Background
Szekli, Ryszard Jacek was born on June 3, 1956 in Wroclaw, Poland. Son of Kazimierz Eryk and Janina Maria Szekli.
(This book is an introductionary course in stochastic orde...)
This book is an introductionary course in stochastic ordering and dependence in the field of applied probability for readers with some background in mathematics. It is based on lectures and senlinars I have been giving for students at Mathematical Institute of Wroclaw University, and on a graduate course a.t Industrial Engineering Department of Texas A&M University, College Station, and 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. 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). In Chapter 2 the material is centered around the strong stochastic ordering in many dimen sional spaces and functional spaces. Necessary facts about conditioning, Markov processes an"d point processes are introduced together with some classical results such as the product formula and Poissonian departure theorem for Jackson networks, or monotonicity results for some re newal processes, then results on stochastic ordering of networks, re~~ment policies and single server queues connected with Markov renewal processes are given. Chapter 3 is devoted to dependence and relations between dependence and ordering, exem plified by results on queueing networks and point processes among others.
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mathematics educator researcher
Szekli, Ryszard Jacek was born on June 3, 1956 in Wroclaw, Poland. Son of Kazimierz Eryk and Janina Maria Szekli.
Master of Science, University Wroclaw, 1980. DMath, University Wroclaw, 1998. Habilitation, University Wroclaw, 1998.
Research fellow Hamburg (Germany) University, 1991-1992, Technology University Braunschweig, Germany, 1995. Assistant professor Texas Agricultural and Mechanical University, College Station, 1992-1993, University Wroclaw, 1983-1990, adjunct professor, 1995-1998, professor Mathematics Institute, since 1999, dean Faculty Mathematics and Informatics, since 1999. Visiting professor University Oxford, England, 1986.
(This book is an introductionary course in stochastic orde...)
Member Polskie Towarzystwo Matematyczne.
Married Ewelina Ingrid Walter, January 13, 1959. 1 child, Krzysztof.