Basics of applied stochastic processes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2009
|
| Schriftenreihe: | Probability and its applications
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturverz. S. 429 - 433 |
| Beschreibung: | XIV, 443 S. graph. Darst. 24 cm |
| ISBN: | 9783540893318 9783540893325 |
Internformat
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| 100 | 1 | |a Serfozo, Richard |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Basics of applied stochastic processes |c Richard Serfozo |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2009 | |
| 300 | |a XIV, 443 S. |b graph. Darst. |c 24 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Probability and its applications | |
| 500 | |a Literaturverz. S. 429 - 433 | ||
| 650 | 4 | |a Stochastischer Prozess | |
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Datensatz im Suchindex
| _version_ | 1804138613622964224 |
|---|---|
| adam_text | CONTENTS MARKOV CHAINS 1 1.1 INTRODUCTION 2 1.2 PROBABILITIES OF SAMPLE
PATHS 5 1.3 CONSTRUCTION OF MARKOV CHAINS 8 1.4 EXAMPLES 10 1.5 STOPPING
TIMES AND STRONG MARKOV PROPERTY 16 1.6 CLASSIFICATION OF STATES 19 1.7
HITTING AND ABSORBTION PROBABILITIES 26 1.8 BRANDUNG PROCESSES 30 1.9
STATIONARY DISTRIBUTIONS 33 1.10 LIMITING DISTRIBUTIONS 40 1.11
REGENERATIVE PROPERTY AND CYCLE COSTS 42 1.12 STRONG LAWS OF LARGE
NUMBERS 45 1.13 EXAMPLES OF LIMITING AVERAGES 50 1.14 OPTIMAL DESIGN OF
MARKOVIAN SYSTEMS 53 1.15 CLOSED NETWORK MODEL 55 1.16 OPEN NETWORK
MODEL 59 1.17 REVERSIBLE MARKOV CHAINS 61 1.18 MARKOV CHAIN MONTE CARLO
68 1.19 MARKOV CHAINS ON SUBSPACES 71 1.20 LIMIT THEOREMS VIA COUPLING
73 1.21 CRITERIA FOR POSITIVE RECURRENCE 76 1.22 REVIEW OF CONDITIONAL
PROBABILITIES 81 1.23 EXERCISES 84 RENEWAL AND REGENERATIVE PROCESSES 99
2.1 RENEWAL PROCESSES 90 2.2 STRONG LAWS OF LARGE NUMBERS 104 2.3 THE
RENEWAL FUNCTION 107 BIBLIOGRAFISCHE INFORMATIONEN
HTTP://D-NB.INFO/990865657 DIGITALISIERT DURCH CONTENTS 2.4 FUTURE
EXPECTATIONS 114 2.5 RENEWAL EQUATIONS 114 2.6 BLACKWELL S THEOREM 116
2.7 KEY RENEWAL THEOREM 118 2.8 REGENERATIVE PROCESSES 121 2.9 LIMITING
DISTRIBUTIONS FOR MARKOV CHAINS 126 2.10 PROCESSES WITH REGENERATIVE
INCREMENTS 126 2.11 AVERAGE SOJOURN TIMES IN REGENERATIVE PROCESSES 129
2.12 BATCH-SERVICE QUEUEING SYSTEM 132 2.13 CENTRAL LIMIT THEOREMS 135
2.14 TERMINATING RENEWAL PROCESSES 139 2.15 STATIONARY RENEWAL PROCESSES
144 2.16 REFINED LIMIT LAWS 148 2.17 PROOF OF THE KEY RENEWAL THEOREM*
151 2.18 PROOF OF BLACKWELL S THEOREM* 153 2.19 STATIONARY-CYCLE
PROCESSES* 155 2.20 EXERCISES 156 POISSON PROCESSES 169 3.1 POISSON
PROCESSES ON R+ 170 3.2 CHARACTERIZATIONS OF CLASSICAL POISSON PROCESSES
173 3.3 LOCATION OF POINTS 176 3.4 FUNCTIONS OF POINT LOCATIONS 179 3.5
POISSON PROCESSES ON GENERAL SPACES 181 3.6 INTEGRALS AND LAPLACE
FUNCTIONALS OF POISSON PROCESSES 183 3.7 POISSON PROCESSES AS SAMPLE
PROCESSES 188 3.8 DETERMINISTIC TRANSFORMATIONS OF POISSON PROCESSES 190
3.9 MARKED AND SPACE-TIME POISSON PROCESSES 194 3.10 PARTITIONS AND
TRANSLATIONS OF POISSON PROCESSES 196 3.11 MARKOV/POISSON PROCESSES 201
3.12 POISSON INPUT-OUTPUT SYSTEMS 203 3.13 NETWORK OF M T /G T /OO
STATIONS 206 3.1 CONTENTS 4.7 STATIONARY AND LIMITING DISTRIBUTIONS 258
4.8 REGENERATIVE PROPERTY AND CYCLE COSTS 263 4.9 ERGODIC THEOREMS 264
4.10 EXPECTATIONS OF COST AND UTILITY FUNCTIONS 269 4.11 REVERSIBILITY
272 4.12 MODELING OF REVERSIBLE PHENOMENA 277 4.13 JACKSON NETWORK
PROCESSES 282 4.14 MULTICLASS NETWORKS 287 4.15 POISSON TRANSITION TIMES
291 4.16 PALM PROBABILITIES 299 4.17 PASTA AT POISSON TRANSITIONS 303
4.18 RELATING PALM AND ORDINARY PROBABILITIES 306 4.19 STATIONARITY
UNDER PALM PROBABILITIES 310 4.20 G/G/L, AI/G/1 AND G/M/L QUEUES 314
4.21 MARKOV-RENEWAL PROCESSES* 321 4.22 EXERCISES 323 BROWNIAN MOTION
341 5.1 DEFINITION AND STRONG MARKOV PROPERTY 342 5.2 BROWNIAN MOTION AS
A GAUSSIAN PROCESS 345 5.3 MAXIMUM PROCESS AND HITTING TIMES 349 5.4
SPECIAL RANDOM TIMES 352 5.5 MARTINGALES 354 5.6 OPTIONAL STOPPING OF
MARTINGALES 358 5.7 HITTING TIMES FOR BROWNIAN MOTION WITH DRIFT 361 5.8
LIMITING AVERAGES AND LAW OF THE ITERATED LOGARITHM 364 5.9 DONSKERS
FUNCTIONAL CENTRAL LIMIT THEOREM 368 5.10 REGENERATIVE AND MARKOV FCLTS
373 5.11 PECULIARITIES OF BROWNIAN SAMPLE PATHS 377 5.12 BROWNIAN BRIDGE
PROCESS 379 5.13 GEOMETRIE BROWNIAN MOTION 383 5.14 MULTIDIMENSIONAL
BROWNIAN MOTION 385 5.15 BROWNIAN/POISSON PARTICLE SYSTEM 387 5.1 XIV
CONTENTS 6.6 INDEPENDENCE 415 6.7 CONDITIONAL PROBABILITIES AND
EXPECTATIONS 417 6.8 EXISTENCE OF STOCHASTIC PROCESSES 419 6.9
CONVERGENCE CONCEPTS 421 BIBLIOGRAPHICAL NOTES 427 REFERENCES 429
NOTATION 435 INDEX 437
|
| any_adam_object | 1 |
| author | Serfozo, Richard |
| author_facet | Serfozo, Richard |
| author_role | aut |
| author_sort | Serfozo, Richard |
| author_variant | r s rs |
| building | Verbundindex |
| bvnumber | BV035309923 |
| classification_rvk | QH 237 QH 443 SK 820 |
| classification_tum | MAT 605f |
| ctrlnum | (OCoLC)299151893 (DE-599)DNB990865657 |
| dewey-full | 519.23 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.23 |
| dewey-search | 519.23 |
| dewey-sort | 3519.23 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV035309923 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:30:58Z |
| institution | BVB |
| isbn | 9783540893318 9783540893325 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017114683 |
| oclc_num | 299151893 |
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| owner_facet | DE-824 DE-19 DE-BY-UBM DE-703 DE-11 DE-29T DE-898 DE-BY-UBR DE-20 DE-91G DE-BY-TUM DE-83 |
| physical | XIV, 443 S. graph. Darst. 24 cm |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Springer |
| record_format | marc |
| series2 | Probability and its applications |
| spelling | Serfozo, Richard Verfasser aut Basics of applied stochastic processes Richard Serfozo Berlin [u.a.] Springer 2009 XIV, 443 S. graph. Darst. 24 cm txt rdacontent n rdamedia nc rdacarrier Probability and its applications Literaturverz. S. 429 - 433 Stochastischer Prozess 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=017114683&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Serfozo, Richard Basics of applied stochastic processes Stochastischer Prozess Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4057630-9 |
| title | Basics of applied stochastic processes |
| title_auth | Basics of applied stochastic processes |
| title_exact_search | Basics of applied stochastic processes |
| title_full | Basics of applied stochastic processes Richard Serfozo |
| title_fullStr | Basics of applied stochastic processes Richard Serfozo |
| title_full_unstemmed | Basics of applied stochastic processes Richard Serfozo |
| title_short | Basics of applied stochastic processes |
| title_sort | basics of applied stochastic processes |
| topic | Stochastischer Prozess Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Stochastischer Prozess |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017114683&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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