Электронная библиотека Попечительского советамеханико-математического факультета Московского государственного университета
 Главная    Ex Libris    Книги    Журналы    Статьи    Серии    Каталог    Wanted    Загрузка    ХудЛит    Справка    Поиск по индексам    Поиск    Форум Авторизация Поиск по указателям     Grimmett G., Welsh D. — Probability: An Introduction Обсудите книгу на научном форуме Нашли опечатку?Выделите ее мышкой и нажмите Ctrl+Enter Название: Probability: An Introduction Авторы: Grimmett G., Welsh D. Аннотация: This new undergraduate text offers a concise introduction to probability and random processes. Exercises and problems range from simple to difficult, and the overall treatment, though elementary, includes rigorous mathematical arguments. Chapters contain core material for a beginning course in probability, a treatment of joint distributions leading to accounts of moment-generating functions, the law of large numbers and the central limit theorem, and basic random processes. Язык: Рубрика: Математика/ Статус предметного указателя: Готов указатель с номерами страниц ed2k: ed2k stats Год издания: 1986 Количество страниц: 211 Добавлена в каталог: 30.03.2008 Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID Предметный указатель
 Abel's lemma      50 158 159 Absolute convergence      29 67 Absolutely continuous distribution      60 Absorbing state      183 Arrival rate      169 Banach's matchbox problem      35 Bayes formula      14 Bernoulli distribution      24 27 43 53 136 Bernoulli distribution, probability generating function      48 Bilateral exponential distribution      63 88 Bilateral exponential distribution, characteristic function      123 Bilateral exponential distribution, moments      70 Binomial distribution      25 27 43 53 54 136 Binomial distribution, characteristic function      120 Binomial distribution, Moments      32 Binomial distribution, probability generating function      48 Binomial—Poisson limit theorem      27 139 Birth process      177 Birth rate      178 182 Birth-death process      182 187 Birth-death process, embedded random walk      184 Birth-death process, extinction      184 192 Birth-death-immigration process      192 Bivariate discrete distribution      36 Bivariate normal distribution      93 111 Bivariate normal distribution, joint moment generating function      122 Bivariate normal distribution, standard      93 Boole's inequality      18 Branching process      143 144 Branching process, critical      147 Branching process, extinction      147 149 Cantor distribution      102 Cantor set      102 Cardinality      7 Cauchy distribution      64 97 98 123 136 Cauchy distribution, Characteristic function      116 Cauchy distribution, Moments      69 105 Cauchy — Schwarz inequality      109 137 Central limit theorem      130 136 Changes of variables      185 Characteristic function      112 115 135 Characteristic function, inversion formula      119 Characteristic function, uniqueness theorem      119 Chebyshev's inequality      127 129 137 Chi-squared distribution      64 67 85 100 Chi-squared distribution, characteristic function      139 Chi-squared distribution, moment generating function      121 Chi-squared distribution, moments      106 Complement      4 Conditional, density function      89 Conditional, distribution function      89 Conditional, expectation      32 92 Conditional, probability      11 Continuity of probability measures      15 Continuity theorem      130 135 Continuous random variable      60 Convergence in distribution      132 Convergence in mean square      124 133 Convergence in probability      126 133 Convolution      42 84 Correlation      109 Countable set      6 Coupon-collecting problem      35 44 54 123 Covariance      108 Death rate      182 Decreasing sequence of events      16 Density function      60 Density function, joint      78 Dependent, events      13 Dependent, random variables      38 76 Difference equations      195 Difference equations, auxiliary equation      195 Difference equations, complementary solution      197 Difference equations, particular solution      197 Difference of sets      5 Discrete random variable      22 Distribution function      56 Distribution function, joint      75 Distribution, Bernoulli      24 Distribution, bilateral exponential      63 Distribution, binomial      25 Distribution, bivariate normal      93 Distribution, Cantor      102 Distribution, Cauchy      64 Distribution, chi-squared      64 Distribution, double exponential      63 Distribution, exponential      59 Distribution, extreme value      63 Distribution, F      99 Distribution, gamma      64 Distribution, geometric      25 Distribution, log-normal      70 Distribution, negative binomial      25 Distribution, normal      64 Distribution, Poisson      25 Distribution, t      99 Distribution, uniform      59 Double exponential distribution      63 88 Double exponential distribution, characteristic function      123 Double exponential distribution, moments      70 Duellists      54 98 Eddington's controversy      21 Elementary event      3 Embedded random walk      184 Equilibrium distribution      189 Event      4 Event, space      4 Expectation      29 37 67 90 102 Expected value      29 67 Experiment      3 Exponential distribution      59 60 63 65 90 96 98 121 174 Exponential distribution, characteristic function      116 Exponential distribution, moment generating function      112 Exponential distribution, Moments      69 104 Exponential generating function      45 Extreme value distribution      63 Extreme value distribution, moment generating function      191 F distribution      99 Fair      10 16 Finite additivity      21 Fourier, inverse theorem      119 Fourier, transform      119 Fubini's theorem      78 Gambler's ruin problem      159 184 Gamma distribution      64 65 84 99 121 190 Gamma distribution, characteristic function      120 Gamma distribution, moment generating function      115 Gamma distribution, Moments      106 Gamma function      64 Geiger counter      169 Generating function      45 Generation      144 Geometric distribution      25 34 43 Geometric distribution, Moments      31 50 Geometric distribution, probability generating function      47 Humbugs      35 Image      22 23 Immigration-death process      193 Increasing sequence of events      15 Independent events      13 Independent random variables      38 41 76 81 91 Indicator function      24 42 Integer-valued random variables      46 Inverse Formula      119 Jacobian      86 Joint, density function      78 Joint, distribution function      75 76 Joint, mass function      36 Joint, moment generating function      122 Jointly continuous random variables      78 Lack-of-memory property      34 96 175 186 Laplace, inverse theorem      114 Laplace, transform      114 Law of Averages      124 Law of large numbers, mean square      125 Law of Large Numbers, strong      128 Law of large numbers, weak      128 135 Log-normal distribution      70 106 Marginal, density function      80 Marginal, distribution function      76 Marginal, mass function      36 Markov's inequality      137 Mass function      23 Maximum      43 97 Mean value      29 49 67 Median      58 138 Minimum      43 97 Moment generating function      111 Moment generating function, joint      122 Moment generating function, uniqueness theorem      114 Moment problem      105 Moments      49 104 117 Multivariate distribution      36 75 Negative binomial distribution      25 Negative binomial distribution, Moments      51 Negative binomial distribution, probability generating function      48 NOMAD      143 Normal distribution      63 67 85 87 98 99 114 131 Normal distribution, bivariate      93 111 122 Normal distribution, characteristic function      117 Normal distribution, moment generating function      112 115 Normal distribution, Moments      69 Normal number      19 Occupancy problem      10 44 Order statistics      138 Outcome      3 Outcome, equiprobable      9 Pairwise independent, events      13 Pairwise independent, random variables      41 Partition      14 Partition, theorem      14 33 Poisson distribution      25 27 42 44 53 54 70 98 Poisson distribution, characteristic function      120 Poisson distribution, moment generating function      115 Poisson distribution, Moments      32 51 Poisson distribution, probability generating function      48 Poisson process      143 169 Poisson process, arrival times      170 174 Poisson process, compound      191 Poisson process, doubly stochastic      191 Poisson process, excess life      191 Poisson process, inhomogeneous      191 Poisson process, inter-arrival times      174 Power set      4 Probability, density function      60 Probability, distribution function      56 Probability, generating function      46 111 Probability, generating function, uniqueness theorem      47 Probability, mass function      23 Probability, measure      6 Probability, measure, countably additive      21 Probability, measure, finitely additive      21 Probability, space      3 7 Pseudo-random number      71 Pure birth process      179 QUEUE      185 Queue, baulking      194 Queue, equilibrium distribution      189 Queue, steady-state distribution      189 Queue, traffic intensity      189 Queue, waiting time      190 193 194 Rabbits      52 Random graph      44 Random integer      9 Random process      143 Random process, continuous time      168 Random process, discrete time      168 Random sum formula      51 Random variable      22 56 Random variable, function of      65 Random vector      75 Random walk      143 153 189 Random walk, absorbing barriers      160 Random walk, asymmetric      153 Random walk, recurrence      156 Random walk, retaining barriers      165 Random walk, simple      153 Random walk, symmetric      153 159 Random walk, three dimensional      166 Random walk, transience      156 Random walk, transition probabilities      154 Random walk, two dimensional      155 165 166 Recurrence      156 166 Recurrent event      167 Sample median      138 Sample space      3 Sample space, discrete      9 Service time      185 Simple queue      185 Singular distribution      104 Standard deviation      108 Standardized random variable      129 Steady-state distribution      189 192 193 Stirling's formula      155 Stochastic process      143 Sums of random variables      42 83 113 118 125 129 Sums of random variables, probability generating function      51 Symmetric difference      5 Symmetric distribution      123 t distribution      99 Theorem of total probability      14 Traffic intensity      189 Transience      156 166 Transient event      167 Trial      3 Unbiased      16 Uncorrelated random variables      110 Uniform distribution      59 63 71 80 136 139 Uniform distribution, Characteristic function      120 Uniform distribution, Moments      68 106 Uniform distribution, probability generating function      49 Variance      31 49 68 Venn diagram      8 Weierstrass's approximation theorem      139 Реклама     © Электронная библиотека попечительского совета мехмата МГУ, 2004-2021 | | О проекте