 , variance 24
Birth and death process 43
Brownian motion process 1
Cascade process 42
Chain reactions 21
Chapman — Kolmogorov equation 29 31 35
Compound Poisson process 40
Correlation function 24 53 61
Cosmic radiation 43
Counter problems 23 38 42 44 59 60
Diffusion process 43
E, expectation 24
Ehrenfest model of diffusion 18
Electron emission 39
Ergodic properties 15 23
Erlang's formula 20 41
Homogenous stochastic process 29 53
Khintchine's theorem 53
Kolmogorov — Cramer's theorem 54
Kolmogorov — Feller's equations 37
Kolmogorov's equations 31 36
Linear prediction 25 26 55 61
Machine interference problem 41
Markov chains 5 22
| Markov processes 28 31 35
Matrix, canonical decomposition 9
Matrix, eigen values 8
Matrix, stochastic 7
Nuclear reactor 44
P, probability 2
Poisson process 29 38 39 40
Polya process 43
Power supply problem 42
Radioactive disintegration 38 41
Random walk, absorbing barriers 19
Random walk, reflecting barriers 19
Recurrent processes 2 46 58 59
Renewal theory 59
Secondary processes 2 56
Shot noise 1 61 62
Spectral characteristic function 56
Spectral distribution function 25 61 62
Spectral representation 55
Stationary distribution 14 23 29
Stationary stochastic process 2 29 50 52 57
Stochastic integrals 53
Telephone traffic 1 20 41 42
Transition probabilities 6 7 8 22 31
Waiting times 19 24 44
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