- 6.2. The M? / M? / 1 Queue: General Solution -- 6.3. The M? / M? / 1 Queue: Oversaturation -- 6.4. The M? / M? / 1 Queue: Equilibrium -- 6.5. The M? / M? / n Queue in Equilibrium: Loss Formula -- 6.6. The M? / G? / 1 Queue and the Imbedded Markov Chain -- 6.7. The Pollaczek-Khintchine Formula -- 6.8. Waiting Time -- 6.9. Virtual Queueing Time -- 6.10. The Equation y = xe?x -- 6.11. Busy Period: Borel’s Method -- 6.12. The Busy Period Treated as a Branching Process: The M / G /1 Queue -- 6.13. The Continuous Busy Period and the M / G /1 Queue -- 6.14. Generalized Busy Periods -- 6.15. The G / M /1 Queue -- 616 Balking -- 6.17. Priority Service -- 6.18. Reverse-Order Service (LIFO) -- 6.19. Problems. 
520 |a Probability (including stochastic processes) is now being applied to virtually every academic discipline, especially to the sciences. An area of substantial application is that known as operations research or industrial engineering, which incorporates subjects such as queueing theory, optimization, and network flow. This book provides a compact introduction to that field for students with minimal preparation, knowing mainly calculus and having "mathe­ matical maturity." Beginning with the basics of probability, the develop­ ment is self-contained but not abstract, that is, without measure theory and its probabilistic counterpart. Although the text is reasonably short, a course based on this book will normally occupy two semesters or three quarters. There are many points in the discussions and problems which require the assistance of an instructor for completeness and clarity. The book is designed to give equal emphasis to those applications which motivate the subject and to appropriate mathematical techniques. Thus, the student who has successfully completed the course is ready to turn in either of two directions: towards direct study of research papers in operations research, or towards a course in abstract probability, for which this text provides the intuitive background. Frank A. Haight Pennsylvania State University vii Contents 1. Discrete Probability .................................................. 1 1.1. Applied Probability. . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2. Sample Spaces ......................................................... 3 1.3. Probability Distributions and Parameters. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 1.4. The Connection between Distributions and Sample Points: Random Variables. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 . . . . . . . . . . . . . . . . . . . 
590 |a Loaded electronically. 
590 |a Electronic access restricted to members of the Holy Cross Community. 
650 0 |a Probabilities. 
650 0 |a Operations research. 
650 0 |a Decision making. 
690 |a Electronic resources (E-books) 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
830 0 |a Mathematical Concepts and Methods in Science and Engineering ;  |v 23 
830 0 |a Springer eBook Collection. 
856 4 0 |u https://holycross.idm.oclc.org/login?auth=cas&url=https://doi.org/10.1007/978-1-4615-6467-6  |3 Click to view e-book  |t 0 
907 |a .b3205838x  |b 04-18-22  |c 02-26-20 
998 |a he  |b 02-26-20  |c m  |d @   |e -  |f eng  |g xxu  |h 0  |i 1 
912 |a ZDB-2-SMA 
912 |a ZDB-2-BAE 
950 |a Mathematics and Statistics (Springer-11649) 
902 |a springer purchased ebooks 
903 |a SEB-COLL 
945 |f  - -   |g 1  |h 0  |j  - -   |k  - -   |l he   |o -  |p $0.00  |q -  |r -  |s b   |t 38  |u 0  |v 0  |w 0  |x 0  |y .i21190033  |z 02-26-20 
999 f f |i d81178c7-4a1e-5c0a-aaaa-75fe693eb853  |s 9594e837-f40e-55dd-97ed-567544909c2a  |t 0 
952 f f |p Online  |a College of the Holy Cross  |b Main Campus  |c E-Resources  |d Online  |t 0  |e E-Book  |h Library of Congress classification  |i Elec File