Stochastic Processes Problems and Solutions (Methuen's Monographs on Applied Probability and Statistics)

Takacs, L.

ISBN 10: 0412203405 / ISBN 13: 9780412203404

Editore: Springer, 1966

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Dati bibliografici

• Titolo: Stochastic Processes Problems and Solutions (Methuen's Monographs on Applied Probability and Statistics)
• Editore: Springer
• Data di pubblicazione: 1966
• Lingua: Inglese
• ISBN 10: 0412203405
• ISBN 13: 9780412203404
• Rilegatura: Brossura
• Condizione: New

Descrizione articolo

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.

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.