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| Авторизация |
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| Поиск по указателям |
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| Kao E. — Introduction to Stochastic Processes |
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| Предметный указатель |
Recurrence time of discrete-time Markov chain 169
Recurrence time, mean, of a discrete-time Markov chain 175
Recurrence time, mean, of a Markov renewal process 337
Recurrent state of a Markov renewal process 336
Regeneration cycle 132—144
Regenerative approach for simulation 135—136
Regenerative process 132—133 253 338
Regenerative reward process 133
Renewal density 99
Renewal function 99 107
Renewal function for phase-type renewal process 273
Renewal process 98
Renewal process with exponential interarrival times 117—118
Renewal process with uniform interarrival times 110—112 157—159
Renewal process, alternating 118—121
Renewal process, arrival times of 98
Renewal process, asymptotic expansion of renewal function 101
Renewal process, asymptotic mean and variance of number of renewals 128
Renewal process, asymptotic rate of renewal 101
Renewal process, delayed 129 335
Renewal process, lifetime of 131
Renewal process, stationary 129—130
Renewal process, transient 130—131 336
Renewal reward process 118
Renewal-type equation 101 128 331—336
Replacement models, age replacement policy 124—127
Replacement models, block replacement policy 122—123
Replacement models, opportunity-based block replacement 150
Replacement models, repair Limit replacement method 344—346
Replacement models, semi-Markovian deterioration 364
Residual life see "Excess life"
Reversed Markov chain, continuous-time 285 291—292
Reversed Markov chain, discrete-time 208
Reversible Markov chain, continuous-time 284—288
Reversible Markov chain, discrete-time 207—210
Reversible Markov chain, Kolmogorov criteria 209—210 285
Reversible Markov chain, two-dimensional 287
Riemann — Stieltjes integral 29—34
Right-continuous function 28
Ruin problem see "Insurance problem"
Sample path 3
Sample path of a Brownian motion 376
Sample path of a continuous-time Markov chain 240
Second factorial moment 8
Semi-Markov kernel 323 326 328—330 351
Semi-Markov process 339—341
Semi-Markov process, excess life and age 355
Semi-Markov process, expected sojourn time 342—343
Semi-Markov reward process 343—344
Semi-regenerative process 348—349 351—352
Skip-free-to-the-left property 262
Stable state 241
Starting state probability vector 162 240
State probability vector of continuous-time Markov chain 240
State probability vector of discrete-time Markov chain 166
| State probability vector, solution by uniformization 275—276
State reduction 201 233
State space 2
Stationary distribution of continuous-time Markov chain 254
Stationary distribution of discrete-time Markov chain 176
Stationary increments 4 49 51 400
Stationary renewal process see "Renewal process"
statistical process control 149
Stochastic differential equations 396
Stochastic differential equations, control of 409—417
Stochastic process 2
Stopping time 104 125 351 385
Strong Markov property 162 200 241 385
Substochastic matrix 203 222
Taboo set 220
Tail probability 39
Tandem queue 69—71 288—289
Taylor series expansion 36—37
Time average 35
Time domain 7
Time homogeneous, continuous-time Markov chain 240
Time homogeneous, discrete-time Markov chain 162
Time homogeneous, infinite horizon, discounted problem 413—414
Time homogeneous, Markov renewal process 323
Time in transient states of continuous-time Markov chain 258
Time in transient states of discrete-time Markov chain 194—195
Total life, or spread, or recurrence time 107
Total life, or spread, or recurrence time, distribution 115
Total life, or spread, or recurrence time, limiting distribution 117
Traffic equation 290 293
Trailing stops 142
Transform domain 7
Transience of Markov chain necessary and sufficient condition for 188
Transient state 169 336
Transition diagram 178 243 286
Transition function 240
Transition function of semi-Markov process 339—340
Transition function of two-state Markov chain, closed form 247
Transition function of Yule process, closed form 249—251
Transition rates 241
Truncated reversible Markov chain 287
Two machine transfer line 299
Two-dimensional Poisson process see "Poisson process"
Two-dimensional transform 27
Uniformization 273—274
Variance parameter of a Brownian motion 376
Variance to mean ratio 73 76
Variance-covariance matrix 411
Virtual delay in queue 388
Virtual transition 273 279
Wald's equation 104 125 137
Weibull distribution 205—206 270—271 324—325
Wiener process see "Brownian motion"
Yule process 249—251
z-transform see "Generating function"
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