|
|
|
|
| LEADER |
02309nmm a2200253 u 4500 |
| 001 |
EB000668399 |
| 003 |
EBX01000000000000000521481 |
| 005 |
00000000000000.0 |
| 007 |
cr||||||||||||||||||||| |
| 008 |
140122 ||| eng |
| 020 |
|
|
|a 9783642620157
|
| 100 |
1 |
|
|a Chung, Kai Lai
|
| 245 |
0 |
0 |
|a Markov Chains
|h Elektronische Ressource
|b With Stationary Transition Probabilities
|c by Kai Lai Chung
|
| 250 |
|
|
|a 2nd ed. 1967
|
| 260 |
|
|
|a Berlin, Heidelberg
|b Springer Berlin Heidelberg
|c 1967, 1967
|
| 300 |
|
|
|a XI, 301 p
|b online resource
|
| 505 |
0 |
|
|a I. Discrete Parameter -- § 1. Fundamental definitions -- § 2. Transition probabilities -- § 3. Classification of states -- § 4. Recurrence -- § 5. Criteria and examples -- § 6. The main limit theorem -- § 7. Various complements -- § 8. Repetitive pattern and renewal process -- § 9. Taboo probabilities -- § 10. The generating function -- § 11. The moments of first entrance time distributions -- § 12. A random walk example -- § 13. System theorems -- § 14. Functionals and associated random variables -- § 15. Ergodic theorems -- § 16. Further limit theorems -- § 17. Almost closed and sojourn sets -- II. Continuous Parameter -- § 1. Transition matrix: basic properties -- § 2. Standard transition matrix -- § 3. Differentiability -- § 4. Definitions and measure-theoretic foundations -- § 5. The sets of constancy -- § 6. Continuity properties of sample functions -- § 7. Further specifications of the process -- § 8. Optional random variable -- § 9. Strong Markov property -- § 10. Classification of states -- § 11. Taboo probability functions -- § 12. Last exit time -- § 13. Ratio limit theorems; discrete approximations -- § 14. Functionals -- § 15. Post-exit process -- § 16. Imbedded renewal process -- § 17. The two systems of differential equations -- § 18. The minimal solution -- § 19. The first infinity -- § 20. Examples
|
| 653 |
|
|
|a Probability Theory and Stochastic Processes
|
| 653 |
|
|
|a Probabilities
|
| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
|
| 989 |
|
|
|b SBA
|a Springer Book Archives -2004
|
| 490 |
0 |
|
|a Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics
|
| 856 |
4 |
0 |
|u https://doi.org/10.1007/978-3-642-62015-7?nosfx=y
|x Verlag
|3 Volltext
|
| 082 |
0 |
|
|a 519.2
|