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| Авторизация |
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| Kannan D. — An introduction to stochastic processes |
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| Предметный указатель |
Noise, thermal 2 251
Noise, white 253
Normal density 8
Normal density, process 160
Nuclear medicine 88 100
Null recurrent 61 131
Number of visits to a state 54
Occupation time 54
Occurrence time 92
One-step transition 39
One-step transition, matrix 40
One-step transition, probability 39
Open negative orthant 4
Optical detection 89 101
Optical detection, electron emission in 99
Optional sampling 221
Optional sampling, skipping 199
Optional sampling, skipping, Halmos theorem on 199 210
Optional sampling, stopping 222
Ornstein — Uhlenbeck 268
Ornstein — Uhlenbeck, position velocity 269
Ornstein — Uhlenbeck, velocity 268
Partingale 209
Period 68
Periodic oscillation 168
Periodic state 68
Phase space 186
Photosynthesis 20
Physical process 1
Poisson distribution 8
Poisson distribution, impulses 252
Poisson distribution, increment 172
Poisson distribution, process 88 118
Polya process 138
Polya’s urn 45 201 214
Polydispersity 36
Polymer 36
Positive recurrent 131
Potential 21
Power spectrum 180
Predator encounter 47 52 78
probability 4
Probability of extinction 81
Probability of gambler’s ruin 25
Probability of no return 31
Probability, conditional 11
Probability, convergence in 14
Probability, distribution 7
Probability, first passage 31
Probability, measure 4
Probability, n-step transition 47
Probability, one-step transition 39
Probability, space 4
Probability, space, complete 5
Pure jump process 105
Purely continuous process 260
Purely continuous process, discontinuous process 105
Queuing chain 46
Radiation damage 21
Radioactive decay 88 99 123
Random binary noise 171 184
Random element 6
Random flight 36
Random telegraph signal 169 182 192
Random time 23 50
Random variable(s) 6
Random variable(s),  -algebra generated 7
Random variable(s), discrete 6
Random variable(s), equivalent 6
Random variable(s), independent 13
Random variable(s), indicator 6
Random variable(s), memoryless 93
Random vector 6
Random walk 20 223
Random walk in carcinogenesis 34
Random walk to Brownian motion 227
Random walk to diffusion process 265
Random walk with barriers 42
Random walk with barriers, absorbing 42
Random walk with barriers, elastic 42
Random walk with barriers, reflecting 42
Random walk, lattice 20 41
Random walk, nonhomogeneous 20
Random walk, simple 20 22 42
Random walk, symmetric 20 22
Recurrence 29 131
Recurrence, time 62 131
Recurrence, time, mean 62 131
Recurrent state 47 131
Recurrent state, null 61 131
Recurrent state, positive 62 131
Reflected brownian motion 233
Reflecting barriers 43
Reflection principle 235
Regular boundary 279
Regular sequence 204
Regular sequence, right 204
Relative transition function 106
Rest potential 21
Return time, first 131
Rv see “Random variable”
rw see “Random walk”
Sample path(s) 143
Sample path(s), continuity of 149
Sample path(s), continuity of, Holder 239
Sample path(s), differentiability of 153
Sample path(s), integral 154
Sample path(s), space of 143
Sample point 1 3
Sample space 3
Second order process 146 166
Seismic events 101
Separable process 144
Separant 144
Shift invariant set 189
Shift operator 189
| Shot noise 251
Siegert theorem 276
Simple random walk 20 42
Spatially homogeneous diffusion 266
Spectral density 180
Spectral density, representation 173
Spectrum, flat 253
Spectrum, flat, power 180
State(s) 54
State(s), aperiodic 68
State(s), closed set of 55 131
State(s), communicating 55
State(s), ergodic 68
State(s), irreducible class of 55
State(s), mean number of visits 59
State(s), minimal closed set of 131
State(s), null recurrent 61
State(s), period of 68
State(s), periodic 68
State(s), positive recurrent 61
State(s), recurrent 57 131
State(s), transient 57 131
Stationary distribution 67
Stationary distribution, measure 82
Stationary process 165
Stationary process, covariance 166
Stationary process, Khintchin 167
Stationary process, second order 166
Stationary process, strictly 166
Stationary process, wide sense 166
Stationary transition probability 40
Steady state distribution 67
Stochastic epidemic 125
Stochastic integral 251
Stochastic matrix 41
Stochastic process(es) 1
Stochastic process(es) of Poisson impulses 252
Stochastic process(es) with independent increments 87
Stochastic process(es) with stationary increments 88
Stochastic process(es) without discontinuities of second kind 151
Stochastic process(es), birth-death 125
Stochastic process(es), Brownian motion 161 230
Stochastic process(es), compound Poisson 100
Stochastic process(es), continuous 149
Stochastic process(es), counting 87
Stochastic process(es), diffusion 277 259
Stochastic process(es), ergodic 185 189
Stochastic process(es), Feller — Arley 121
Stochastic process(es), Furry — Yule 117
Stochastic process(es), Gaussian 160
Stochastic process(es), Khintchin continuous 260
Stochastic process(es), linear birth 117
Stochastic process(es), linear death 118
Stochastic process(es), Markov 106 258
Stochastic process(es), Markov, strong 243
Stochastic process(es), moving average 167 181
Stochastic process(es), Poisson 88 98 118
Stochastic process(es), Polya 138
Stochastic process(es), pure jump 105
Stochastic process(es), purely continuous 260
Stochastic process(es), purely discontinuous 105
Stochastic process(es), second order 146
Stochastic process(es), separable 144
Stochastic process(es), simple birth 117
Stochastic process(es), simple death 118
Stochastic process(es), stationary 165
Stochastic process(es), stopped 220
Stochastic process(es), uniformly integrable 211
Stochastic process(es), white noise 251
Stochastically closed set 55
Stochastically closed set, continuous process 148
Stochastically closed set, continuous process, uniformly 148
Stopped process 220
Stopped process, martingale 220
Stopping time 23 49 219 243
Stopping time, bounded 220
Stopping time, events prior to 220
Stopping time, finite 220
Storage 22
Strong ergodic theorem 185
Strong Law of Large Numbers 17 218
Strong Markov property 50 243
Submartingale 196
Submartingale, convergence theorem 209
Supermartingale 197
Susceptibles 125
Symmetric random walk 20 22
Tail -algebra 13
Thermal noise 2 251
Thrombin 124
Total probability formula 11
Trajectory 143
Transient state 131
Transition probability 39
Transition probability, density 260
Transition probability, distribution 259
Transition probability, function 106
Transition probability, matrix 39
Transition probability, n-step 47
Transition probability, one-step 39
Two-state Markov chain 46
Uniform distribution 8
Uniform distribution, continuous 8
Uniform distribution, discrete 8
Uniformly integrable, process 211
Unimolecular reaction 124
Upcrossing inequality 210
Variance 9
Waiting time 92
Wald’s identity 24
Wald’s identity, first 24
Wald’s identity, second 28
Waterfall sequence 124
Weak law of large numbers 17
White noise 251
Zero crossing theorem 246
Zero-one law 13 219
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