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Bharucha-Reid A.T. — Elements of the Theory of Markov Processes and Their Applications
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Название: Elements of the Theory of Markov Processes and Their Applications
Автор: Bharucha-Reid A.T.
Аннотация: "My purpose in this book is twofold: first, to present a nonmeasure-theoretic introduction to Markov processes, and second, to give a formal treatment of mathematical models based on this theory which have been employed in various fields. Since the main emphasis is on applications, this book is intended as a text and reference in applied probability theory.
The book is divided into three parts: Part I, Theory; Part II, Applications; and Appendixes. Part I consists of three chapters which are respectively devoted to processes discrete in space and time, processes discrete in space and continuous in time, and processes continuous in space and time (diffusion processes). In the first two chapters we restrict our attention to Markov chains with a denumerable number of states, with particular reference to branching stochastic processes. The reader interested in chains with a finite number of states should consult, for example, the books of Doob, Feller, Frechet, Kemeny and Snell, and Romonovskii..." A.T.Bharucha-Reid
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Рубрика: Математика /
Серия: Сделано в холле
Статус предметного указателя: Готов указатель с номерами страниц
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Год издания: 1997
Количество страниц: 491
Добавлена в каталог: 04.12.2010
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Предметный указатель
Ranganathan, N.R. 287 293 294
Rankin, B. 293
Ray, D. 130 163
Realization of a Markov process 63
Recurrence time 17 93
Recurrent epidemic 210 211
Recurrent process 301
Reducible chain 14
Regeneration point 95n.
Regenerative process 95n.
Reich, E. 388n. 437
Relative fluctuation (coefficient of variation) 123 248
Relative transition probability function 59 62 105 119 157
Removal rate, relative 204
Renyi, A. viii 6 77 127 332 362 372 373
Reuter, G.E.H. 35 55 64 72 91 103 121 126 127 382 385n. 436
Revesz, P. 373
Riley, V. 437
Riordan, J. 393 436 437
Robbins, H.E. viii
Romonvskii, V.I. vii 6
Rossi, B. 239n. 293 314 332
Rouche's theorem 384
Rubin, H. 123n. 125
Rudin, W. 32 55
Rumer, G. 238 291
Runnenberg, J.T. 408 436 437
Rutherford, E. 296 332
Ryll-Nardzewski, C. 77 125 127
Saaty, T.L. 393n. 437
Sample function of a Markov process 63
Sarymsakov, T.A. 6
Scarf, H. 434
Scheen, W.L. 332
Schroeder's functional equation 38
Schroeder, E. 24 38 55
Scott, E.L. 184 233 334 347 357 358
Scott, W.T. 249 265 293
Seal, H.L. 442
Seiden, E. 233
Semidissipative chain 34
Serfling, R.E. 233
Service factor 413
Service period, distribution of length 390—392
Service period, expected duration 392
Service period, number of customers served 392—393
Service times 375
Sevastyanov, B.A. 48 50 55 111 115 118 127 128 406n. 437
Sexes, population growth of 175—179
Shane, C.D. 347 357 358
Shapiro, A. 193 233
Shapiro, M.M. 317 333
Shuler, K.E. 371 373
Siegert, A.J.F. 148 162 163
Simple birth process 77—80
Singer, K. 366 373
Singular diffusion equations in genetics 214n.
Singular diffusion equations in population growth 190—192
Singular diffusion equations, boundary conditions for 146
Skellam, J.G. 233
Smith, W.L. 333 395 437
Sneddon, I.N. 79 128 136n. 151n. 163 448
Snell, J.L. vii 6
Snyder, H.S. 293
Sobolev, V.V. 354
Solow, R. 14n. 55
Srinivasan, S.K. 282 287 293 294
Stachowiak, H. 262 263 294
State space 10
State, absorbing 14
State, aperiodic 14
State, dissipative 34
State, ergodic 17 93 94
State, essential 14
State, final 62
State, inessential 14
State, instantaneous 62
State, nonrecurrent 15
State, null 17 94
State, periodic 14
State, positive 17 34
State, recurrent 15 93 94
State, stable 62
State, transient 15 93 94
Stationarity, weak sense 310
Stationarity, wide sense 310
Stationary distribution 28
Stationary Markov chain 62
Staub, H.H. 314 332
Steffensen, J.F. 24 55
Steinhaus, H. viii
Stochastic matrix 12
Stochastic matrix, doubly 12n.
Stochastic process 3 4
Stora, R. 287 292
Straggling in cascade theory 288
Struggle for existence 179—184
Swanson, M.D. 358
Syski, R. 397 437
Szegoe, G. 217 221 233
Taecklind, S. 97 128
Takac's integrodifferential equation 387 388
Takac's machine interference models 414—419
Takacs, L. viii 300 324 333 385 391 397 404 408 414 437 438
Takashima, M. 128 175 234
Tamm, I. 294
Tanaka, H. 161 163
Tchen, C.M. 372 373
Telephone exchanges holding time 396
Telephone exchanges idle channel 396
Telephone exchanges waiting time, distribution function 406 407
Telephone exchanges waiting time, expected 407
Telephone exchanges, equilibrium theory 397—407
Tettamanti, K. 372
Theus, R.B. 455
Three-dimensional cascade processes 287
Time-homogeneous Markov chain 62
Toeroek, F. 373
Total size of an epidemic 206 207
Traffic intensity 398
Traffic intensity, effective 432n.
Transition probabilities, constant 11
Transition probabilities, higher 12
Transition probabilities, infinitesimal 63
Transition probabilities, matrix of 12
Transition probabilities, n-step 12
Transition probabilities, relative 59 62 105 119 157
Transition probabilities, stationary 11 62
Transition probabilities, time-homogeneous 11 62
Tranter, C.J. 448
Trefethen, F. 436
Truncated moments 131 132
Type I counter 299 300 304 305 307 308 312
Type II counter 299 300 305—308 312
Udagawa, K. 438
Ueno, S. 335 351 354n. 358
Uhlenbeck — Ornstein process 140—142
Uhlenbeck, G.E. 140n. 163 248 249 292 293
Ulam, S. 25n. 42n. 48 51 53 54 449 457
Unconditional probability 13
Urbanik, K. viii 10n. 55 77 104 110n. 125 128 234 261 262 273 274 294
Valiron, G. 216 234
Vasudevan, R. 293 358
Veblen, O. 14n. 55
Vincze, I. 372
Volberg, O. 438
Volterra, V. 180 234
Voyvodic, L. 317 333
Vulikh, B.Z. 52n. 54 56
Waite, T.R. 372 373
waiting line see "Queueing systems" "Queues"
Waiting period see "Waiting times"
Waiting times, distribution of 387—389 394 395
Waiting times, limiting 389 390 394 395
Wall, H.S. 93 126
Wang, M.C. 163
Wang, S. 128
Watson, G.N. 141n. 163
Watson, H.W. 24 54
Waugh process 100—102
Waugh process in cascade theory 288
Waugh process in population growth 188 189
Waugh, W.A.O'N. 100 123n. 128 188 189 234
Whittaker, E.T. 141n. 163
Whittle, P. 175 184 207 209 234
Widder, D.V. 448
Wiener — Levy proces 139 140 151—154
Wilson, R.R. 455 457
Wishart, D.M.G. 381 438
Wolfowits, J. 436
Woods, W.M. 101n. 128 294
Woodward, P.M. 22n. 56
Wright, S. 213 234
Yaglom, A.M. 37 39 56
Yosida, K. 32 56 136 163
Yule — Furry distribution 78
Yule — Furry distribution in cascade theory 247—248 see
Zolotarev, V.M. 110 118 128
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