Stochastic processes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Wiley
1994
|
| Ausgabe: | 2. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XV, 598 S. |
| ISBN: | 0470220538 8122405495 |
Internformat
MARC
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Datensatz im Suchindex
| _version_ | 1804126308992548864 |
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| adam_text | STOCHASTIC PROCESSES SECOND EDITION J. PROFESSOR EMERITUS GAUHATI
UNIVERSITY JOHN WILEY AE SONS NEW YORK * CHICHESTER * BRISBANE * TORONTO
* SINGAPORE CONTENTS PREFACE TO THE SECOND EDITION PREFACE TO THE FIRST
EDITION CHAPTER 1: PROBABILITY DISTRIBUTIONS 1.1 GENERATING FUNCTIONS
1.2 LAPLACE TRANSFORMS 1.3 LAPLACE (STIELTJES) TRANSFORM OF A
PROBABILITY DISTRIBUTION OR OF A RANDOM VARIABLE 1.4 CLASSIFICATION OF
DISTRIBUTIONS EXERCISES REFERENCES IX XI 1-55 L 17 19 42 47 55 CHAPTER
2: STOCHASTIC PROCESSES: SOME NOTIONS 2.1 INTRODUCTION 2.2 SPECIFICATION
OF STOCHASTIC PROCESSES 23 STATIONARY PROCESSES 2.4 MARTINGALES
EXERCISES REFERENCES 56-68 56 57 58 63 66 68 CHAPTER 3: MARKOV CHAINS 3.
1 DEFINITION AND EXAMPLES 3.2 HIGHER TRANSITION PROBABILITIES 3.3
GENERALISATION OF INDEPENDENT BERNOULLI TRIALS: SEQUENCE OF CHAIN-
DEPENDENT TRIALS 3.4 CLASSIFICATION OF STATES AND CHAINS 3.5
DETERMINATION OF HIGHER TRANSITION PROBABILITIES 3.6 STABILITY OF A
MARKOV SYSTEM 3.7 GRAPH THEORETIC APPROACH 3.8 MARKOV CHAIN WITH
DENUMERABLE NUMBER OF STATES 3.9 REDUCIBLE CHAINS 3.10 STATISTICAL
INFERENCE FOR MARKOV CHAINS 3.11 MARKOV CHAINS WITH CONTINUOUS STATE
SPACE 3.12 NON-HOMOGENEOUS CHAINS EXERCISES REFERENCES 69-156 69 78 82
88 100 107 112 114 116 132 139 142 148 155 CHAPTER 4: MARKOV PROCESSES
WITH DISCRETE STATE SPACE: POISSON PROCESS AND ITS EXTENSIONS 4.1
POISSON PROCESS 4.2 POISSON PROCESS AND RELATED DISTRIBUTIONS 4.3
GENERALISATIONS OF POISSON PROCESS 4.4 BIRTH AND DEATH PROCESS 157-220
157 170 176 186 XIV CONTENTS 4.5 MARKOV PROCESSES WITH DISCRETE STATE
SPACE (CONTINUOUS TIME MARKOV CHAINS) 192 4.6 RANDOMIZATION
(UNIFORMIZATION): DERIVED MARKOV CHAINS 206 4.7 ERLANG PROCESS 210
EXERCISES 213 REFERENCES 220 CHAPTER 5: MARKOV PROCESSES WITH CONTINUOUS
STATE SPACE 221-241 5.1 INTRODUCTION: BROWNIAN MOTION 221 5.2 WIENER
PROCESS 222 5.3 DIFFERENTIAL EQUATIONS FOR A WIENER PROCESS 224 5.4
KOLMOGOROV EQUATIONS 226 5.5 FIRST PASSAGE TIME DISTRIBUTION FOR WIENER
PROCESS 227 5.6 OMSTEIN-UHLENBECK PROCESS 233 EXERCISES 237 REFERENCES
240 CHAPTER 6: RENEWAL PROCESSES AND THEORY 242-312 6.1 RENE WAL PROCESS
242 6.2 RENEWAL PROCESSES IN CONTINUOUS TIME 249 6.3 RENEWAL EQUATION
255 6.4 STOPPING TIME: WALD S EQUATION 258 6.5 RENE WAL THEOREMS 260 6.6
DELAYED AND EQUILIBRIUM RENEWAL PROCESSES 272 6.7 RESIDUAL AND EXCESS
LIFETIMES 283 6.8 RENEWAL REWARD (CUMULATIVE RENEWAL) PROCESS 290 6.9
ALTEMATING (OR TWO-STAGE) RENEWAL PROCESS 294 6.10 REGENERATIVE
STOCHASTIC PROCESSES: EXISTENCE OF LIMITS 298 6.11 REGENERATIVE
INVENTORY SYSTEM 301 6.12 GENERALISATION OF THE CLASSICAL RENEWAL THEORY
305 EXERCISES 307 REFERENCES 311 CHAPTER 7: MARKOV RENEWAL AND
SEMI-MARKOV PROCESSES 7.1 INTRODUCTION 7.2 DEFINITIONS AND PRELIMINARY
RESULTS 7.3 MARKOV RENEWAL EQUATION 7.4 LIMITING BEHAVIOUR 7.5 FIRST
PASSAGE TIME EXERCISES REFERENCES 313-339 313 314 323 325 331 337 339
CHAPTER 8: STATIONARY PROCESSES AND TIME SERIES 8.1 INTRODUCTION 8.2
MODELS OF TIME SERIES 8.3 TIME AND FREQUENCY DOMAIN: POWER SPECTRUM 8.4
STATISTICAL ANALYSIS OF TIME SERIES: SOME OBSERVATIONS EXERCISES
REFERENCES 340-361 340 341 349 355 357 360 CONTENTS XV CHAPTER 9:
BRANCHING PROCESSES 362-406 9.1 INTRODUCTION 362 9.2 PROPERTIESOF
GENERATING FUNCTIONS OF BRANCHING PROCESSES 363 9.3 PROBABILITY
OFEXTINCTION 366 9.4 DISTRIBUTION OF THE TOTAL NUMBER OF PROGENY 375 9.5
CONDITIONAL LIMIT LAWS 377 9.6 GENERALISATIONS OF (HE CLASSICAL
GALTON-WATSON PROCESS 384 9.7 CONTINUOUS-TIME MARKOV BRANCHING PROCESS
389 9.8 AGE DEPENDENT BRANCHING PROCESS: BELLMAN-HARRIS PROCESS 395 9.9
GENERAL BRANCHING PROCESSES 399 9.10 SOME OBSERVATIONS 400 EXERCISES 401
REFERENCES 404 CHAPTER 10: STOCHASTIC PROCESSES IN QUEUEING AND
RELIABILITY 407-523 10.1 QUEUEING SYSTEMS: GENERAL CONCEPTS 407 10.2 THE
QUEUEING MODEL M/M/L: STEADY STATE BEHAVIOUR 411 10.3 TRANSIENT
BEHAVIOUR OF M/M/L MODEL 421 10.4 BIRTH AND DEATH PROCESSES IN QUEUEING
THEORY: MULTICHANNEL MODELS 431 10.5 NON-BIRTH AND DEATH QUEUEING
PROCESSES: BULK QUEUES 444 10.6 NETWORK OF MARKOVIAN QUEUEING SYSTEM 455
10.7 NON-MARKOVIAN QUEUEING MODELS 461 10.8 THE MODEL GI/M/L 480 10.9
THE MODEL M/G (O, B)/ . 486 10.10 SOME GENERAL OBSERVATIONS 490 10.11
RELIABILITY 493 EXERCISES 508 REFERENCES 517 APPENDIX A: SOME BASIC
MATHEMATICAL RESULTS A. 1 IMPORTANT PROPERTIES OF LAPLACE TRANSFORMS A.2
DIFFERENCE EQUATIONS A.3 DIFFERENTIAL-DIFFERENCE EQUATIONS A.4 MATRIX
ANALYSIS EXERCISES REFERENCES APPENDIX B: ANSWERS TO EXERCISES APPENDIX
C: ABBREVIATIONS GLOSSARY OF COMMONLY USED NOTATIONS APPENDIX D: TABLE
D.L TABLE D.2 TABLE OF LAPLACE TRANSFORMS IMPORTANT PROBABILITY
DISTRIBUTIONS AND THEIR PARAMETERS, MOMENTS. MOMENT GENERATING FUNCTIONS
TABLE D.3 PERFORMANCE MEASURES [STEADY STATE] OF SOME QUEUEING MODELS
AUTHORINDEX SUBJECT INDEX 524-559 524 530 539 544 556 559 560-568 569
570 577-578 579-581 582-585 587 592
|
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| discipline | Mathematik |
| edition | 2. ed. |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:15:24Z |
| institution | BVB |
| isbn | 0470220538 8122405495 |
| language | English |
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| physical | XV, 598 S. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | Wiley |
| record_format | marc |
| spelling | Medhi, Jyotiprasad Verfasser (DE-588)12875298X aut Stochastic processes J. Medhi 2. ed. New York [u.a.] Wiley 1994 XV, 598 S. txt rdacontent n rdamedia nc rdacarrier Markov, Processus de ram Processus stochastiques Processus stochastiques ram Stochastische processen gtt Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s DE-604 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007940188&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Medhi, Jyotiprasad Stochastic processes Markov, Processus de ram Processus stochastiques Processus stochastiques ram Stochastische processen gtt Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4057630-9 |
| title | Stochastic processes |
| title_auth | Stochastic processes |
| title_exact_search | Stochastic processes |
| title_full | Stochastic processes J. Medhi |
| title_fullStr | Stochastic processes J. Medhi |
| title_full_unstemmed | Stochastic processes J. Medhi |
| title_short | Stochastic processes |
| title_sort | stochastic processes |
| topic | Markov, Processus de ram Processus stochastiques Processus stochastiques ram Stochastische processen gtt Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Markov, Processus de Processus stochastiques Stochastische processen Stochastic processes Stochastischer Prozess |
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