Thorisson H. — Coupling, Stationarity, and Regeneration :: Электронная библиотека попечительского совета мехмата МГУ

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Thorisson H. — Coupling, Stationarity, and Regeneration

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Название: Coupling, Stationarity, and Regeneration

Автор: Thorisson H.

Аннотация:

This is a book on coupling, including self-contained treatments of stationarity and regeneration. Coupling is the central topic in the first half of the book, and then enters as a tool in the latter half. The ten chapters are grouped into four parts.

Язык:

Рубрика: Социология/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 2000

Количество страниц: 517

Добавлена в каталог: 02.10.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID

Предметный указатель

Random walk, ladder heights      360
Random, point      251 297
Random, site      218 297
Random, time      78 251
Random, transformation      223
Random, variable      78
Randomized stopping time      349
Recurrence time      62 347
Recurrent      35
Recurrent, null      37
Recurrent, positive      37
Regenerative process      see “Taboo regenerative “Time-inhomogeneous
Regenerative process, classical      337 346
Regenerative process, discrete time      344
Regenerative process, epsilon-couplings      354 362
Regenerative process, equilibrium process      486
Regenerative process, exact coupling      349 351 361 376
Regenerative process, inter-regeneration times      347
Regenerative process, lag-l      358
Regenerative process, lag-l+      359
Regenerative process, regeneration times      346 358
Regenerative process, renovating event      487
Regenerative process, sequence space      339
Regenerative process, stationary      348
Regenerative process, two-sided      262
Regenerative process, version      348 359
Regenerative process, wide-sense      337 358
Regenerative process, zero-delayed      341 348
Relative age process      69 339
Relative position U      252 253
Relativity      244
Renewal process      62 347
Renewal process, epsilon-couplings      64
Renewal process, exact coupling      103 419
Renewal process, intensity measure      104
Renewal process, taboo      442
Renewal Theorem, Blackwell’s      64
Renewal theorem, total variation on $[0, \infty)$       419
Renewal theorem, total variation on [0, h]      103
Representation      1 78
Representation, splitting      11
Residual life process      69 339
Scheffe’s theorem      111
Self-coupling      2
Self-similarity      242
Separable metric space      86
Set, inner probability one      82
Set, outer null      81
Set, outer probability one      82
Shift-coupling      57 125 161 162 345
Shift-coupling in Palm theory      289 330
Shift-coupling, distributional      163
Shift-coupling, events      219
Shift-coupling, inequality      165 220
Shift-coupling, maximality      170
Shift-coupling, maximally successful      175
Shift-coupling, nondistributional      163
Shift-coupling, random fields      218 219
Shift-coupling, success probability      162
Shift-coupling, successful      162
Shift-coupling, times      162
Shift-map      130 218 251 340
Shift-map, joint      340
Signed measure      109
Simulation      272 326
Simulation, acceptance-rejection      272 326
Simulation, birth and death process      477
Simulation, coupling from-the-past      338 467
Simulation, imperfect      279 326
Simulation, initial transient problem      272 326
Simulation, perfect      272 326 338 467
Simulation, perfection probability      279
Simulation, quasi-stationarity      467
Simulation, S-s-inventory system      276
Simulation, stationarity detection      489
Site-shift      298 303
Smooth tail $\sigma$ -algebra      161 188
Span of a lattice      74 343
Splitting      99 365
Splitting, element      95
Splitting, extension      94
Splitting, indicator      94
Splitting, representation      11 94
Splitting, variable      95
Spread out      98 351
Standard space      88
Starts anew      44
State space      33
Stationary      70 72 249 250 254 259 284 295 298 304 323 337 341 348 “Point-stationary “Taboo
Stationary, asymptotically      37 383
Stationary, conditional      214
Stationary, distribution      37 213
Stationary, intensity      255 317
Stationary, measure      213
Stationary, nonstationary      429
Stationary, Palm characterization      316
Stationary, periodically      343
Stationary, simulation      467
Stationary, stochastic process      143
Stationary, vector      36
Stein’s method      479
Step-lengths      47
Stochastic process      33 126
Stochastic process, birth      132
Stochastic process, canonically jointly measurable      130
Stochastic process, cemetery      132
Stochastic process, censoring state      132
Stochastic process, Cesaro mixing      199
Stochastic process, distribution      127 128
Stochastic process, exchangeable      243
Stochastic process, index set      126

Stochastic process, jointly measurable      129
Stochastic process, killing      132
Stochastic process, mixing      196
Stochastic process, path process      359
Stochastic process, path set      128
Stochastic process, path space      128
Stochastic process, paths      127
Stochastic process, real valued      127
Stochastic process, self-similar      242
Stochastic process, shift-map      130
Stochastic process, shift-measurable      130 252
Stochastic process, smoothly mixing      200
Stochastic process, space-time process      163
Stochastic process, standard settings      128
Stochastic process, state space      126
Stochastic process, stationary      143
Stochastic process, trivial      196
Strassen’s theorem      479
Strong stationary time      481
Strong uniform time      481
Successful coupling      35
Supported by      78
Taboo regenerative      338 436 438
Taboo regenerative, acceptance-rejection      468
Taboo regenerative, lag-l      439
Taboo regenerative, regeneration times      438 439
Taboo regenerative, simulation      468
Taboo regenerative, taboo limits      338
Taboo regenerative, taboo region      338
Taboo regenerative, taboo stationary      338 454
Taboo regenerative, taboo time      438 439
Taboo regenerative, time-inhomogeneous reg.      441
Taboo regenerative, under taboo      439
Taboo regenerative, version      439
Taboo regenerative, wide-sense      439
Taboo regenerative, zero-delayed      439
Taboo stationary      338 451 452
Taboo stationary, characterization      453
Taboo stationary, coupling from-the-past      467
Taboo stationary, periodically      466
Taboo stationary, simulation      467
Taboo stationary, taboo regenerative      454
Taboo stationary, taboo time      452
Taboo stationary, under taboo      451
Taboo stationary, version      459 461
Tail $\sigma$ -algebra      156 161 246
Time, coupling      34
Time, parameter      33
Time, random      78
Time, randomized stopping      349
Time, shift-coupling times      162
Time, sojourn      33
Time, stopping      44 349
Time-inhomogeneous regenerative      337 373
Time-inhomogeneous regenerative of type       373
Time-inhomogeneous regenerative, classical coupling      338 385 399
Time-inhomogeneous regenerative, exact coupling      378
Time-inhomogeneous regenerative, lag-l      373
Time-inhomogeneous regenerative, lag-l+      373
Time-inhomogeneous regenerative, nonstationary      338
Time-inhomogeneous regenerative, recurrence distribution       374
Time-inhomogeneous regenerative, regeneration times      373
Time-inhomogeneous regenerative, taboo renewal process      442
Time-inhomogeneous regenerative, time-homogeneous      374 383
Time-inhomogeneous regenerative, up to time zero      432 433 441
Time-inhomogeneous regenerative, version      373
Time-inhomogeneous regenerative, wide-sense      373
Topological transformation group      238
Topological transformation group, amenable      240
Topological transformation group, Haar measure      238
Topological transformation group, locally compact      238
Topological transformation group, second countable      238
Total life process      69 339
Total variation      12 109
Total variation, measure      112
Trace      82 128
TRANSFER      92 100 120 135
Transformation coupling      223 239
Transformation coupling, coupling transformations      223
Transformation coupling, distributional      223 239
Transformation coupling, exact      244
Transformation coupling, inequality      226 240
Transformation coupling, maximality      228
Transformation coupling, maximally successful      232
Transformation coupling, nondistributional      224 239
Transformation coupling, success probability      223
Transformation coupling, successful      223 240
Transformation semigroup      222
Transformation semigroup, acts jointly measurably      222
Transformation semigroup, Folner averaging sets      227
Transformation semigroup, group      222
Transformation semigroup, invariant measure      225
Transformation semigroup, inverse-measurable group      223
Transformation semigroup, jointly measurable      222
Transformation semigroup, measurable      222
Transformation semigroup, random transformation      223
Transient      40
Transition, jointly measurable      203
Transition, matrix      34
Transition, probabilities      201
Transition, semigroup      34
Triviality      195 196
Unconscious probabilist      85
Uniformly integrable      381
Version      63 202
Version, differently started      34 202
Version, independent      34
Voronoi cells      308
vrandomized-origin duality      250 284
Waiting time paradox      70
Wiener process      97 128 242
Zero-delayed      63 341

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