随机过程高级教程(英文影印版)

.　　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