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| Авторизация |
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| Grimmett G., Stirzaker D. — Probability and Random Processes |
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| Предметный указатель |
Matching 56 60 85 156 158 162 512
Matrix, covariance 85 117
Matrix, doubly stochastic 220 297
Matrix, multiplication 147
Matrix, proposal 293
Matrix, stochastic 215
Matrix, sub-stochastic 220
Matrix, transition 214
Matrix, tridiagonal 238 269
Maximal, coupling 133 356
Maximal, inequality 489 490 496
Maximum of, drifting Wiener pr. 529
Maximum of, r.w. 78 83 167 170 219
Maximum of, uniforms 210
Maximum of, Wiener pr. 526 529 562
Maximum principle 559
Maximum r.v. 355
Mean 50
Mean, Bernoulli 52
Mean, binomial 52
Mean, branching pr. 172 177
Mean, Cauchy 97
Mean, continuous r.v. 93
Mean, convergence 309
Mean, discrete r.v. 51
Mean, exponential 95
Mean, extreme value 209
Mean, first passage 226
Mean, geometric distn 61
Mean, hypergeometric 152
Mean, indicator function 56
Mean, landlord 424
Mean, measure 282
Mean, negative binomial 61 206
Mean, normal 96
Mean, Poisson 61
Mean, recurrence time 222 265 433
Mean, waiting time 455 468 469
Mean-square convergence 309
Mean-square convergence, Cauchy 355
Measurable,  27 92
Measurable, Borel 92
Measurable, process 539
Measurable, r.v. 27
Measure, alternative 549
Measure, Borel 90
Measure, change of 549
Measure, convergence in 306
Measure, ergodic 399
Measure, Lebesgue 281 300 315 507
Measure, mean 282
Measure, preserving 398
Measure, probability 5
Measure, product 15 399
Measure, stationary 398
Measure, strongly mixing 410
Median 44 94
Melodrama 56
Mercator projection 291
Meteorites 159 291 409
Metric 44
Metric, L vy 44 308 318
Metric, total variation 44 128
Metropolis algorithm 293 294
Migration pr. 463
Migration pr., closed m.p. in equilibrium 464
Migration pr., departures from 467
Migration pr., open m.p. in equilibrium 466 467 468
Migration pr., reversal of 467
Mills's ratio 98
Minimal m. pr. 262
Minimal solution 251 265
Minkowski's inequality 143 319
Misprints 236
Mixing 294
Mixing, strong 410
Mixture 125
Modified renewal pr. 366 427 438
Moments 51 94
Moments of branching pr. 172
Moments, c.f. 183 184
Moments, central 51
Moments, convergence of 353
Moments, Factorial 151
Moments, fractional 55 94
Moments, joint 209
Moments, m. generating fn 152 181
Moments, problem 184 211
Moments, renewal pr. 416 437 438
Monotone convergence 179
Monte Carlo 42 100 141 292
Monty Hall 12
Moscow 468
Moving average pr. 364 373 377 393 409
Moving average pr., spectral density of 409
Multinomial distn 62
Multinomial distn, marginals 66
Multinomial distn, p.g.f. 155
Multinormal distn 117 370
Multinormal distn, c.f. 187 188
Multinormal distn, covariance matrix 117 188
Multinormal distn, mean 117
Multinormal distn, sampling from 147
Multinormal distn, singular 118
Multinormal distn, standard 118
Multinormal distn, transformed 117
Murphy's Law 8
Mutual information 66
Needle, Buffon's 100 103 104 143 144 305
Negative binomial distn 61
Negative binomial distn, bivariate 208
Negative binomial distn, moments 61
Negative binomial distn, p.g.f. 155 206
Negative binomial distn, sampling from 123
Negative hypergeometric distn 62 125
Newton, I. 71 554
No arbitrage 551
Non-central distns 185
Non-homogeneous, birth pr. 300
Non-homogeneous, birth-death pr. 274
Non-homogeneous, Poisson pr. 282 291 299
Non-linear, birth pr., epidemic 276
Non-null state 222
Noodle, Buffon's 143
Norm 306 540
Norm of complex r.v. 389
Norm,  343
Norm,  343
Norm, convergence in 306
Norm, equivalence class 540
Normal distn 95 140
Normal distn, bivariate 100 106 111 112 114 118 141 349
Normal distn, c.f. 187
Normal distn, central limit theory 194 200
Normal distn, correlation 101
Normal distn, covariance 101
Normal distn, linear transformation 117 118
Normal distn, Mills's ratio 98
Normal distn, moments 96
Normal distn, multivariate 117
Normal distn, sample 119 122 211
Normal distn, sampling from 126 146
Normal distn, square 107
Normal distn, standard 96
Normal distn, sum of 114
Normal distn, sum of squares 141 193
Normal distn, trivariate 119
Normal distn, uncorrelated 101
Normal number theorem 410
Null, event 7 15 539
| Null, state 222
O/o notation 566
Occupancy 158
Ohm's law 559
Olbers's paradox 290
Open migration pr. 466
Optimal stopping, dice 55
Optimal stopping, marriage 144
Optimal, packing 477 481
Optimal, replacement 433
Optimal, reset time 563
Optional stopping 488 491 502 503
Optional stopping, diffusion 529
Optional stopping, martingale 491 502
Optional, sampling 489
Optional, skipping 503
Optional, starting 504
Optional, switching 488
Order statistics 142
Order statistics, exponential 144
Order statistics, general 144
Order statistics, Poisson pr. 277
Order statistics, uniform 142 144 302
Ornstein - Uhlenbeck pr. 407 515 537 539
Ornstein - Uhlenbeck pr., drift 520
Ornstein - Uhlenbeck pr., reflected 561
Orthogonal, complex-valued r.v.s 376
Orthogonal, increments 387 388 539
Orthogonal, polynomials 144
Osmosis 302
Outcome 1
P lya's urn 358 510
P.g.f. 154 155
Pairwise independent, events 13 14
Pairwise independent, r.v.s 49
Paradox, Bertrand 133 141
Paradox, Borel 106
Paradox, Carroll 12
Paradox, Galton 14
Paradox, inspection 421 437
Paradox, Olbers 290
Paradox, Parrando 303
Paradox, prisoners 11
Paradox, Simpson 19
Paradox, St Petersburg 55
Paradox, voter 66
Paradox, waiting time 421
Parallel lines 146
Parallelogram 147
Parallelogram property 307
Parallelogram rule 344
Parking 143
Parrando's paradox 303
Partial balance 464 466
Partition, event 337
Partition, function 292
Partition, sample space 10 22
Partition, state space 224
Pasta property 264
Path of r.w. 72 76
Patterns 162 206 439 511
Pawns 45
Pearson, K. 71
Pepys's problem 71
Periodic state 222
Perron - Frobenius thm 240 295
Persistent, chain 225
Persistent, r.w. 163 197 207 559
Persistent, state 220 263
Persistent, Wiener pr. 557
Pig 23
Point mass 34 50
Points, problem of 75 86 156
Pointwise convergence 306
Poisson distn 47 61
Poisson distn and gamma distn 141
Poisson distn, compound 207
Poisson distn, limit of binomial distn 61 130 210
Poisson distn, m.g.f. 152
Poisson distn, modified 47
Poisson distn, moments 61
Poisson distn, p.g.f. 151
Poisson distn, sum of 84 150 318
Poisson distn, truncated 452
Poisson pr. 247
Poisson pr., age 421
Poisson pr., characterization of 410 501
Poisson pr., colouring thm 287
Poisson pr., compound P. 299
Poisson pr., conditional property 277 286
Poisson pr., continuity in m.s. 355
Poisson pr., covariance 355
Poisson pr., differentiability 355
Poisson pr., doubly stochastic 299
Poisson pr., excess life 255
Poisson pr., forest 301
Poisson pr., gaps 369
Poisson pr., intensity fn 282
Poisson pr., mapping thm 284
Poisson pr., Markov renewal pr. 416
Poisson pr., martingales 501
Poisson pr., mean measure 282
Poisson pr., non-homogeneous 282 291 299 374
Poisson pr., p. dice 25
Poisson pr., p.g.f. 248
Poisson pr., perturbed 302
Poisson pr., poker 24 25
Poisson pr., Rnyi's thm 288
Poisson pr., renewal 366 416
Poisson pr., sampling 264
Poisson pr., spatial 282
Poisson pr., superposed 255 283
Poisson pr., thinned 255
Poisson pr., total life 437
Poisson pr., traffic 302 304 369
Poisson, approximation 87
Poisson, convergence 128
Poisson, coupling 129
Poisson, flips 48 62 208 210
Poisson, traffic 302 304 369
Polymer 275
Portfolio 548 554
Portfolio replicating 549 553
Portfolio self-financing 549
Positive definite 116 118 408
Positive state see Non-null
Postage stamp lemma 226
Posterior distn 292
Potential theory, diffusion 555
Potential theory, r.w. 559
Power, series 150
Power, series approximation 356
Power, set 3
Pratt's lemma 354
Predictable, sequence 474
Predictable, step fn 540 542 544
Predictor, best 343 346
Predictor, linear 378
Predictor, minimum m.s. 343
Prior distn 292
Prisoners' paradox 11
Probabilistic method 24 59
Probability,  -additivity 5
Probability, conditional 9
Probability, continuity of p. measure 7
Probability, convergence 7 308
Probability, extinction of branching pr. 173
Probability, p. density fn 33 89
Probability, p. distn fn 27
Probability, p. mass fn 46
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