Stochastic processes

著者

• Coleman, Rodney

書誌事項

Stochastic processes

Rodney Coleman

（Problem solvers, no. 14）

Allen and Unwin, 1974

• pbk

注記

Includes index

内容説明・目次

目次

1 What is a Stochastic Process?.- 2 Results from Probability Theory.- 2.1 Introduction to probability theory.- 2.2 Bivariate distributions.- 2.3 Multivariate distributions.- 2.4 Probability generating functions.- 2.5 Characteristic functions.- 3 The Random Walk.- 3.1 The unrestricted random walk.- 3.2 Types of stochastic process.- 3.3 The gambler's ruin.- 3.4 Generalisations of the random-walk model.- 4 Markov Chains.- 4.1 Definitions.- 4.2 Equilibrium distributions.- 4.3 Applications.- 4.4 Classification of the states of a Markov chain.- 5 The Poisson Process.- 6 Markov Chalns with Continuous Time Parameters.- 6.1 The theory.- 6.2 Applications.- 7 Non-Markov Processes in Continuous Time with Discrete State Spaces.- 7.1 Renewal theory.- 7.2 Population processes.- 7.3 Queuing theory.- 8 Diffusion Processes.- Recommendations For Further Reading.

「Nielsen BookData」 より

• NII書誌ID(NCID): BA20402361
• ISBN:
  • 004519016X
  • 0045190178
• LCCN: 75330279
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: London
• ページ数/冊数: 93 p.
• 大きさ: 23 cm
• 分類:
  • LCC : QA274.12
  • DC : 519.2/076
• 件名:
  • LCSH : Stochastic processes -- Problems, exercises, etc
• 親書誌ID:
  • BA07635718