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Авторизация |
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Поиск по указателям |
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Dawson D. — Introduction to Markov Chains |
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Предметный указатель |
A.s. invariant events 5
Annihilation 3
Annihilation state 3
Aperiodic state 11
Arcsine law 5 17
Balayage 35
Balayage, potential 36
Balayage, principle of 36
Bernoulli random walk 17
Bernoulli random walk, transient 18
Birth and death chain 27
Birth and death chain, recurrent 28
Birth and death chain, transient 28
Birth and death chain, two dimensional 29
Birth and death chain, two-sided 29
Boundary 5
Boundary, Feller 61
Boundary, Martin 47
Branching process 18
Branching process, extinction probability 19
Branching process, generating function 19
Branching process, Martin boundary of 72
Branching process, transient 19
Capacity 5 35 38
Chain watched in E 31
Charge, left 33
Charge, right 33
Charge, total 36
Class, aperiodic 13
Class, closed 12
Class, communicating 11 12
Class, maximal 12
Class, minimal 12
Class, recurrent 12
Communicating classes 5 11
Communicating states 11
Dirichlet integral formula 67
Duality 39
Entrance problem 47
Equilibrium potential 37
Equilibrium set 37
Ergodic theorem 5
Escape vector 38
Exit problem 47
Expected number of visits 4 9
Expected number of visits to a transient state 5
Extended chain 41
Extended chain, reverse 43
Extreme function 57
Extreme point 57
Feller boundary 61
Fine boundary function 61
Fine topology 62
Forbidden states 6
Function, concordant 32
Function, excessive 32
Function, extreme 57
Function, fine boundary 61
Function, harmonic 32
Function, minimal 57
Function, regular 32
Function, subregular 32
Function, superregular 32
Galton-Watson process (see Branching process)
Generating function, branching process 19
Generating function, simple random walk 15
H-chain 45
H-extended chain 46
h-harmonic measure 54
H-process 45
h-transform 45
Harmonic measure 50
Hexagonal random walk 20
Indecomposable chain 9
Initial distribution 3
Invariant -field 5
Invariant events 5
Irreducible chain 9
Left charge 33
Markov chain 1
Markov chain, birth and death 27
Markov chain, birth and death recurrent 28
Markov chain, birth and death transient 28
Markov chain, birth and death two dimensional 29
Markov chain, birth and death two-sided 29
Markov chain, boundary of 5
Markov chain, extended 41
Markov chain, extended reverse 43
Markov chain, finite 5
Markov chain, h-extended 46
Markov chain, h-transformed 45
Markov chain, indecomposable 9
Markov chain, irreducible 9
Markov chain, null recurrent no stationary distribution 24
Markov chain, positive recurrent stationary distribution 24
Markov chain, recurrent limiting behaviour 21
Markov chain, renewal 26
Markov chain, reverse 30
Markov chain, space time 31
Markov chain, transient 20
Markov chain, transient potential theory 32
Markov chain, tree process 53
| Markov chain, two-sided 31
Markov chain, watched in E 31
Martin boundary 47
Martin boundary of branching process 72
Martin boundary of Polya’s urn scheme 69
Martin boundary of random walk in 66
Martin boundary of random walk in 66
Martin boundary of tree process 53
Martin boundary, entrance 49
Martin boundary, metric for 51
Measure, harmonic 50
Measure, invariant 33
Measure, reference 35
Measure, regular 33
Measure, stationary 33
Measure, subregular 33
Measure, superregular 33
Minimal function 57
Null recurrent state 11
Periodic state 11
Poisson-Martin representation theorem 60
Polya’s urn scheme 6
Polya’s urn scheme, Martin boundary of 69
Positive recurrent state 11
Potential 33
Potential measure 33
Potential, pure 33
Potential, support 36
Potentials 5
Probability, return to state 4
Probability, visit to state 4
Probability, visiting set infinitely often 4 20
Pure potential 33
Random walk 13 16
Random walk, Bernoulli 17
Random walk, Bernoulli transient 18
Random walk, hexagonal 20
Random walk, Martin boundary of 66
Random walk, minimal functions 63
Random walk, recurrent 17
Random walk, simple 14
Random walk, simple generating function 15
Random walk, simple null recurrence 15
Random walk, simple recurrence 14
Random walk, simple transience 14
Random walk, stationary distribution 15
Random walk, transient 17
Ratio limit theorem 25
Recurrence 5 10
Recurrence time 4 7 11
Recurrence time, expectation 4
Reference measure 35
Regular, function 32
Regular, measure 33
Renewal chain 26
Renewal Theorem 21
Return to state, probability of 4
Reverse chains 30
Riesz Decomposition theorem 33
Right charge 33
Simple random walk 14
Simple random walk, generating function 15
Simple random walk, null recurrent 15
Simple random walk, recurrent 14
Simple random walk, transient 14
Space time chains 31
State space 1
State, absorbing 19
State, aperiodic 11
State, communication 11
State, forbidden 6
State, null recurrent 11
State, periodic 11
State, positive recurrent 11
State, recurrent 10 12 21
State, transient 10 11 20
State, transient expected number of visits 5
Stationarity 2
Stationary distribution of a positive recurrent chain 24
Stationary distribution, positive recurrent chain 5
Stationary distribution, random walk 15
Stationary transitions 2
Stochastic matrix 2
Stopping time 7
Stopping time, -field generated by 7
Strong Markov property 7
Subregular, function 32
Subregular, measure 33
Superregular, function 32
Superregular, measure 33
Support of a potential 36
Taboo probability 11
Taboo transition probability 26
Tail -field 4
Transience 5 10
Transient state 11
Transition function 2
Transition matrix 2
Tree process 53
Tree process, Martin boundary of 53
Two dimensional birth and death chain 29
Two-sided birth and death chain 29
Wiener’s test 39
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