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| Grimmett G., Stirzaker D. — Probability and Random Processes |
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| Предметный указатель |
Dual queue 453 461
Dubins's inequality 485
Duration of play 74
Dyadic rationals 508 524
Earthing 559
Eddington's controversy 24
editors 236
Eggs, hatching 68 154
Ehrenfest model 238 239 302
Eigenvector 295 335 473 492
Einstein, A. 519
Electrical network, resistance 559
Elementary, event 4
Elementary, renewal thm 417
Embarrassment 32
Empires 298
Empirical, distn 411
Empirical, ratio 4 8 30
Entrance fee 55 80
entropy 331
Entropy, conditional 303
Entropy, mutual 66
Epidemic 276 301 505
Equilibrium see Stationary
Equivalence class 44 224 307 540
Ergodic, coefficient 296
Ergodic, e. thm for Markov chain 235 358 402 429
Ergodic, e. thm for stationary pr. 363 393 394 410
Ergodic, Markov pr. 261 358
Ergodic, measure 399
Ergodic, state 222
Ergodic, stationary measure 399
Erlang's loss formula 470
Estimation 32 42 119 305 343 358 411 425
Euler's constant 209
European call option 548 552 554
Event 2
Event,  -field of 3 14 21
Event, certain e. 2
Event, complement of 2
Event, disjointness 2
Event, elementary e. 4
Event, exchangeability 324
Event, field 2
Event, impossible e. 2
Event, independence 13
Event, intersection of 2
Event, invariance 398
Event, null e. 7 15 539
Event, recurrence 159 198 211 217 331 409
Event, sequence of 7 22
Event, tail 322 324
Event, uncountable intersection of 372
Event, union of 2
Excess life 255 366 421
Excess life, Markov property 423
Excess life, reversed 367
Excess service 454
Exchangeable 324
Excursions, martingale 534
Excursions, of s.r.w. 80
Excursions, of Wiener pr. 534
Exercise date 548
Expectation 50
Expectation, abstract 179
Expectation, conditional 67 105 336 346 348
Expectation, continuity of 179
Expectation, e. operator 52 179
Expectation, linearity of 52 99
Expectation, notation 178
Expectation, of continuous r.v. 93
Expectation, of discrete r.v. 51
Expectation, of functions of r.v. 50 64 93 99
Expectation, tail integral 93 94
Expectation, tail sum 84 140
Expected value see Expectation
Experiment 1
Explosion, of birth pr. 252
Explosion, of branching pr. 273
Explosion, of Markov pr. 262
Exponential change of distn 203
Exponential change of distn, c.f. 186
Exponential change of distn, distn of maximum 210 355
Exponential change of distn, exponential distn 95
Exponential change of distn, heavy traffic 462
Exponential change of distn, holding time 259
Exponential change of distn, in Markov pr. 259
Exponential change of distn, in Poisson process 248
Exponential change of distn, lack-of-memory property 140
Exponential change of distn, limit in branching pr. 177
Exponential change of distn, limit of geometric distn 210
Exponential change of distn, mean 95
Exponential change of distn, order statistics 144
Exponential change of distn, sum of 109 115 141 212 252
Exponential change of distn, waiting time 95
Exponential generating fn 149 181
Exponential martingale 525 528
Exponential smoothing 409
Extinction, of birth-death pr. 272 275 300 509
Extinction, of branching pr. 173
Extinction, of non-homogeneous pr. 274
Extreme value distn 91 145 355
Extreme value distn, c.f. and mean 209
F(r,s) distn 121
F(r,s) distn, non-central 185
Factorial moments 151
Fair, coins 5 6 80
Fair, dice 6 55
Fair, fee 54 80
Fair, game 80
Fair, price 55
Fair, wager 54
Fairness 5
Fallacy, Berkson 88
Fallacy, prosecutor 12
False positives 20
Families 9 14 69
Family, f. size p.g.f. 171
Family, planning 87
Family, uniformly integrable 351
Farkas's theorem 242
Fatou's lemma 180
Fdds 360 371
Feller minimal solution 251
Fenchel - Legendre transform 201
ferromagnetism 292
Feynman - Kac formula 553
Field 2
Field, 3 14 21
Field, Borel 91 180 315 398
Field, tail f. 322
Field, triviality 323
Filtration 347 353 473 487 488 490 501 539 543
Fingerprinting 85
Finite, Markov chain 225
Finite, waiting room 468
Finitely additive 5
First exit of r.w. 494
First passage 487
First passage, distn 200 526
First passage, mean 226
First passage, of diffusion pr. 526 529
First passage, of Markov chain 220 226 433
First passage, of martingale 488
First passage, of r.w. 79 83 164 495
First passage, of Wiener pr. 526
First passage, p.g.f. in s.r.w. 164
First passage, stopping time 488 501
Fisher - Tippett - Gumbel distn 145
Fisher, eqn 522
| Fisher, spherical distn 144
FKG inequality 85
Flip-flop 364
Forward eqns, of birth pr. 251
Forward eqns, of diffusion pr. 519
Forward eqns, of Markov pr. 259 267
Forward eqns, of simple birth-death pr. 271
Forward eqns, of Wiener pr. 517
Forward option 548
Fourier inversion 189 383
Fourier series 363
Fourier transform 182 383 567
Fractional dimensionality 528
Fractional moments 55 94
Functional eqn 140
Functional eqn, for age-dependent pr. 176
Functional eqn, for branching pr. 171 174
Functional eqn, for busy period 450
Functional eqn, for conditional branching pr. 244
Galton, F. 64 95
Galton, G. - Watson pr. 173
Galton, paradox 14
Gambler's ruin 17 42 74 472 475 496
gambling 71
Gambling advice 75 333
Gambling martingales 333 338 471 488
Gambling systems 503
Gamma distn 96
Gamma distn, and Poisson distn 141
Gamma distn, c.f. 188
Gamma distn, sampling from 123 126
Gamma distn, sum of 141
Gaps, Poisson 369
Gaps, recurrent events 211
Gaps, renewal 416
Gaussian distn 95; see Normal
Gaussian pr. 393 406 523
Gaussian pr., Markov property 406
Gaussian pr., stationary 393 406 408
Gaussian pr., white noise 544
Geiger counter 246 423
Gene frequency 216 341 523
Gene frequency inbreeding 241
Generating fn 148
Generating fn, cumulant g.f. 185 201
Generating fn, exponential g.f. 149 181
Generating fn, for branching pr. 171
Generating fn, for compound distn 153
Generating fn, for first passage time 164
Generating fn, for independent r.v.s 153 154
Generating fn, for Markov chain 221
Generating fn, joint 154
Generating fn, moment g.f. 181
Generating fn, of r.w. 162
Generating fn, of random sum 153
Generating fn, of sum 153
Generating fn, probability g.f. 150
Generator 256 258
Generator, of birth pr. 258 268
Generator, of birth-death pr. 269
Generator, of Markov chain 258
Generator, of semigroup 266
Generator, of two-state chain 267 384
Genetic 216 241 513
Genetic g. martingale model 341
Geometric, branching pr. 172
Geometric, Brownian motion 525 537 546
Geometric, geometric distn 47 61
Geometric, lack-of-memory property 84
Geometric, moments 61
Geometric, p.g.f. 151
Geometric, sampling from 126
Geometric, sum of 61 70 71
Geometric, Wiener pr. 528 537
Gibbs sampler 294
Global balance 239
Goat 12
Graph 59
Graph colouring 481
Graph r.w. on g. 236 240 558
Green's theorem 555
H jek - R nyi - Chow inequality 508
H lder's inequality 143 319
Half life 250
Hall, Monty 12
Harmonic fn 473
Hastings algorithm 293 296
Hawaii 45
Hazard rate 91 98
Hazard rate, technique 126
Heat bath 294
Heat eqn 563
Heathrow 420
Heavy traffic 462
Hedge 553
HEN see eggs
Hewitt - Savage zero-one law 324
Hilbert space 391 540
Hit or miss Monte Carlo 42
Hitting time theorem 79 165
Hoeffding's inequality 476
Holding time 259 261 433 444
Homogeneous, diffusion pr. 370
Homogeneous, Markov pr. 256
Homogeneous, r.w. 72
Honest, birth pr. 252
Honest, branching pr. 273
Honest, renewal pr. 412
Horses 62
Hotelling's theorem 147
House 92 299 304
Hypergeometric distn 84
Hypergeometric distn, moments 152
Hypergeometric distn, negative 62 125
Hypergeometric distn, p.g.f. 152
Hypoexponential distn 115
Idle period 460
Images 532
Images, imbedding 219 256 265 299
Images, in birth-death pr. 272
Images, in Markov chain 299
Images, in queues 441 444 445 449 450 451 453 458
Images, jump chain 261 265 274
Images, of branching pr. 177 272
Images, of r.w. 272 444 458
Immigration, birth pr. 250 255
Immigration, birth-death pr. 276
Immigration, branching pr. 175 338
Immigration, death pr. 270 274 299
Immigration, Poisson pr. 276
Immigration, with disasters 281 300
Importance sampling 126
Impossible event 2
Inbreeding 241
Inclusion-Exclusion Principle 6 8 22 56
Increasing pr. 475
Increments, in Wiener pr. 408 516
Increments, independent 254 370 515 516
Increments, orthogonal 387 388
Increments, stationary 254 408 422 428
Independent 13 92
Independent, c.f. 184
Independent, conditionally 13 14
Independent, continuous r.v.s 92 99
Independent, discrete r.v.s 48 53 63 92 154
Independent, events 13 14
Independent, family of r.v.s 49
Independent, functions of r.v.s 49 83 92
Independent, increments 254 370 408 515 516
Independent, Markov chains 233
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