Shanbhag D.N. (ed.), Rao C.R. (ed.) — Stochastic Processes - Modelling and Simulation :: Электронная библиотека попечительского совета мехмата МГУ

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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.)

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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

General epidemic model      729
Generalized extreme value      608 618 619 624 664 669
Generalized fARIMA      97
Generalized fractional Brownian motion      96
Generalized fractionally integrated noise      97
Generalized Order statistics      612
Generalized Pareto      608 620—622 624 664
Generalized Pareto distribution      607
Generalized Poisson distribution      780
Generalized Polya — Eggenberger distribution      780
Generalized Rao — Rubin condition      786
Generating function(s) (gf)      229 412 423
Genetics and evolution      703
Geographical spread of mutants      721
Geometric      168 170
Geometric random sum      952
GI/G/1/0 system      562
GI/G/1/L system      563
GI/G/s queue      561 562
GI/G/s/L system      564 566
GI/M/1 paradigm      419 422
Giant component      60
Gibbs distribution      485
Gibbs random field      485
Gibbs random field, hierarchical      493 496
Gibbs random field, homogeneous      485
Gibbs random field, isotropic      485
Gibbs sampler      340 352 353 355 357 362 365
Gibbs sampling      901 922
Goodness-of-fit      168
Gradient      346
Graph      51
Graph directed constructions      382
Gravity      796
Greenwood model      323
Growth of DNA repeats      720
GTH algorithm      416—418
Gumbel      609 610 615 616 618 633
Gumbel distribution      655
H-R diagram      812
Hamilton — Jacobi — Bellman equation      7
Hamilton — Jacobi — Isac equation      39
Hammersley — Clifford theorem      486
Hastings algorithm      338
Hausdorff dimension      101 102 374
Hausdorff measure      374
Hedging policy      16
Hedging surface      30
Heine distribution(s)      779 780 784
Hellinger differentiable      346
Hepatitis A      301 305 327—328
Hermite degree      857 858
Hermite expansion      837
Hermite functions      835
Hermite polynomial expansion      836
Hermite polynomial(s)      835 836 858
Hermite-degree n      858
Heterogeneity      802
Hidden Markov model      963 964
Hierarchical clustering      813
Hierarchical MRF model      493 496
Hierarchy scheduling planning      2
Higher cumulant spectra      830
Higher-order canonical correlation      842
Higher-order cumulant spectra      827 830
Higher-order cumulants      827—829 838 842 846 851
Higher-order moments      827 828 837 838 842 843 848 850
Higher-order spectra      827 830 861
Higher-order spectral density      830
Higher-order transfer      837
Higher-order transfer functions      836
HIV/AIDS      290 294 312 314—321
Hoelder exponent(s)      386 389 391
Homogeneous      486 490 797 802
Homogeneous Poisson process      807
Hurst coefficient      852 861
Identifiability      963
Image compression      387
Importance sampling      890 920
Increasing property      53
Increment process      93 95
Independence      830
Independence Hastings algorithm      339
Independence number      62 80
Infinite alleles models of mutation      724
Infinite divisibility property      564
Integral statistics      172 196
Integrated Cauchy functional equation      777 785
Intensity function      807
Invariant measure      537
Inversion principle      640
Ion channel      931 934
Irreducible      540
Irreducible MRP      538 539
Irreducible positive recurrent      538
Ising model      490
Ising model, generalized      491
Island biogeography      744
Iterated function system      381
Janson inequality      59
Jensen’s algorithm      414 415
Jump Markov process      528
Jump process      525
K-dependent Markov chain      550
K-dependent semi-Markov kernel      550
K-dependent semi-Markov processes      549
Kalman filter      871 920
Kaluza sequences      570
Kendall’s coefficient of concordance      667
Key renewal type theorem      540
Kolmogorov weighted semimetric      614
Komlos — Major — Tusnady theorem      182
Kronecker product      837
Label set, continuity      476 483
Label set, continuous      476
Label set, discrete      476
Label set, real      476
Labeling of sites      477
Labeling problem      475 476 480
Labeling problem, categories LP1-LP4      477
Labeling problem, categorization      477
Labeling problem, under contextual constraint      479
Labelled graphs      51
Laha — Lukacs property      570
Laplace operator      394 395
Lau — Rao theorem      168 562
Law of large number      541
Law of the iterated logarithm      101
Layout problem      67
Least squares      500
Levy process      390
Life history of infectives      730
Likelihood function      504 964
Limit distribution      541
Limiting conditional distribution      755 761
Linear and quadratic transfer functions      836
Linear canonical correlation      841
Linear integral statistics      196
Linear models      833
Linear-cost-adjusted sequence      634
Linearity of the nonstationary time series      851
Linearity of time series      834
Local asymptotic normality      346
Local dimensions      102
Local log-likelihood      851
Local scaling exponent function      95
Locally Lipschitz      23
Locally self-similar process      95
Logarithmic reduction algorithm      427
Logistic distribution(s)      654—656 663 665—667 669 670

Long memory      828
Long memory bilinear model      827
Long range dependence      93 96 852—854 861
Long range dependence property      855
Long range dependency in the nonlinear models      855
Long range dependent      852 853 858 859
Longitudinal count data      595 602
Lower triangular bilinear model(s)      835 836 846
Luminosity-mass      804
Lumping method      546
M/G/1 paradigm      419 421 422
M/G/1 queue      407
M/G/1/0 system      562
M/G/1/L queue      559 560 561
M/G/s queue      561
M/G/s/L system      564
M/M/s system      558 559 566 569
Machine setp      2
Maintainability      552
Maintenance control      30
Manufacturing systems      1
MAP-MRF framework      474
Mapping from sites to labels      477
Mapping with continuous labels      477
Mapping with discrete labels      477
Marginal distributions, binary      588 593—596 601
Marginal distributions, binomial      587 594 598 601
Marginal distributions, compound Poisson      583
Marginal distributions, geometric      583
Marginal distributions, multinomial      594
Marginal distributions, negative binomial      585 598
Marginal distributions, Poisson      580 581 594—596 598 600
Marginal distributions, unspecified      589
Marked point processes      819
Marked process      819
Markov and related process(es)      625 632
Markov chain embedding      432 434 435 443
Markov chain method      239
Markov Chain Monte Carlo (MCMC)      499 901 964
Markov chain(s)      237 238 413 519 542 547 575 932 934 935
Markov chain(s), aggregated      934 935
Markov chain(s), continuous-time      932 935
Markov chain(s), reversible      936 965
Markov chain(s), steady-state probabilities      415
Markov chain(s), transient probabilities      414
Markov kernel      517
Markov process      484 516 518 533 674
Markov property      530
Markov random field      479 483
Markov random field in image analysis      474
Markov random field, books      475
Markov random field, coupled      484
Markov random field, history      473
Markov random field, homogeneous      484
Markov random field, isotropic      484
Markov random field, positivity      483
Markov renewal equation      528—530 540
Markov renewal function      529
Markov renewal matrix      537 553
Markov renewal process      518 546 563
Markov renewal theory      529
Markov switching model      881
Markov transition function      517
Markov — Gibbs equivalence      486
Markov-modulated Poisson process (MMPP)      413
Markovianity      483
Martingale      58
Martingale approximation      342
Martingale methods      235 324—326
Martingale stopping times      236
Martingale techniques      238
Matrix-geometric distribution      420
Max-stable      609 649 652 656
Maximal correlation coefficient      840
Maximum a posteriori      474 505
Maximum degree      66 72 80
Maximum entropy      497 498 504
Maximum likelihood      503 505
Maximum Likelihood Estimation      963
MCMC sampler      338
Mean Time To Failure      552
Measure function      640 641
Measurement equation      874
Measures of connectivity      62
Merging algorithm      547
Merging method      546
Method of composition      640
Metropolis algorithm      338
Metropolis — Hastings algorithm      901 922
MICROSECOND      804
Minimal Markov process      543
Minimal solution      543 544
Minimum degree      80
Minimum description length      504
Minimum spanning tree      58 67
Minkowski dimension      376
Mixed gamma distribution      667
Mixture transition distribution (MTD)      575
ML      see “Maximum likelihood”
MLL      see “Multi-level logistic”
MMPP      416 418 425
Modeling, geometric      501
Modeling, photometric      501
Models based on thinning      578
Models based on thinning, binomial thinning      578
Models based on thinning, generalizations of binomial thinning      590
Models based on thinning, hypergeometric thinning      587 591
Models based on thinning, multinomial thinning      582
Models, Bayesian      597 599
Models, DARMA      576
Models, dynamic GLM      598 599
Models, generalized linear (GLM)      602
Models, hidden Markov      597
Models, hierarchical GLM      599
Models, Markov chain      593—595
Models, Markov regression      596
Models, regression      594
Models, state space      597
Modified Rao — Rubin conditions      782
Molecular clock of evolution      727
Monte Carlo integration      890 920
Moving average process      625 626
MRF-GRF equivalence      see “Markov — Gibbs equivalence”
Multi-level logistic      491
Multi-level logistic, conditional probability of      493
Multi-level logistic, multiple-site clique potential      492
Multi-level logistic, pair-site clique potential      492
Multi-level logistic, single-site clique potential      492
Multi-resolution computation      497
Multifractal      377 399
Multifractal analysis      378
Multifractal spectrum      382
Multivariate beta distribution      667
Multivariate bilinear models      827 836 845
Multivariate bilinear time series      843
Multivariate bilinear time series models      838
Multivariate extension      833
Multivariate extreme value distribution(s)      607 635 646 649 652 654 663 670 674
Multivariate nonlinear time series      843
Multivariate normal      829 842 846
Multivariate time series      827
N-body dynamics      813
Nature reserves      744
Nearest neighbor interactions      360 362
Negative bilogistic distribution      657
Negative binomial distribution      780 789
Negative logistic distribution      656 673
Neighbor set      480
Neighborhood system      476 480
Neighborhood system, 4-neighborhood      480

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