Grimmett G., Stirzaker D. — Probability and Random Processes :: Электронная библиотека попечительского совета мехмата МГУ

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Grimmett G., Stirzaker D. — Probability and Random Processes

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Название: Probability and Random Processes

Авторы: Grimmett G., Stirzaker D.

Аннотация:

The volume will be useful to all those teachers of probability and random processes who set work assignments and examinations.

Язык:

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Издание: 3rd Edition

Год издания: 2001

Количество страниц: 608

Добавлена в каталог: 05.04.2008

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID

Предметный указатель

Shift operator      398 410
Shocks      291
Shorting      547 560
Shot noise      289
Simple birth      250 255
Simple birth-death      270 274
Simple birth-death, extinction      272 274 300
Simple birth-death, non-homogeneous      274
Simple birth-death, p.g.f.      271
Simple immigration-death pr.      270
Simple, process      365
Simple, queue      280
Simple, r.v.      179
Simple, r.w.      71 72 74 162 216 471 472 483 486
simplex      302
Simplex, s. algorithm      87
Simpson's paradox      19
Simulation      122; see Sampling
Singular, multivariate normal distn      118
Singular, r.v.      33
Skeleton      261
skewness      145
Skorokhod, map      373
Skorokhod, thm      314
Sleuth      85
Slutsky's theorem      318
Smoothing      409
Snell's inequality      481
Snow      16 21
Space, closed      344
Space, complete      15
Space, Hilbert s.      391 540
Space, probability s.      5 6
Space, product s.      15 399
Space, sample s.      1
Space, state s.      213 214
Space, vector s.      43 66
Span of r.v.s      185 192 417
Sparre Andersen theorem      563
Spectral, decomposition of 2-state Markov chain      385
Spectral, density      382
Spectral, distribution      382
Spectral, process      387
Spectral, representation      387
Spectral, s. thm      363 381 387
Spectrum      363 382
Sphere      24 106 144 291 512 555 557 558 560
Spitzer, F.      127
Spitzer, identity      167
Square lattice      279 560
Squeezing      145
St John's College      146
St Petersburg paradox      55 100
Stable, queue      368 461 461
Stable, state      266
Standard, bivariate normal distn      100
Standard, multinormal distn      118
Standard, normal distn      96
Standard, s. deviation      51
Standard, s. semigroup      257 261 266
Standard, s. Wiener pr.      370 410 517
Stars      290
State, absorbing      223 266
State, aperiodic      222
State, classification of      222
State, closed set      224
State, communicating      223
State, ergodic      222
State, finite s. space, instantaneous      266
State, irreducible set of      224
State, Markov chain      214
State, null      222
State, period(ic)      222
State, persistent      220 263
State, recurrent      220
State, space      213 214
State, stable      266
State, symmetric      223
State, transient      220 263
Stationary distn, of birth-death pr.      269
Stationary distn, of branching pr.      244
Stationary distn, of closed migration pr.      464
Stationary distn, of Markov chain      227
Stationary distn, of Markov pr.      260
Stationary distn, of open migration pr.      466
Stationary distn, of queue length      443 445 447 452 454 462 469
Stationary distn, of r.w.      231 444
Stationary distn, waiting time      445 449 454 455 461
Stationary excess life      422 423
Stationary increments      254 408 422 428
Stationary Markov process, continuous      260
Stationary Markov process, discrete-time      227
Stationary measure      398
Stationary process      361
Stationary process, best predictor      378
Stationary process, ergodic thm      393 394
Stationary process, Gaussian      393 408
Stationary process, Gaussian Markov      407
Stationary process, renewal      428 429
Stationary process, spectral representation thm      387
Stationary process, stationary recurrent events      160
Stationary process, strongly      361
Stationary process, weakly      361
Stein - Chen approximation      130
Stereology      143
Stigler's law      19
Stirling's formula      80 83 190 192 298 357
Stochastic, differential eqn      544
Stochastic, doubly s.      220
Stochastic, s. domination      127
Stochastic, s. integral      388 411 542
Stochastic, s. matrix      215
Stochastic, s. ordering      127 133
Stochastic, s. pr.      213
Stochastic, s. semigroup      256 266
Stock      547
Stopped martingale      488
Stopping, optimal      55 144
Stopping, optional      488 491 502 503
Stopping, s. time      219 253 420 490
Stopping, s. time for martingale      487 501
Stopping, s. time for renewal pr.      418
Stopping, s. time for Wiener pr.      526
Strategy      45 55 144 304 511
Stratonovich integral      538
Strike price      548
Strong Law of Large Numbers      326 329 355 409 499
Strong Markov property      219 253 526
Strong mixing      410
Strongly stationary      361
Strongly stationary, ergodic thm      393
Strontium      250
Structure function      58
Student's t distn      121
Student's t distn, non-central      185
Subadditive function      298
Subcritical branching      245
Submartingale      474
Sum of dependent r.v.s      70 113
Sum of independent r.v.s      70 153
Sum of independent r.v.s, Bernoulli      47 60 85 129 153
Sum of independent r.v.s, binomial      84 153
Sum of independent r.v.s, c.f.      183
Sum of independent r.v.s, Cauchy      115 206 209 328
Sum of independent r.v.s, chi-squared      122 141
Sum of independent r.v.s, distn of      70
Sum of independent r.v.s, exponential      109 115 141 212 252
Sum of independent r.v.s, gamma      141
Sum of independent r.v.s, geometric      61 70 71
Sum of independent r.v.s, normal      114

Sum of independent r.v.s, p.g.f.      153
Sum of independent r.v.s, Poisson      84 150 318
Sum of independent r.v.s, random s.      69 71 153 212
Sum of independent r.v.s, renewals      426 437
Sum of independent r.v.s, uniform      71 115
Sum of independent r.v.s, variance      53
Sunspots      364
Supercritical branching pr.      245
Supermartingale      474
Superposed, Poisson pr.      255 283
Superposed, renewal pr.      426 437
Sure thing principle      21
Survival      59 91
Sylvester's problem      139
Symmetric, difference      564
Symmetric, r.v.      49 91 209
Symmetric, r.w.      17 21 72 80 86 170 280 298 492 495
Symmetric, spectral distn      383
Symmetric, state      223
system      503
System, Labouchere      510
T, Student's      121
Tail of distn      30
Tail, $\sigma$ -field      322
Tail, equivalent      359
Tail, event      322 324
Tail, fn      323
Tail, integral      93 94
Tail, p.g.f.      155
Tail, sum      84 140
Tandem queue      445
Target distn      293
Taxis      470
Taylor's theorem      181 183 537 545
Telekinesis      44
Telephone, exchange      464 469
Telephone, sales      88
Testimony      18
Thackeray, W. M.      333
Thinning      255
Thinning of renewal pr.      439
Three series theorem      359
Three-dimensional r.w., transience      298 560
Three-dimensional r.w., Wiener pr. limit      515
Three-dimensional Wiener pr.      515 555 557
Tied-down, r.w.      169
Tied-down, Wiener pr.      411 535
Tilted distn      186 203
Time series      364 377
Time-reversed chain      237
Time-reversible chain      238 240 263 293 299 469
Tontine      38
Total life      366 421
Total variation distance      44 128 133 318 356
Tower property      69 143 336
Traffic, gaps      369
Traffic, heavy      462
Traffic, intensity      369 441
Traffic, Poissonian      302 304
Transform, Fenchel - Legendre      201
Transform, Fourier      182 567
Transform, Laplace      181 566
Transform, Laplace - Stieltjes      416 567
Transform, martingale      503
Transient, chain      225
Transient, diffusion pr.      558
Transient, queue      443 444 447 452
Transient, r.w.      163 197 211 298 331 559
Transient, state      220 263
Transient, Wiener pr.      558
Transition, matrix      214
Transition, probabilities      214 256
Transition, semigroup      256
Transitive coins      45
Trapezoidal distn      71
Travelling salesman      478
Trial      1
Trial, Bernoulli      60 95
Trial, clinical      19 20
Trial, de Moivre      62
Triangle inequality      306 343 396
Trinomial distn      40 60
Triplewise independent      155
Trivariate normal distn      119
Trivial $\sigma$ -field      323
Truncated      329 348
Truncated Poisson      452
Truncated r.v.      38
Truncated r.w.      240
Tumour      280
Turan's theorem      88
Two-dimensional, r.w.      170 207 240 511 560
Two-dimensional, Wiener pr.      556 562
Two-state, Markov chain      239 298 364
Two-state, Markov pr.      260 267 384
TYPE      2
Typecounter      438
U My $\hat{s}$ $\garve{a}$ ka      374
Unbiased      6 119
Uncle, rich      74
Unconscious statistician      50 64 83 93 99
Uncorrelated, normal r.v.s      101
Uncorrelated, r.v.s      53 64 84 115 345
Uniform birth pr.      268
Uniform integrability      350
Uniform stochastic semigroup      266
Uniform, distn      95 111 384
Uniform, maximum      210
Uniform, order statistics      142 144 277 302
Uniform, sampling from      125
Uniform, sum of      71 115
Uniqueness theorem      189
Upcrossings inequality      482 486
Upper class fn      332
Uranium      250
Urn      11 12 24
Urn, P $\acute{o}$ lya u.      358 510
Usual conditions      501
Utility      54
Value function      548 551 554
Variance      51 94
Variance, Bernoulli      52
Variance, binomial      52
Variance, branching pr.      172 207
Variance, complex r.v.      376
Variance, conditional      69
Variance, geometric      61
Variance, hypergeometric      152
Variance, indicator fn      52
Variance, negative binomial      61
Variance, non-linearity of      54
Variance, non-negativity of      51
Variance, normal      96
Variance, normal sample      119
Variance, of sums      53
Variance, Poisson      61
Vector space      43 66
Versions      372
Vice-Chancellor      8 22
Virtual waiting time      454 468
Visits, by Markov chain      223 226 265 297 303 433
Visits, by r.w.      77 80 86 165
Volatility      548
Vos Savant, M.      11
Voter paradox      66
wagers      54
Waiting room      468
Waiting time, distn      61 95
Waiting time, for a gap      369 416
Waiting time, in G/G/l      455 469

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