随机过程初级教程(英文影印版.第2版)
基本信息
- 作者: (美)Samuel Karlin Howard M. Taylor [作译者介绍]
- 丛书名: 图灵原版数学.统计学系列
- 出版社:人民邮电出版社
- ISBN:9787115165985
- 上架时间:2007-10-24
- 出版日期:2007 年10月
- 开本:16开
- 页码:557
- 版次:2-1
- 所属分类:
数学 > 概率论与数理统计 > 概率统计
教材 > 研究生/本科/专科教材 > 理学 > 数学
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作译者回到顶部↑
本书提供作译者介绍
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。
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目录回到顶部↑
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
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







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