最 低 价：￥73.90
定 价：￥89.00
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：2009-1-1
I S B N：9787115191816
| 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-McGregor定理即以他的名字命名。 |
| Chapter 10 ALGEBRAIC METHODS IN MARKOV CHAINS 1.Preliminaria 2.Relations of Eigenvalues and Recurrence Claum 3.Periodic Classes 4.Special Computational Methods in Markov Chains 5.Examples 6.Applications to Coin Tomin9 Elementary Problems Problermt Nores References Chapter 11 RATIO THEoREMS oF TRANSITl0N PROBABILITIES AND APPLICATl0NS 1.Taboo Probabilities 2.RatioTheorems 3.Existence of Generalized Stationary Distributions 4.Interpretation of Generalized Stationary Distributions 5.Regular, Superregular, and Subregular Sequences for Markov Chains 6.Stopping Rule Problems Elementary Problems Problems Notes References Chapter 12 SUMS OF INDEPENDENT RANDOM VARIABLES AS A MARKOV CHAIN 1.Recurrence Properties of Sums of Independent Random Variables 2.Local Limit Theorems 3.Right Regular Sequences for the Markov Chain 4.The Discrete Renewal Theorem Elementary Problems Problems Notes References Chapter 13 ORDER STATISTICS, POISSON PROCESSES, AND APPLICATIONS 1.Order Statistics and Their Relation to Poisson Processes 2.The Ballot Problem 3.Empirical Distribution Functions 4.Some Limit Distributions for Empirical Distribution Functions Elementary Problems Problems Notes References Chapter 14 CONTINUOUS TIME MARKOV CHAINS 1.Differentiability Properties of Transition Probabilities 2.Conservative Processes and the Forward and Backward Differential Equations 3.Construction of a Continuous Time Markov Chain from Its Infinitesimal Parameters …… Chapter 15 DIFFUSION PROCESSES Chapter 16 COMPOUNDING STOCHASTIC PROCESSES Chapter 17 FLUCTU ATION THEORY OF PARTIAL SUMS OF INDEPENDENT IDENTICALLY DIXTRIBUTED RANDOM VARIABLES Chapter 18 QUEUEING PROCESSES MISCELLANEOUS PROBLEMS Inedx |
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