Classical and spatial stochastic processes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boston ; Basel ; Berlin
Birkhäuser
1998
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturangaben |
| Beschreibung: | X, 178 S. graph. Darst. |
| ISBN: | 3764340819 0817640819 |
Internformat
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Datensatz im Suchindex
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CONTENTS
PREFACE
IX
I
DISCRETE
TIME
MARKOV
CHAINS
1
LI
THREE
FUNDAMENTAL
EXAMPLES
.
2
1.2
CLASSIFICATION
OF
STATES
.
4
1.3
FINITE
MARKOV
CHAINS
.
11
1.4
BIRTH
AND
DEATH
CHAINS
.
1.5
AN
EXAMPLE
OF
COUPLING
.
1.6
TIME
TO
GET
RUINED
.
1.7
ABSORPTION
PROBABILITIES
FOR
MARTINGALES
.
1.8
RANDOM
WALKS
.
1.9
THE
BIENAYME-GALTON-WATSON
BRANCHING
PROCESS
.
1.10
PROOF
OF
THEOREM
1.2.1
.
.
.
.
1.
11
PROOF
OF
THEOREM
1.2.2
.
1.12
PROOF
OF
THEOREM
1.9.1
.
II
STATIONARY
DISTRIBUTIONS
OF
A
MARKOV
CHAIN
II.
1
EXISTENCE
OF
STATIONARY
DISTRIBUTIONS
.
II.2
REVERSIBLE
MEASURES
.
II.3
CONVERGENCE
TO
A
STATIONARY
DISTRIBUTION
.
II.4
THE
FINITE
CASE
.
II.5
PROOF
OF
PROPOSITION
II.
1.2
.
II.6
PROOF
OF
PROPOSITION
II.
1.3
.
II.7
PROOFS
OF
THEOREMS
II.3.1
AND
II.4.2
.
VIII
CONTENTS
III
CONTINUOUS
TIME
BIRTH
AND
DEATH
MARKOV
CHAINS
73
III.L
THE
EXPONENTIAL
DISTRIBUTION
.
74
III.2
CONSTRUCTION
AND
FIRST
PROPERTIES
.
77
III.3
LIMITING
PROBABILITIES
.
83
III.4
CLASSIFICATION
OF
STATES
.
89
III.5
THE
POISSON
PROCESS
.
92
III.6
PASSAGE
TIMES
.
97
III.7
A
QUEUE
WHICH
IS
NOT
MARKOVIAN
.
99
III.8
PROOF
OF
THEOREM
III.3.1
.
101
III.9
PROOF
OF
THEOREM
III.5.1
.
104
III.
10
PROOF
OF
THEOREM
III.5.2
.
107
IV
PERCOLATION
111
IV.
1
PERCOLATION
ON
Z
D
.
112
IV.2
FURTHER
PROPERTIES
OF
PERCOLATION
ON
Z
D
.
116
IV.3
PERCOLATION
ON
A
TREE
AND
TWO
CRITICAL
EXPONENTS
.
122
V
A
CELLULAR
AUTOMATON
127
V.L
THE
MODEL
.
127
V.2
A
RENORMALIZATION
ARGUMENT
.
130
VI
CONTINUOUS
TIME
BRANCHING
RANDOM
WALK
135
VI.
1
A
CONTINUOUS
TIME
BIENAYME-GALTON-WATSON
PROCESS
.
136
VI.2
A
CONTINUOUS
TIME
BRANCHING
RANDOM
WALK
.
137
VI.3
THE
FIRST
PHASE
TRANSITION
IS
CONTINUOUS
.
143
VIA
THE
SECOND
PHASE
TRANSITION
IS
DISCONTINUOUS
.
145
VI.5
PROOF
OF
THEOREM
VI.2.1
.
148
VII
THE
CONTACT
PROCESS
ON
A
HOMOGENEOUS
TREE
153
VII.
1
THE
TWO
PHASE
TRANSITIONS
.
154
VII.2
CHARACTERIZATION
OF
THE
FIRST
PHASE
TRANSITION
.
156
VII.3
THE
GRAPHICAL
CONSTRUCTION
.
158
VII.4
PROOFS
.
159
VII.5
OPEN
PROBLEMS
.
165
APPENDIX:
SOME
FACTS
ABOUT
PROBABILITIES
ON
COUNTABLE
SPACES
167
1
PROBABILITY
SPACE
.
167
2
INDEPENDENCE
.
170
3
DISCRETE
RANDOM
VARIABLES
.
172
REFERENCES
177 |
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| dewey-full | 519.2/321 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
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| discipline | Mathematik |
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| illustrated | Illustrated |
| index_date | 2024-07-02T22:32:39Z |
| indexdate | 2024-07-09T21:23:46Z |
| institution | BVB |
| isbn | 3764340819 0817640819 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016840281 |
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| physical | X, 178 S. graph. Darst. |
| publishDate | 1998 |
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| publishDateSort | 1998 |
| publisher | Birkhäuser |
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| spelling | Schinazi, Rinaldo B. 1958- Verfasser (DE-588)120793547 aut Classical and spatial stochastic processes Rinaldo B. Schinazi Boston ; Basel ; Berlin Birkhäuser 1998 X, 178 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Literaturangaben Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016840281&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Schinazi, Rinaldo B. 1958- Classical and spatial stochastic processes Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4057630-9 |
| title | Classical and spatial stochastic processes |
| title_auth | Classical and spatial stochastic processes |
| title_exact_search | Classical and spatial stochastic processes |
| title_exact_search_txtP | Classical and spatial stochastic processes |
| title_full | Classical and spatial stochastic processes Rinaldo B. Schinazi |
| title_fullStr | Classical and spatial stochastic processes Rinaldo B. Schinazi |
| title_full_unstemmed | Classical and spatial stochastic processes Rinaldo B. Schinazi |
| title_short | Classical and spatial stochastic processes |
| title_sort | classical and spatial stochastic processes |
| topic | Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Stochastic processes Stochastischer Prozess |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016840281&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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