An introduction to stochastic processes: with special reference to methods and applications
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge ; London ; New York ; Melbourne
Cambridge University Press
[1978]
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| Edition: | third edition |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | xvii, 388 Seiten Illustrationen |
| ISBN: | 0521215854 |
Staff View
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| 100 | 1 | |a Bartlett, Maurice S. |d 1910-2002 |0 (DE-588)123228247 |4 aut | |
| 245 | 1 | 0 | |a An introduction to stochastic processes |b with special reference to methods and applications |c by M. S. Bartlett ; Emeritus Professor of Biomathematics ; University of Oxford |
| 250 | |a third edition | ||
| 264 | 1 | |a Cambridge ; London ; New York ; Melbourne |b Cambridge University Press |c [1978] | |
| 264 | 4 | |c © 1978 | |
| 300 | |a xvii, 388 Seiten |b Illustrationen | ||
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Record in the Search Index
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| adam_text | CONTENTS
Preface to the First Edition page xi
Preface to the Second Edition page xv
Preface to the Third Edition page xvii
Chapter 1. genebal intboduotion
§1 1 Preliminary remarks 1
1 2 Elements of probability theory 2
1*21 Distribution functions and their properties 4
1*3 Theoretical classification and specification of
stochastic processes 9
1 31 The characteristic functional 13
Chapter 2. bandom sequences
2 1 The random walk 15
2 11 Renewals 21
2 2 Markov chains 24
2 21 Classification by asymptotic behaviour 30
2 22 Nearest neighbour systems 34
2 • 23 Wald s identity for Markov chains 39
2 3 Multiplicative chains 41
2 31 Extinction probabilities for variable
environments 46
Chapter 3. processes in continuous time
3 1 The additive process 49
3 2 Markov chains 54
3 3 Recurrence and passage times for renewal processes 60
3 31 Ergodic properties 70
3 32 Alternative method for Markov chains 73
3 4 Multiplicative chains 75
3 41 The effect of immigration 82
3 42 Point processes 84
Viii CONTENTS
3 5 General equations for Markov processes page 89 ^
3 51 Multidimensional diffusion equations with
radial symmetry 97
Chapter 4. miscellaneous statistical applications .
§4 1 Some applications of the random walk or additive
process 101
4 2 Simple renewal as a Markov process 108
4 21 Queues 1]0
4 22 Theory of storage 119
4 3 Population growth as a multiplicative process 123
4 31 Growth and mutation in bacterial popula ,
tions 130 [
4 32 Population genetics 137 i
4 4 Epidemic models 141 ;
Chapter 5. limiting stochastic operations
5 1 Stochastic convergence 153 |
5 11 Stochastic differentiation and integration 157
5 2 Stochastic linear difference and differential equa¬
tions 162
5 21 Relations between direct stochastic equa
tions and distribution equations 170
5 22 Equations for stochastic path integrals 176
5 3 Approximating and limiting solutions dependent !
on a parameter 179
Chapter 6. stationaby processes
6 1 Processes stationary to the second order 182
6 11 The spectral function 184
6 12 Stationary point processes and covariance
densities 189
6 13 The spectra of stationary point processes 191
6 2 Generalized harmonic analysis 194
6 21 The ergodic property 197
6 3 Processes with continuous spectra 199 ;
6 31 Further examples of stationary processes 203
6 4 Complete stationarity 205 j
6 41 Recurrence times for completely stationary 1
processes 208
CONTENTS IX
6 5 Multivariate and multidimensional stationary
processes page 215
6 51 Isotropy and other special conditions 218
6 52 Two dimensional point and line processes 223
6 53 Stationary processes on the circle and sphere 229
6 54 Lattice models and Markov fields 231
Chapter 7. prediction and communication theory
§7 1 Linear prediction for stationary processes 237
7 11 Further associated problems 242
7 12 Regulation and control 247
7 2 Theory of information and communication 249
7 21 Communication systems 251
Chapter 8. the statistical analysis of
STOCHASTIC PROCESSES
8 1 Principles of statistical inference 2.64
8 11 Application to stochastic processes 269
8 2 The analysis of probability chains 271
8 21 Goodness of fit of marginal frequency dis¬
tributions 281
8 22 Analysis of two dimensional chains 283
8 3 Estimation problems 285
8 31 Further examples of the use of the likelihood
function 297
Chapter 9. correlation analysis of time series
9 1 Correlation and regression analysis of stationary
sequences 300
9 11 Goodness of fit tests 306
9 12 Time series specified for continuous time 312
9 13 Numerical examples 316
9 2 Harmonic (periodogram) analysis 321
9 21 Smoothing techniques in relation to the
mean square error 331
9 • 22 Further notes and problems related to the
spectrum 335
9 23 The spectral analysis of point processes 342
X CONTENTS
9 3 Multnrariate autoregressive series page 352 ¦
9 4 Multidimensional series 358
9 41 The analysis of multidimensional point pro¬
cesses 361
9 42 The analysis of multidimensional
lattice models 362 ,
Bibliography 365
Glossary of stochastic processes 381
Index 383 :
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| any_adam_object | 1 |
| author | Bartlett, Maurice S. 1910-2002 |
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| ctrlnum | (OCoLC)2967617 (DE-599)BVBBV001941403 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | third edition |
| format | Book |
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| id | DE-604.BV001941403 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T15:37:37Z |
| institution | BVB |
| isbn | 0521215854 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-001265369 |
| oclc_num | 2967617 |
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| physical | xvii, 388 Seiten Illustrationen |
| publishDate | 1978 |
| publishDateSearch | 1978 |
| publishDateSort | 1978 |
| publisher | Cambridge University Press |
| record_format | marc |
| spelling | Bartlett, Maurice S. 1910-2002 (DE-588)123228247 aut An introduction to stochastic processes with special reference to methods and applications by M. S. Bartlett ; Emeritus Professor of Biomathematics ; University of Oxford third edition Cambridge ; London ; New York ; Melbourne Cambridge University Press [1978] © 1978 xvii, 388 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Processus stochastiques Stochastische processen gtt Toepassingen gtt Probability Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf 1\p (DE-588)4151278-9 Einführung gnd-content Stochastischer Prozess (DE-588)4057630-9 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001265369&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bartlett, Maurice S. 1910-2002 An introduction to stochastic processes with special reference to methods and applications Processus stochastiques Stochastische processen gtt Toepassingen gtt Probability Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4151278-9 |
| title | An introduction to stochastic processes with special reference to methods and applications |
| title_auth | An introduction to stochastic processes with special reference to methods and applications |
| title_exact_search | An introduction to stochastic processes with special reference to methods and applications |
| title_full | An introduction to stochastic processes with special reference to methods and applications by M. S. Bartlett ; Emeritus Professor of Biomathematics ; University of Oxford |
| title_fullStr | An introduction to stochastic processes with special reference to methods and applications by M. S. Bartlett ; Emeritus Professor of Biomathematics ; University of Oxford |
| title_full_unstemmed | An introduction to stochastic processes with special reference to methods and applications by M. S. Bartlett ; Emeritus Professor of Biomathematics ; University of Oxford |
| title_short | An introduction to stochastic processes |
| title_sort | an introduction to stochastic processes with special reference to methods and applications |
| title_sub | with special reference to methods and applications |
| topic | Processus stochastiques Stochastische processen gtt Toepassingen gtt Probability Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Processus stochastiques Stochastische processen Toepassingen Probability Stochastic processes Stochastischer Prozess Einführung |
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