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| Grimmett G., Stirzaker D. — Probability and Random Processes |
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| Предметный указатель |
Probability, p. measure 5
Probability, p. space 5 6
Probability, p. vector 126
Probability, p.g.f. 150
Probability, product p. measure 15
Probability, transition p. 214 256
Product, measure and space 15 399
Product, rule 546
Projection, of r.w. 207
Projection, p. theorem 345
Proof reading 236
Proportion see Empirical ratio
Proportional investor 563
Proposal matrix 293
Prosecutor's fallacy 12
Protocol 12 24
Pseudo-random number 42 122
Pull-through property 69 336 348
Pupils 39
Q-matrix 257
Quadratic form 115
Quadratic form, non-negative definite, positive definite 116
Quadratic variation 371
Quantum theory 54
Queue, batch 468
Queue, baulking 369 468 470
Queue, busy period 281 447 450
Queue, costs 469
Queue, D/M/l 455 470
Queue, departure pr. 445 467
Queue, difficult customer 468
Queue, discipline 368
Queue, dual q. 453 460 461
Queue, Erlang loss formula 470
Queue, finite waiting room 468
Queue, G/G/l 455 461 469
Queue, G/M/l 451 454 455 461
Queue, heavy traffic 462
Queue, idle period 460
Queue, imbedded branching pr. 450
Queue, imbedded Markov pr. 446 452
Queue, imbedded r.w. 444 458
Queue, Jackson network 463
Queue, ladder point 458 459 461
Queue, Lindley eqn 455
Queue, lucky customer 460
Queue, M/D/l 451 462 469
Queue, M/G/ 281
Queue, M/G/l 281 445 451 461 468
Queue, M/M/k 374 467 469 470
Queue, M/M/l 281 442 445 451 462 468 469
Queue, migration system 463
Queue, networks 463
Queue, notation 440
Queue, reflection 461
Queue, reversed 467
Queue, series 468 469
Queue, simple 280
Queue, stability 368
Queue, supermarket 468
Queue, tandem 445
Queue, taxicabs 470
Queue, telephone exchange 464 469
Queue, traffic intensity 369 441
Queue, virtual waiting 454 468
Queue, waiting time 61 369 445 449 454 459 469
R nyi's theorem 288
r-process 373
Radioactivity 246 423 425
Radon - Nikod m derivative 507
Random sample 142
Random sample, normal 119
Random sample, order statistics 142
Random variable 27
Random variable, arc sine 80
Random variable, arithmetic 192 417
Random variable, Bernoulli 29 60
Random variable, beta 97
Random variable, binomial 47 60
Random variable, bivariate normal 100
Random variable, c.f. 182
Random variable, Cauchy 97
Random variable, chi-squared 97
Random variable, complex 182
Random variable, compound 125 153 161
Random variable, constant 29
Random variable, continuous 33 89
Random variable, correlated 64
Random variable, defective 154
Random variable, density 33 89
Random variable, dependent 62 98
Random variable, discrete 33
Random variable, distribution 27
Random variable, expectation 179
Random variable, exponential 95
Random variable, F(r,s) 121
Random variable, function of 34 50 92
Random variable, gamma 96
Random variable, generating fn of 150 152
Random variable, geometric 47 61
Random variable, hypergeometric 84
Random variable, independent 48 53 92
Random variable, indicator 29
Random variable, infinitely divisibility 208
Random variable, log-normal 97 211
Random variable, m.g.f. 152 181
Random variable, measurability of 27 92
Random variable, moments 51 94
Random variable, multinomial 62
Random variable, multinormal 117 370
Random variable, negative binomial 61
Random variable, normal 95
Random variable, orthogonal 376
Random variable, p.g.f. 150
Random variable, Poisson 47 61
Random variable, simple 179
Random variable, singular 33
Random variable, spectral representation for 387
Random variable, standard normal 96
Random variable, Student's t 121
Random variable, sums of 70 153
Random variable, symmetric 49 91 209
Random variable, tails of 30
Random variable, tilted 186 203
Random variable, truncated 38 329 349
Random variable, uncorrelated 53 84 115
Random variable, uniform 95
Random variable, waiting time 61 95
Random variable, Weibull 97
Random variable, zeta 83
Random vector 38
Random walk 71 162
Random walk, asymmetric 75
Random walk, branching 278
Random walk, classification of 223
Random walk, conditional 75
Random walk, diffusion limit of 515
Random walk, first exit 494
Random walk, first passage 164
Random walk, first visit 83
Random walk, homogeneous 72
Random walk, imbedded in birth-death pr. 272
Random walk, imbedded in queue 444 458
Random walk, leads 169
Random walk, Markov 73
Random walk, martingale 495
Random walk, maximum 78 83 167 170
Random walk, on binary tree 236
Random walk, on cube 226
Random walk, on graph 236 240 302 558 559 560
| Random walk, on square 170
Random walk, path 72 76
Random walk, persistent 163 197
Random walk, potential theory 559
Random walk, projected 170
Random walk, range 86 403
Random walk, reflected 460
Random walk, reflection principle 76 165
Random walk, retaining barrier 231
Random walk, returns to origin 79 83 163
Random walk, reversed 79 239 457
Random walk, simple 71 72 74 162 216 471 472 483 486
Random walk, symmetric 17 21
Random walk, three dimensional 298 560
Random walk, tied down 169
Random walk, transient 163 331
Random walk, truncated 240
Random walk, two dimensional 170 207 240 511 560
Random walk, visits 77 80 86 165
Random walk, with barriers 74
Random walk, zeros of 162
Random, bias 201
Random, binomial coefficient 161
Random, chord 133
Random, dead period 437
Random, harmonic series 359
Random, integers 301
Random, line 134
Random, pebbles 146
Random, permutation 125
Random, polygon 236
Random, process 360
Random, r. parameter of distn 107 125 155 161 162
Random, rock 147
Random, rod 143 146
Random, sample 142
Random, subset 282
Random, sum 69 71 153 212
Random, telegraph 364
Random, triangle 136
Range of r.w. 86 403
Rate of convergence 295 303
ratio 4 8 30
Ratio of uniforms 124
Realization 76 360
Realization of Wiener pr. 518
Record, times 92
Record, values 107 299 359
Recurrence eqn see Difference eqn
Recurrence time 222 433
Recurrent, see persistent recurrent event 159 198 211 217 331 409
Red Now 511
Reflecting barrier 530 533
Reflection, in diffusion 530 533
Reflection, in queues 461
Reflection, in r.w. 74 460
Reflection, of Omstein - Uhlenbeck pr. 561
Reflection, of Wiener pr. 526 530 533 534
Reflection, principle 76 165
Regeneration 434
Regular diffusion 531
Rejection method 123
Reliability 57
Renewal, age 366 421
Renewal, alternating 425 436 438
Renewal, Bernoulli 374
Renewal, Blackwell thm 417
Renewal, central limit thm 437
Renewal, counters 423
Renewal, coupling 429
Renewal, current life 366 421
Renewal, delayed 366 427 438
Renewal, elementary r. thm 417
Renewal, excess life 366 421
Renewal, function 413 438
Renewal, gaps 416
Renewal, honesty 412
Renewal, key r. thm 418
Renewal, law of large numbers, Markov r. 366 416 412
Renewal, r. equation 414
Renewal, r. sequence 297 367
Renewal, r. thm 160 198 367 417 429
Renewal, r.-reward thm 431
Renewal, r.-type eqn 414 416 430
Renewal, stationary r. pr. 428
Renewal, stopping time 418
Renewal, sum/superposed 426 437
Renewal, thinning 439
Renewal, total life 366 421
Repairman 425
Replication 549
Repulsion 24
Residual, life 366
Residual, service 454
Resistance 559
Resources 303
Retaining barrier 74
Reversed, chain 237 367
Reversed, martingale 499
Reversed, migration pr. 467
Reversed, r.w. 79 457
Reversible, chain 238 240 263 293
Reversible, Markov pr. 299 469
Reversible, r.w. 239
Reward fn 431
Right-continuous 28
Right-continuous filtration 501
Right-continuous martingale 502
Right-continuous r.w. 164
Risk-neutral 551
Rod 143 146
Ruin 470 510
runs 59 69 211
Sample, normal 119 122 211
Sample, ordered s. 142
Sample, s. mean 119
Sample, s. path 76 360
Sample, s. space 1
Sample, s. variance 119
Sampling 87 122
Sampling from distn 122
Sampling from distn, arc sine 127
Sampling from distn, beta 126
Sampling from distn, binomial 123
Sampling from distn, Cauchy 126
Sampling from distn, gamma 123 126
Sampling from distn, geometric 126
Sampling from distn, multinormal 147
Sampling from distn, negative binomial 123
Sampling from distn, normal 126 146
Sampling from distn, uniform 125
Sampling with and without replacement 84
Sampling, optional 489
Schoolteacher 39
Second-order stationary 361
Secretary problems 56 85 144 487
Self-financing portfolio 549
Semi-invariant 185
Semigroup 256
Semigroup transition 256
Semigroup, generator 258 266
Semigroup, standard 257 266
Semigroup, stochastic 256 266
Semigroup, uniform 266
Sequence of events 7 23
Sequence of heads and tails 8 14
Sequence of step fns 506
Sequence renewal 297 367
Sequence typical 31
Series of queues 468
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