Stochastic Processes Problems and Solutions - Brossura

Takacs, L.

Brossura

ISBN 10: 0412203405 ISBN 13: 9780412203404

Casa editrice: Springer, 1966

Riassunto

and included in the series are some of the newer applications of probability theory to stochastic models in various fields, storage and service problems, 'Monte Carlo' techniques, etc.

Su questo libro

Contenuti

1 Markov Chains.- 1: Definition.- 2: Transition and absolute probabilities.- 3: Determination of the higher transition probabilities.- 4: Classification of states.- 5: The limit of the higher transition probabilities.- 6: Classification of Markov chains.- 7: The limiting distributions of irreducible Markov chains.- Problems.- 8: Markov chains with continuous state space.- Problems.- 9: Stationary stochastic sequences.- Problems.- 2 Markov Processes.- 1: Introduction.- 2: Definition.- 3: Poisson process.- 4: Markov process with a finite or denumerably infinite number of states.- 5: Markov process with continuous transition.- 6: Mixed Markov processes.- Problems.- 3 Non-Markovian Processes.- 1: Recurrent processes.- 2: Stationary stochastic processes.- 3: Secondary stochastic processes generated by a stochastic process.- Problems.- 4 Solutions of Problems.- 1: Markov chains.- 2: Markov processes.- 3: Non-Markovian processes.- References.

Dettagli dell'edizione

• Editore: Springer
• Data di pubblicazione: 1966
• Lingua: Inglese
• ISBN 10: 0412203405
• ISBN 13: 9780412203404
• Rilegatura: Copertina flessibile
• Numero di pagine: 152
• Contatto del produttore: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Germania