Авторизация
Поиск по указателям
Shanbhag D.N. (ed.), Rao C.R. (ed.) — Stochastic Processes - Modelling and Simulation
Обсудите книгу на научном форуме
Нашли опечатку? Выделите ее мышкой и нажмите Ctrl+Enter
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:
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
Предметный указатель
systems 560
queue 558 559 561 564 566
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 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 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
Реклама