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Grimmett G., Stirzaker D. — Probability and Random Processes |
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Предметный указатель |
Coins, transitive 45
Coins, unbiased 6; see Poisson flips
Colouring of graph 481
Colouring Poisson c. thm 287
Colouring sphere 24
Communicating states 223 297
Compensator 475
Competition lemma 291
Complement 2 564
Complete convergence 324
Complete probability space 15
Complex, pr. 388
Complex, r.v. 182 363 376
Compound, distns 125
Compound, immigration 277
Compound, Poisson distn 207
Compound, Poisson pr. 299
Compounding 153 161
Conditional, branching pr. 177 208 243 246
Conditional, c. property of Poisson pr. 277 286
Conditional, density 104 111
Conditional, distn 67 104
Conditional, entropy 303
Conditional, expectation 67 105 336 346 348
Conditional, independence 13 14 49
Conditional, mass fn 67
Conditional, probability 9 22
Conditional, probability mass fn 67
Conditional, s.r.w. 75
Conditional, variance 69
Conditional, Wiener process 371 535 536
Conditional, with respect to -field 346 473
Conductance bound 296
Congruential generator 122
Constant r.v. 29
Continuity 565
Continuity, distn fns 28 190
Continuity, marginals 102
Continuity, of expectation 179
Continuity, of probability measures 7 23
Continuity, of Wiener pr. 516 522 524
Continuity, sample paths 516 541 543
Continuity, thm 190
Continuous r.v. 33 89
Continuous r.v. examples 33 95
Continuous r.v. expectation 93
Continuous r.v. independence 99
Continuous r.v. jointly 40 99
Continuous r.v. limits of discrete r.v. 43 179
Continuous r.v. moments 94
Continuous-time martingale 501
Convergence 306 308 310
Convergence almost sure (a.s.) 308
Convergence bounded 180 229
Convergence c.f. 190
Convergence Cauchy 309 323
Convergence complete 324
Convergence dominated 180 317
Convergence in distn 190 193 308
Convergence in law 193 309
Convergence in mean 309
Convergence in mean square 309
Convergence in measure 306
Convergence in norm 306
Convergence in probability 308
Convergence in rth mean 308
Convergence in total variation 318
Convergence martingale 338 481 498 502
Convergence moments 353
Convergence monotone 179
Convergence pointwise 306
Convergence radius of 150
Convergence weak 193 309 316
Convex, fn 181 475
Convex, rock 147
Convolution 70 415
Convolution c. thm 567
Convolution sequences 70 149
Convolution, integral 114
Convolution, Laplace 182
Corn Flakes 8 22
Correlation coefficient 64
Correlation coefficient, bivariate normal distn 101
Correlation coefficient, countably additive 5 23
Correlation coefficient, counters 423
Correlation coefficient, dead period 423 437
Correlation coefficient, Geiger 246 423
Correlation coefficient, type 2 438
Correlation coefficient, types 423
Counting process 365
Coupling 127 133
Coupling birth-death pr. 303
Coupling game 235
Coupling Markov chains 233
Coupling maximal 133 356
Coupling Poisson 129
Coupling renewal pr. 160 429
coupons 55 162 210
Covariance 64
Covariance bivariate normal distn 101
Covariance complex r.v. 376
Covariance matrix 85 117
Covariance Poisson pr. 355
Covariance stationary 361
Cox process 299
Criterion, Kolmogorov 239
Criterion, non-nullity 227
Criterion, persistence 231 237
Criterion, transience 230
Critical branching process 245
Crofton's method 135
Crudely stationary 365
Cubic lattice 514 560
Cumulants 185
Cups and saucers 8
Current life 366 421
Current life, Markov 423
Customer, arriving 451
Customer, departing 445 467
Customer, difficult 468
Customer, invisible 463
Customer, lucky 460
CYCLE 434
Dam 42 236
Darts 35
De Moivre - Laplace theorem 96 195
De Moivre, de M. thm 148
De Moivre, martingale 472 483 486 492
De Moivre, trial 62
De Morgan laws 4
Dead period 423 437
Death pr., birth 269
Death pr., birth-immigration 276
Death pr., immigration 270
Decimal expansion 47 305 354
Decomposition, Cholesky 147
Decomposition, Doob 474
Decomposition, Krickeberg 510
Decomposition, Markov chain 224
Decreasing -fields 499
Defective distn 154
Degradation of polymer 275
Degrees of freedom 97
Delayed renewal 366 427 438
density 33 89
Density, Arc sine 80 127
Density, beta 97
Density, bivariate normal 100 111
Density, Cauchy 97 385
Density, chi-squared 97
| Density, conditional 104 111
Density, Dirichlet 87 147
Density, exponential 95
Density, extreme value 145
Density, F(r,s) 121
Density, first passage 200 526
Density, Fisher's spherical 144
Density, gamma 96
Density, Gaussian 95
Density, joint 40 98
Density, log-normal 97 211
Density, marginal 99
Density, maximum 355
Density, maximum of Wiener pr. 526
Density, multinormal 117
Density, normal 95
Density, pectral 382
Density, standard density, normal 96
Density, Student's t 121
Density, uniform 95
Density, Weibull 97
Departure pr. 445 467
Derangement 60
Derivative 548
Detailed balance 238 293
Diagonal, d. form 116
Diagonal, d. selection 234 236
Diagonal, Jordan form 241
Dice 14 49 55
Dice weighted or loaded 44 210
Difference eqn 17 23 60 74 75 567
Differences 564
Differences martingale 476
Differential-difference eqns 248
Difficult customers 468
Diffusion 516 544
Diffusion, absorbing barrier 531
Diffusion, approximation for branching pr. 520
Diffusion, Bessel pr. 512 525
Diffusion, branching 521
Diffusion, Ehrenfest model 238 239 302
Diffusion, first passage 526 529
Diffusion, forward and backward eqns 519
Diffusion, geometric 528
Diffusion, Ito process 544
Diffusion, maximum 526 529
Diffusion, models 59 238 298 302
Diffusion, Ornstein - Uhlenbeck pr. 407 515 537 539
Diffusion, osmosis 302
Diffusion, potential theory 555
Diffusion, reflecting barrier 533
Diffusion, regular 531
Diffusion, stopping time 526 529
Diffusion, Wiener pr. 516 519
Diffusion, zeros 527 528
Diligent pupil 39
Dimer problem 87
Dirac delta function 564
Dirichlet distn 87 147
Disasters 281 300
Discontinuous marginal 102
Discounting 549
Discrete r.v. 33
Discrete r.v. independent of 48 53 63 154
Discrete r.v. sum of 70 153
Dishonest, birth pr. 252 267
Dishonest, branching pr. 273
Disjoint events 2 5
Distance preserving 389
Distribution, ancillary 203
Distribution, arc sine 80 127
Distribution, arithmetic 192 417
Distribution, atomic 33
Distribution, Benford 66
Distribution, Bernoulli 29 60
Distribution, Beta 97
Distribution, beta-binomial 107
Distribution, binomial 47 60
Distribution, bivariate normal 100 111
Distribution, c.f. 182
Distribution, Cauchy 97 385
Distribution, chi-squared 97
Distribution, compound 125
Distribution, conditional 67 104
Distribution, convergence 308
Distribution, current life 421 422
Distribution, defective 154
Distribution, Dirichlet 87 147
Distribution, empirical 411
Distribution, excess life 421
Distribution, expectation 50 93
Distribution, exponential 9
Distribution, F(r,s) 121
Distribution, finite-dimensional 360 371
Distribution, first passage 200 526
Distribution, function 27
Distribution, gamma 96
Distribution, Gaussian 95
Distribution, geometric 61
Distribution, hypergeometric 84
Distribution, hypoexponential 115
Distribution, indicator 29
Distribution, infinitely divisible 207 208
Distribution, inverse square 47 54
Distribution, joint 39 63 98
Distribution, lattice 185
Distribution, log-normal 97 211
Distribution, logarithmic 47 161
Distribution, marginal 39 99
Distribution, maximum 355
Distribution, mixed 125
Distribution, modified Poisson 47
Distribution, moments 51 94
Distribution, multinomial 62
Distribution, multinormal 117
Distribution, negative binomial 61
Distribution, normal 95
Distribution, Poisson 47
Distribution, spectral 382
Distribution, standard normal 96
Distribution, stationary 227
Distribution, Student's t 121
Distribution, tails 30
Distribution, target 293
Distribution, tilted 186 203
Distribution, trinomial 40 60
Distribution, trivariate normal 119
Distribution, uniform 95
Distribution, variance 51 94
Distribution, waiting time 61 95
Distribution, Weibull 97
Distribution, zeta/Zipf 83
DNA fingerprinting 85
Dobrushin, bound, ergodic coefficient 296
Dog-flea model 238 239 302
Dominated convergence 180 317
Doob - Kolmogorov inequality 338 342 497
Doob's, inequality 539
Doob's, convergence theorem 481
Doob's, decomposition 474
Doob's, martingale 347 484
Doubly stochastic, matrix 220 297
Doubly stochastic, Poisson pr. 299
Downcrossings inequality 486
Drift 519
Drift of Ornstein - Uhlenbeck pr. 520
Drift of Wiener pr. 520 528 532 533 550 551
Drift weight 207
Drug 19
Drunken walker 71
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