最 低 价：￥48.30
定 价：￥69.00
作 者：（美）卡林（Karlin,S.），(美)泰勒（Taylor,H.M.） 著 著
出 版 社：人民邮电出版社
出版时间：2007-10-1
I S B N：9787115165985
| Samuel Karlin，斯坦福大学荣休教授，国际著名的应用概率学家，美国科学院院士，数理统计学会会士。1987年获冯·诺伊曼奖。在生灭过程中计算平稳分布的Karlin-MeGregor定理即以他的名字命名。 |
| Chapter 1 ELEMENTS OF STOCHASTIC PROCESSES 1. Review of Basic Terminology and Properties of Random Variables and Distribution Functions 2. Two Simple Examples of Stochastic Processes 3. Classification of General Stochastic Processes 4. Defining a Stochastic Process Elementary Problems Problems Notes References Chapter 2 MARKOV CHAINS 1. Definitions 2. Examples of Markov Chains 3. Transition Probability Matrices of a Markov Chain 4．Classification of States of a Markov Chain 5．Recurrence 6．Examples of Recurrent Markov Chains 7．More On Recurrence Elementary Problems Problems Notes References Chapter 3 THE BASIC LIMIT THEOREM 0F MARKOV CHAINS AND APPLICATl0NS 1．Discrete Renewal Equation 2．Proof of Theorem 1.1 3．Absorption Probabilities 4．Cfiteria for Recurrence 5．A Queuei~g Example 6．Another Queueing Model 7．Random Walk Elementary Problems Problems Notes Rererence Chapter 4 CLASSICAL EXAMPLES 0F CONTINUOUS TIME MARKOV CHAINS 1．General Pure Birth Processes and Poisson Processes 2．More about Poisson Processes 3．A Counter Model 4．Birth and Death Processes 5．Differential Equations of Birth and Death Processes 6．Examples of Birth and Death Processes 7．Birth and Death Processes with Absorbing States 8．Finite State Continuous Time Markov Chains Elementary Problems Problems Notes References Chapter 5 RENEWAL PROCESSES Chapter 6 MARTINGALES Chapter 7 BROWNIAN MOTION Chapter 8 BRANCHING PROCESSES Chapter 9 STATIONARY PROCESSES REVIEW OF MATRIX ANALYSIS Index |
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