Background
Keilson, Julian was born on November 19, 1924 in Brooklyn. Son of Jonas I. and Sarah (Eimer) Keilson.
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- Works
book
Markov Chain Models--Rarity and Exponentiality (Applied Mathematical Sciences 28)
(in failure time distributions for systems modeled by fini...)
in failure time distributions for systems modeled by finite chains. This introductory chapter attempts to provide an over view of the material and ideas covered. The presentation is loose and fragmentary, and should be read lightly initially. Subsequent perusal from time to time may help tie the mat erial together and provide a unity less readily obtainable otherwise. The detailed presentation begins in Chapter 1, and some readers may prefer to begin there directly. §O.l. Time-Reversibility and Spectral Representation. Continuous time chains may be discussed in terms of discrete time chains by a uniformizing procedure (§2.l) that simplifies and unifies the theory and enables results for discrete and continuous time to be discussed simultaneously. Thus if N(t) is any finite Markov chain in continuous time governed by transition rates vmn one may write for pet) = Pmn(t) • PN(t) = n I N(O) = m pet) = exp -vt(I - a ) (0.1.1) v where v > Max r v ' and mn m n law ~ 1 - v-I * Hence N(t) where is governed r vmn Nk = NK(t) n K(t) is a Poisson process of rate v indep- by a ' and v dent of N • k Time-reversibility (§1.3, §2.4, §2.S) is important for many reasons. A) The only broad class of tractable chains suitable for stochastic models is the time-reversible class.
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Julian Keilson
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Education
Bachelor of Science in Physics, Brooklyn College, 1947; Master of Arts, Harvard University, 1948; Doctor of Philosophy, Harvard University, 1950.
Career
He was known for his work in probability theory. His work in survival analysis is relevant to many fields, e.g., medical research, parts supply, asset depreciation, rental pricing, etc. He got his B.Sc. in physics from Brooklyn College, and M.Sc. and Ph.D. from Harvard University.
His Ph.D. thesis advisor was the Nobel Prize–winning professor of Physics, Julian Schwinger. Next he worked at MIT Lincoln Laboratories and GTE Laboratories before joining the faculty at University of Rochester (1966–96) where he started the statistics department. He also taught at MIT Sloan School of Management (1986–92).
Works
book
-
Markov Chain Models--Rarity and Exponentiality (Applied Mathematical Sciences 28)
(in failure time distributions for systems modeled by fini...)
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Markov Chain Models--Rarity and Exponentiality (Applied Mathematical Sciences 28)
Membership
Fellow Institute Math Statistics. Member International Statis Institute, Institute of Electrical and Electronics Engineers, Operations Research Society.
Connections
Married Paula Lyman, March 3, 1954. Children: Julia, David.
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Born
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Died
March 8, 1999 (aged 74)