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Shanbhag D.N. (ed.), Rao C.R. (ed.) — Stochastic Processes - Modelling and Simulation
Shanbhag D.N. (ed.), Rao C.R. (ed.) — Stochastic Processes - Modelling and Simulation

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Название: Stochastic Processes - Modelling and Simulation

Авторы: Shanbhag D.N. (ed.), Rao C.R. (ed.)

Аннотация:

Handbook of Statistics 21

This is a sequel to volume 19 of Handbook of Statistics on Stochastic Processes: Modelling and Simulation. It is concerned mainly with the theme of reviewing and in some cases, unifying with new ideas the different lines of research and developments in stochastic processes of applied flavour. This volume consists of 23 chapters addressing various topics in stochastic processes. These include, among others, those on manufacturing systems, random graphs, reliability, epidemic modelling, self-similar processes, empirical processes, time series models, extreme value theory, applications of Markov chains, modelling with Monte carlo techniques, and stochastic processes in subjects such as engineering, telecommunications, biology, astronomy and chemistry. (A complete list of the topics addressed in the volume is available from the "Contents" of the volume.)


Язык: en

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 2003

Количество страниц: 1000

Добавлена в каталог: 23.06.2009

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
$M/E_{k}/1/L$ systems      560
$M/G/\infty$ queue      558 559 561 564 566
$MTRGG(n,\rho_{n})$      65
(f,g)-process      542 543
Adjacent record values      621
Admissible control      38
Afterglows      803
Agglomerative hierarchical cluster analysis      813
Aggregated Markov chain      934 935
Aggregation method      546
Akaike’s Information Criterion (AIC)      846
Alphabet      232
Alternate probability generating function (a.p.g.f.)      579
Annual maximum method      607 618
Anti-persistent process      98
Antithetic variables      345
Aperiodic state      537
ARCH model      882 907
Archimax distribution      652
Archimedian distribution      651 652
Astronomical point processes      797
Asymmetric mixed distribution      663
Asymmetry      654 656 660—662
Asymptotic efficiency      207 222
Asymptotic results      235
Asymptotic variance      343 350 352 353 365
Asymptotic variance bound      348 355 357
Augmented Markov chain      239
Augmented matrix      239 240
Auto-binomial      490 496
Auto-logistic      489
Auto-normal      490 496
Auto-normal, interaction coefficients      489
Auto-normal, interaction matrix      491
Autoregressive conditional heteroscedastic (ARCH) processes      635
Autoregressive moving average process      875
Autoregressive processes      635
Auxiliary variable algorithm      339
Availability      551
Batch Markovian arrival process (BMAP)      413 423
BATSE      801—803
BATSE catalog      813
Bayes estimation      504
Bayes factor      810
Bayesian blocks      808 809 820
Bayesian information criterion (BIC)      813 846
Bayesian model      810
Bernoulli lattice process      805
Bernoulli trials      231
Bernstein’s Theorem      785 786
Beta distribution      659 673
Biextremal $(\alpha)$ distribution      655
Bilinear difference      849
Bilinear equation      856
Bilinear model with fractional differenced Gaussian noise      856
Bilinear model(s)      827 834—838 841 842 855—857
Bilinear process in continuous time      861
Bilinear process(es)      835 840 857 865
Bilinear realizable Hermite-degree      2 858
Bilinear realizable process      857
Bilinear time series      847
Bilinear time series models      827
Bilogistic distribution      656 657 659
Binomial distribution      779 781 789
Binomial random variables      787
Biphasic drug effect      934 955 957
Birth and death (B-D) queues      562
Birth and death process      729 730 739 747
Bispectral density function      830 831 834
Bispectrum      851 856 859—861 864 866
Bivariate extreme value distribution(s)      607 640 652 654 657 659
Bivariate slowly varying function      642
Blackwell type theorem      540
BMAP      423—425
BMAP/G/1 queue      423 424
Box counting dimension      375
Branching process(es)      693 786
Branching process(es), bisexual      699
Branching process(es), catastrophes and emigration      742
Branching process(es), epidemic models      728
Branching process(es), extinction of surnames      698
Branching process(es), general      727 730 734 737
Branching process(es), infinite alleles      724
Branching process(es), iterated      720
Branching process(es), Markov      711 717 740 742
Branching process(es), multitype      708 714 717 731
Branching process(es), random environments      740
Branching process(es), size dependence      754
Branching process(es), spatial      721
Branching process(es), varying environments      712
Branching process(es), with immigration      711
Brownian bridge      183
Brownian motion      389 394 397 854
Buffer content process(es)      243 250 255 261 263 264 276 278
Buffer content(s)      250 255 261
Burst      933 934
Burst duration      942 947
Burst, empirical      933 934 945 950 954—957 959 960 964
Burst, theoretical      933 934 939 950 952 959
Canonical correlation analysis      840 841
Canonical correlation(s)      646 841
Canonical factor analysis      841
Canonical gradient      346
Canonical potential      488
Canonical series expansion      646
Canonical variables      646
Central limit theorem      541
Chain binomial model(s)      285 286 292 293 323
Chain binomial model(s), Greenwood model      286—288
Chain binomial model(s), Reed — Frost model      286—288
Channel, acetylcholine      934 949 955
Channel, chloride      958
Channel, ion      931
Chaos      833
Chaos game      388
Chaotic and non-chaotic time series      830
Chaotic attractor      819
Chaotic spectral representation      864
Characterization of $M/G/\infty$      564
Characterization of queueing systems      557 564
Characterizations      111 782 783
Charge transfer      961
Chernoff upper bound      57
Chloride channel      934 958
Chromatic number      62 80 86
Circular distribution      658
Class sojourn time      932 937
CLIQUE      482
Clique for irregular sites      483
Clique for regular sites      483
Clique potential      485 489
Clique potential for auto-normal model      491
Clique potential for MLL      492
Clique, type of      483
Closed-time      939
Closed-time, total      943 953
Cluster analysis      68 77
Coefficient of tail dependence      643
Cointegration      827 847
Collective model of epidemics      735
Coloring      477
Componentwise maxima      635 636 657
Compound geometric      570
Compound negative binomial      570
Compton Gamma-Ray Observatory      802 803
Concentration inequalities      57
Conditional probability      486
Configuration      477 483
Configuration space      477
Configuration space, size of      477
Consolidation method      546
Contextual constraint(s)      473 479 489
Continuous flow      1
Continuous version/analog of bilinear time series      861
Continuous-time Markov process      1
Control      288 308—312
Control policies      8
Copulas      648
corrective maintenance      36
correctness      502
Correlation      233
Countable state space SMP      532
Counting process      800
Covariance function      95 98
Covariance ordering      344
Coverage problem      146
Criticality theorem      695
Cumulant generating function      829
Cumulant matrix      843
Cumulant spectra      830
Cumulant spectral density      830 840
Cumulant(s)      827—830 838—840 843 859
Cumulative total time on test statistic      169 173
Damage models      775—777 782
Darling — Erdoes limit theorem      631
Data augmentation      339
de Finetti’s theorem      111
Dead time      805 820
Departure process(es)      557 563
Dependence function      650
Detailed balance      338
Deterministic sweep      340 352 355
Differential equation method      58
Diffusion approximation(s)      706 710 759
Diffusion equation      394
Diffusion model      749
Diffusion process      634
Directed graphs      79
Directly Riemann integrable function      541
Dirichlet distribution      673
Disadvantageous mutation      710
Discontinuities      496
Discrete branching processes      785
Discrete minification process      591
Discrete self-decomposability      579
Discrete wavelet transformation (DWT)      104
Discretized fractional Brownian motion      854
Distribution, matrix exponential      938
Distribution, matrix geometric      941
Distribution, phase      939 941
Distributions closed under margins      674
Distributions of order k      432
DNA replication      137
DNA sequences      234 238
DNA sequencing      240
DNA strands      237
Domain(s) of attraction      608 610 611 614—616 623 624 634 635 637 643 646 652 674
Domination off the diagonal      344
Dynamic GLM      599
Dynamical system      757
Eclipses      796
Ecology and conservation modelling      738
Efficiency ordering      344
Eigenvalues      231
EM algorithm      887
Embedded Markov chains      238
Empirical burst      954—957 959 960
Empirical estimator      337 343 352 353 363 365
Empirical integrated lack-of-memory process      168 171
Empirical processes      182
Energy      485
Energy, order of      489
Entry process      936
Environmental uncertainty      747 749
Epidemic modelling      285 728
Erdoes — Renyi      52
Erdoes — Revesz type law of the iterated logarithm      629
Erlang process      805
Estimator of the semi-Markov kernel      553
Ethernet network traffic measurements      122
Euler distribution      779 780
Evolution of diversity      724
Evolutionarily stable strategy      64
Evolutionary process      850
Evolutionary spectrum      850
Expected running time of algorithms      86
Explosion time      526
Exponent measure function      638 641 674 676 677
Exponential      168 170
Exponential distribution      620
Extended Kalman filter      871
Extended neighboring order statistics      621
Extended Spitzer integral representation theorem      786 787
Extinction      738
Extinction phenomena      739 740
Extinction probability      705 739
Extremal coefficient      662
Extremal types theorem      607 608 635
Extreme value theory      607 608 625 632—635 664 677
Fibonacci number(s)      230 234
Filtering      874 883 885 888 891 894 897 904 919 924
Final data      878
Finitely ramified      399
Finitely ramified fractal      392
First moment method      57
First recurrence times      229 230
First-order logic      69
First-order property      53
First-order time dependent bilinear model      851
Fisher information matrix      619 622 624 655 667 668
Fixed-interval smoothing      874
Fixed-lag smoothing      874
Fixed-point smoothing      874
FKG inequality      59 70 72
Flexible manufacturing systems      1
Fluid      250
Fluid model(s)      245 250 254 261 267 275 281—283
Fluid queue      278
Fluid queueing models      243
Fluid-flow      274
Fluid-flow model(s)      245 274
Fluid-flow system      274
Fluid-flow traffic models      245
Fractal diffusion      396 402
Fractal dimension      101 102
Fractional (Gaussian) processes      853
Fractional Brownian motion      390 630 853—855
Fractional Brownian motion process      855
Fractional differenced      855
Fractional differenced Gaussian ARMA      855
Fractional Gaussian ARMA      855
Fractional Gaussian noise      853
Fractional white noise input      857
FRAME model, definition      497
Frechet      609 614 618 636 637 639 642 649 652 665 670 674
Functionals of a semi-Markov process      543
G(n,p(n))      52
Gamma ray burst(s)      796 797 802
Gamma-ray      796
Gamma-ray observatory      801 804
Gap      939
Gate matrix layout problems      75
Gateway state      937
Gaussian distribution      657 658
Gaussian elimination      416 417
Gaussian MRF (GMRF)      see “Auto-normal”
Gaussian Ornstein — Uhlenbeck process      861
Gaussian process(es)      625 629 677
Gaussianity      834
Gene amplification      714
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