Ebook: Stochastic Processes and their Applications: Proceedings of the Symposium held in honour of Professor S.K. Srinivasan at the Indian Institute of Technology Bombay, India, December 27–30, 1990

A volume of this nature containing a collection of papers has been brought out to honour a gentleman - a friend and a colleague - whose work has, to a large extent, advanced and popularized the use of stochastic point processes. Professor Srinivasan celebrated his sixt~ first 1:!irth d~ on December 16,1990 and will be retiring as Professor of Applied Mathematics from the Indian Institute of Technolo~, Madras on June 30,1991. In view of his outstanding contributions to the theor~ and applications of stochastic processes over a time span of thirt~ ~ears, it seemed appropriate not to let his birth d~ and retirement pass unnoticed. A s~posium in his honour and the publication of the proceedings appeared to us to be the most natural and sui table ~ to mark the occasion. The Indian Societ~ for ProbabU it~ and Statistics volunteered to organize the S~posium as part of their XII Annual conference in Bomba~. We requested a number of long-time friends, colleagues and former students of Professor Srinivasan to contribute a paper preferabl~ in the area of stochastic processes and their applications. The positive response and the enthusiastic cooperation of these distinguished scientists have resulted in the present collection. The contributions to this volume are divided into four parts: Stochastic Theor~ (2 articles), P~sics (6 articles), Biolo~ (4 articles) and Operations Research (12 articles). In addition the ke~note address delivered b~ Professor Srinivasan in the S~posium is also included.

---

This volume deals with Stochastic tools with special reference to applications in the areas of Physics, Biology and Operations Research. Quitea few of the papers deal with the applications of the rich theory of point processes in Physics and Operations Research. A few of the papers deal with the problems of Inference and Stochastic theory. In addition papers of some leading specialists are included. These papers reflect the latest trends in these areas and will, therefore, be of value and interest to researchers in these fields.

---

This volume deals with Stochastic tools with special reference to applications in the areas of Physics, Biology and Operations Research. Quitea few of the papers deal with the applications of the rich theory of point processes in Physics and Operations Research. A few of the papers deal with the problems of Inference and Stochastic theory. In addition papers of some leading specialists are included. These papers reflect the latest trends in these areas and will, therefore, be of value and interest to researchers in these fields.
Content:
Front Matter....Pages I-XLI
The Square Wave Spectrum of a Markov Renewal Process....Pages 1-10
Simulation and Estimation Procedures for Stress Release Model....Pages 11-27
Positive Definite Functions in Quantum Mechanics and in Turbulence....Pages 28-43
Population Monitoring and the Quantum Input-Output Formalism....Pages 44-52
An Application of the Kalman Filter in Geoastronomy....Pages 53-61
Conformal Martingales in Stochastic Mechanics....Pages 62-68
Probability Distributions over Noncommuting Variables....Pages 69-81
Stochastic Quantum Mechanics....Pages 82-98
A New Approach to the Solution of Neurological Models: Application to the Hodgkin-Huxley and the Fitzhugh-Nagumo Equations....Pages 99-113
Neuronal Variability — Stochasticity or Chaos?....Pages 114-126
A Limit Theorem and Asymptotical Statistical Characteristics for a Selective Interaction Model of a Single Neuron....Pages 127-133
Phase Dependent Population Growth Models....Pages 134-144
The Optimal Investment Process in German Industry....Pages 145-161
Incentives and Regulation in Queues....Pages 162-176
Two Models of Brand Switching....Pages 177-187
Stochastic Processes: Use and Limitations in Reliability Theory....Pages 188-210
Stochastic Processes and Optimization Problems in Assemblage Systems....Pages 211-221
A Software Package Tool for Markovian Computing Models with Many States: Principles and its Applications....Pages 222-231
Reliability Assessment Measurement for Redundant Software Systems....Pages 232-240
A Lost Sales Inventory System with Multiple Reorder Levels....Pages 241-252
Queueing Models in Hierachical Planning Systems....Pages 253-266
Reliability Analysis of a Complex System Using Boolean Function Technique....Pages 267-275
The Second Moment of the Markovian Reward Process....Pages 276-281
Correlation Functions in Reliability Theory....Pages 282-292
Back Matter....Pages 293-294

---

This volume deals with Stochastic tools with special reference to applications in the areas of Physics, Biology and Operations Research. Quitea few of the papers deal with the applications of the rich theory of point processes in Physics and Operations Research. A few of the papers deal with the problems of Inference and Stochastic theory. In addition papers of some leading specialists are included. These papers reflect the latest trends in these areas and will, therefore, be of value and interest to researchers in these fields.
Content:
Front Matter....Pages I-XLI
The Square Wave Spectrum of a Markov Renewal Process....Pages 1-10
Simulation and Estimation Procedures for Stress Release Model....Pages 11-27
Positive Definite Functions in Quantum Mechanics and in Turbulence....Pages 28-43
Population Monitoring and the Quantum Input-Output Formalism....Pages 44-52
An Application of the Kalman Filter in Geoastronomy....Pages 53-61
Conformal Martingales in Stochastic Mechanics....Pages 62-68
Probability Distributions over Noncommuting Variables....Pages 69-81
Stochastic Quantum Mechanics....Pages 82-98
A New Approach to the Solution of Neurological Models: Application to the Hodgkin-Huxley and the Fitzhugh-Nagumo Equations....Pages 99-113
Neuronal Variability — Stochasticity or Chaos?....Pages 114-126
A Limit Theorem and Asymptotical Statistical Characteristics for a Selective Interaction Model of a Single Neuron....Pages 127-133
Phase Dependent Population Growth Models....Pages 134-144
The Optimal Investment Process in German Industry....Pages 145-161
Incentives and Regulation in Queues....Pages 162-176
Two Models of Brand Switching....Pages 177-187
Stochastic Processes: Use and Limitations in Reliability Theory....Pages 188-210
Stochastic Processes and Optimization Problems in Assemblage Systems....Pages 211-221
A Software Package Tool for Markovian Computing Models with Many States: Principles and its Applications....Pages 222-231
Reliability Assessment Measurement for Redundant Software Systems....Pages 232-240
A Lost Sales Inventory System with Multiple Reorder Levels....Pages 241-252
Queueing Models in Hierachical Planning Systems....Pages 253-266
Reliability Analysis of a Complex System Using Boolean Function Technique....Pages 267-275
The Second Moment of the Markovian Reward Process....Pages 276-281
Correlation Functions in Reliability Theory....Pages 282-292
Back Matter....Pages 293-294
....