Markov chains: with stationary transition probabilities
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin ; Heidelberg ; New York
Springer-Verlag
1967
|
| Ausgabe: | second edition |
| Schriftenreihe: | Grundlehren der mathematischen Wissenschaften
104 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Hier auch später erschienene, unveränderte Nachdrucke |
| Beschreibung: | X, 301 Seiten |
Internformat
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| 100 | 1 | |a Chung, Kai Lai |d 1917-2009 |0 (DE-588)136125484 |4 aut | |
| 245 | 1 | 0 | |a Markov chains |b with stationary transition probabilities |c Kai Lai Chung ; Professor of Mathematics at Stanford Universit (U.S.A.) |
| 250 | |a second edition | ||
| 264 | 1 | |a Berlin ; Heidelberg ; New York |b Springer-Verlag |c 1967 | |
| 300 | |a X, 301 Seiten | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Grundlehren der mathematischen Wissenschaften |v 104 | |
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| 650 | 7 | |a Markov, Processus de |2 ram | |
| 650 | 4 | |a Processus de Markov | |
| 650 | 7 | |a chaîne Markov |2 inriac | |
| 650 | 7 | |a probabilité |2 inriac | |
| 650 | 7 | |a processus Markov |2 inriac | |
| 650 | 7 | |a processus stochastique |2 inriac | |
| 650 | 7 | |a variable aléatoire |2 inriac | |
| 650 | 0 | 7 | |a Markov-Prozess |0 (DE-588)4134948-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Markov-Kette |0 (DE-588)4037612-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stationärer Prozess |0 (DE-588)4056989-5 |2 gnd |9 rswk-swf |
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Datensatz im Suchindex
| _version_ | 1804116734479695872 |
|---|---|
| adam_text | Contents
Part I. Discrete Parameter
§ 1. Fundamental definitions 1
§ 2. Transition probabilities 5
§ 3. Classification of states 12
§ 4. Recurrence 17
§ 5- Criteria and examples 21
§ 6. The main limit theorem 28
§ 7. Various complements 35
§ 8. Repetitive pattern and renewal process 41
§ 9. Taboo probabilities 45
§ 10. The generating function 54
§11. The moments of first entrance time distributions 61
§ 12. A random walk example 71
§ 13- System theorems 76
§ 14. Functionals and associated random variables SI
§ 15. Ergodic theorems 90
§ 16. Further limit theorems 99
§ 17. Almost closed and sojourn sets 112
Part II. Continuous Parameter
§ 1. Transition matrix: basic properties 119
§ 2. Standard transition matrix 128
§ 3. Differentiability 134
§ 4. Definitions and measure-theoretic foundations 140
§ 5- The sets of constancy 148
§6. Continuity properties of sample functions 157
§7. Further specifications of the process 160
§ 8. Optional random variable 165
§ 9. Strong Markov property 172
§ 10. Classification of states 1S2
§ 11. Taboo probability functions 187
§ 12. Last exit time 197
§13. Ratio limit theorems; discrete approximations 212
§ 14. Functionals 224
§ 15. Post-exit process 230
§ 16. Imbedded renewal process 230
§17. The two systems of differential equations 245
§ 18. The minimal solution 251
§ 19. The first infinity 257
§ 20. Examples 272
Bibliography 292
Index 20S
|
| any_adam_object | 1 |
| author | Chung, Kai Lai 1917-2009 |
| author_GND | (DE-588)136125484 |
| author_facet | Chung, Kai Lai 1917-2009 |
| author_role | aut |
| author_sort | Chung, Kai Lai 1917-2009 |
| author_variant | k l c kl klc |
| building | Verbundindex |
| bvnumber | BV002276649 |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274.7C488 1967 |
| callnumber-search | QA274.7C488 1967 |
| callnumber-sort | QA 3274.7 C488 41967 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 237 SK 820 |
| ctrlnum | (OCoLC)301649421 (DE-599)BVBBV002276649 |
| dewey-full | 519/.1 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519/.1 |
| dewey-search | 519/.1 |
| dewey-sort | 3519 11 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | second edition |
| format | Book |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T15:43:13Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-001495647 |
| oclc_num | 301649421 |
| open_access_boolean | |
| owner | DE-91G DE-BY-TUM DE-473 DE-BY-UBG DE-154 DE-739 DE-355 DE-BY-UBR DE-20 DE-Aug4 DE-824 DE-19 DE-BY-UBM DE-29T DE-384 DE-703 DE-188 DE-210 DE-521 DE-706 DE-83 |
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| physical | X, 301 Seiten |
| publishDate | 1967 |
| publishDateSearch | 1967 |
| publishDateSort | 1967 |
| publisher | Springer-Verlag |
| record_format | marc |
| series | Grundlehren der mathematischen Wissenschaften |
| series2 | Grundlehren der mathematischen Wissenschaften |
| spelling | Chung, Kai Lai 1917-2009 (DE-588)136125484 aut Markov chains with stationary transition probabilities Kai Lai Chung ; Professor of Mathematics at Stanford Universit (U.S.A.) second edition Berlin ; Heidelberg ; New York Springer-Verlag 1967 X, 301 Seiten txt rdacontent n rdamedia nc rdacarrier Grundlehren der mathematischen Wissenschaften 104 Hier auch später erschienene, unveränderte Nachdrucke Markov, Processus de ram Processus de Markov chaîne Markov inriac probabilité inriac processus Markov inriac processus stochastique inriac variable aléatoire inriac Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Markov-Kette (DE-588)4037612-6 gnd rswk-swf Stationärer Prozess (DE-588)4056989-5 gnd rswk-swf Markov-Kette (DE-588)4037612-6 s DE-604 Stationärer Prozess (DE-588)4056989-5 s Markov-Prozess (DE-588)4134948-9 s Grundlehren der mathematischen Wissenschaften 104 (DE-604)BV000000395 104 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001495647&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Chung, Kai Lai 1917-2009 Markov chains with stationary transition probabilities Grundlehren der mathematischen Wissenschaften Markov, Processus de ram Processus de Markov chaîne Markov inriac probabilité inriac processus Markov inriac processus stochastique inriac variable aléatoire inriac Markov-Prozess (DE-588)4134948-9 gnd Markov-Kette (DE-588)4037612-6 gnd Stationärer Prozess (DE-588)4056989-5 gnd |
| subject_GND | (DE-588)4134948-9 (DE-588)4037612-6 (DE-588)4056989-5 |
| title | Markov chains with stationary transition probabilities |
| title_auth | Markov chains with stationary transition probabilities |
| title_exact_search | Markov chains with stationary transition probabilities |
| title_full | Markov chains with stationary transition probabilities Kai Lai Chung ; Professor of Mathematics at Stanford Universit (U.S.A.) |
| title_fullStr | Markov chains with stationary transition probabilities Kai Lai Chung ; Professor of Mathematics at Stanford Universit (U.S.A.) |
| title_full_unstemmed | Markov chains with stationary transition probabilities Kai Lai Chung ; Professor of Mathematics at Stanford Universit (U.S.A.) |
| title_short | Markov chains |
| title_sort | markov chains with stationary transition probabilities |
| title_sub | with stationary transition probabilities |
| topic | Markov, Processus de ram Processus de Markov chaîne Markov inriac probabilité inriac processus Markov inriac processus stochastique inriac variable aléatoire inriac Markov-Prozess (DE-588)4134948-9 gnd Markov-Kette (DE-588)4037612-6 gnd Stationärer Prozess (DE-588)4056989-5 gnd |
| topic_facet | Markov, Processus de Processus de Markov chaîne Markov probabilité processus Markov processus stochastique variable aléatoire Markov-Prozess Markov-Kette Stationärer Prozess |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001495647&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000000395 |
| work_keys_str_mv | AT chungkailai markovchainswithstationarytransitionprobabilities |