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Markov–Krein Theorem
In probability theory, the Markov–Krein theorem gives the best upper and lower bounds on the expected values of certain functions of a random variable where only the first moments of the random variable are known. The result is named after Andrey Markov and Mark Krein Mark Grigorievich Krein (, ; 3 April 1907 – 17 October 1989) was a Soviet mathematician, one of the major figures of the Soviet school of functional analysis. He is known for works in operator theory (in close connection with concrete problems .... The theorem can be used to bound average response times in the M/G/k queueing system. References Theorems in probability theory {{probability-stub ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Theory
Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms of probability, axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure (mathematics), measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event (probability theory), event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of determinism, non-deterministic or uncertain processes or measured Quantity, quantities that may either be single occurrences or evolve over time in a random fashion). Although it is no ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
The Annals Of Statistics
The ''Annals of Statistics'' is a peer-reviewed statistics journal published by the Institute of Mathematical Statistics. It was started in 1973 as a continuation in part of the ''Annals of Mathematical Statistics (1930)'', which was split into the ''Annals of Statistics'' and the ''Annals of Probability''. The journal CiteScore is 5.8, and its SCImago Journal Rank is 5.877, both from 2020. Articles older than 3 years are available on JSTOR, and all articles since 2004 are freely available on the arXiv. Editorial board The following persons have been editors of the journal: * Ingram Olkin (1972–1973) * I. Richard Savage (1974–1976) * Rupert G. Miller (1977–1979) * David V. Hinkley (1980–1982) * Michael D. Perlman (1983–1985) * Willem van Zwet (1986–1988) * Arthur Cohen (1988–1991) * Michael Woodroofe (1992–1994) * Larry Brown and John Rice (1995–1997) * Hans-Rudolf Künsch and James O. Berger (1998–2000) * John Marden and Jon A. Wellner (2001–2003 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Andrey Markov
Andrey Andreyevich Markov (14 June 1856 – 20 July 1922) was a Russian mathematician best known for his work on stochastic processes. A primary subject of his research later became known as the Markov chain. He was also a strong, close to master-level, chess player. Markov and his younger brother Vladimir Markov (mathematician), Vladimir Andreyevich Markov (1871–1897) proved the Markov brothers' inequality. His son, another Andrey Markov (Soviet mathematician), Andrey Andreyevich Markov (1903–1979), was also a notable mathematician, making contributions to constructive mathematics and Recursion#Functional recursion, recursive function theory. Biography Andrey Markov was born on 14 June 1856 in Russia. He attended the St. Petersburg Grammar School, where some teachers saw him as a rebellious student. In his academics he performed poorly in most subjects other than mathematics. Later in life he attended Saint Petersburg Imperial University (now Saint Petersburg State Uni ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mark Krein
Mark Grigorievich Krein (, ; 3 April 1907 – 17 October 1989) was a Soviet mathematician, one of the major figures of the Soviet school of functional analysis. He is known for works in operator theory (in close connection with concrete problems coming from mathematical physics), the problem of moments, classical analysis and representation theory. He was born in Kyiv, leaving home at age 17 to go to Odesa. He had a difficult academic career, not completing his first degree and constantly being troubled by anti-Semitic discrimination. His supervisor was Nikolai Chebotaryov. He was awarded the Wolf Prize in Mathematics in 1982 (jointly with Hassler Whitney), but was not allowed to attend the ceremony. David Milman, Mark Naimark, Israel Gohberg, Vadym Adamyan, Mikhail Livsic and other known mathematicians were his students. He died in Odesa. On 14 January 2008, the memorial plaque of Mark Krein was unveiled on the main administration building of I.I. Mechnikov Odesa Na ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
M/G/k Queue
In queueing theory, a discipline within the mathematical theory of probability, an M/G/k queue is a queue model where arrivals are Markovian (modulated by a Poisson process), service times have a general distribution and there are ''k'' servers. The model name is written in Kendall's notation, and is an extension of the M/M/c queue, where service times must be exponentially distributed and of the M/G/1 queue with a single server. Most performance metrics for this queueing system are not known and remain an open problem. Model definition A queue represented by a M/G/''k'' queue is a stochastic process whose state space is the set , where the value corresponds to the number of customers in the queue, including any being served. Transitions from state ''i'' to ''i'' + 1 represent the arrival of a new customer: the times between such arrivals have an exponential distribution with parameter λ. Transitions from state ''i'' to ''i'' − 1 represent the departu ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
