Introduction to stochastic processes / Paul G. Hoel, Sidney C. Port, Charles J. Stone
Tipo de material:
TextoDetalles de publicación: Long Grove, IL : Waveland Press, 1987Descripción: viii, 203 p. : il. ; 23 cmISBN: - 0881332674
- 9780881332674
- QA 274 H64
| Tipo de ítem | Biblioteca actual | Biblioteca de origen | Colección | Signatura topográfica | Copia número | Estado | Notas | Fecha de vencimiento | Código de barras | Reserva de ítems | |
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Biblioteca Antonio Enriquez Savignac | Biblioteca Antonio Enriquez Savignac | COLECCIÓN RESERVA | QA 274 H64 (Navegar estantería(Abre debajo)) | 1 | No para préstamo | Ing. Telematica | 031780 |
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| QA273 L5518 Probabilidad / | QA273 L5518 Probabilidad / | QA 273 R47 A probability path / | QA 274 H64 Introduction to stochastic processes / | QA 274 L979 Lévy processes : theory and applications / | QA 274 .M574 2005 Probability and computing : randomized algorithms and probabilistic analysis / | QA 274 M68 Randomized algorithms / |
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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