Incluye índice

Markov chains -- Markov chains having two states -- Transition function and initial distribution -- Examples -- Computations with transition functions -- Transient and recurrent states -- Decomposition of the state space -- Birth and death chains -- Branching and queuing chains -- Proof of results for the branching and queuing chains -- Stationary distributions of a Markov chain -- Elementary properties of stationary distributions -- Examples -- Average number of visits to a recurrent state -- Null recurrent and positive recurrent states -- Existence and uniqueness of stationary distributions -- Queuing chain -- Convergence to the stationary distribution -- Proof of convergence -- Markov pure jump processes -- Construction of jump processes -- Birth and death processes -- Properties of a Markov pure jump processes -- Second order processes -- Mean and covariance functions -- Gaussian processes -- The wiener process -- Continuity, integration, and differentiation of second order processes -- Continuity assumptions -- Integration -- Differentiation -- White noise -- Stochastic differential equations, estimation theory, and spectral distribution -- First order differential equations -- Differential equations of order n -- Estimation theory -- Spectral distribution

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