عنوان

Markov processes /

شابک

1482240734

شابک

9781482240733

شماره

dltt

عنوان اصلي

Markov processes /

نام عام مواد

[Book]

نام نخستين پديدآور

James R. Kirkwood

نام خاص و کميت اثر

xii, 327 pages :

ساير جزييات

illustrations ;

ابعاد

24 cm

عنوان فروست

Advances in applied mathematics

متن يادداشت

Includes bibliography (page 321) and index

متن يادداشت

Exponential distribution and poisson process. Continuous random variables ; Cumulative distribution function (continuous case) ; Exponential distribution ; o(h) functions ; Exponential distribution as a model for arrivals ; Memoryless random variables ; Poisson process ; Poisson processes with occurrences of two types -- Continuous-time Markov chains. Generators of continuous Markov chains: the Kolmogorov ; Forward and backward equations ; Connection between the steady state of a continuous Markov ; Chain and the steady state of the embedded matrix ; Explosions ; Birth and birth-death processes ; Birth and death processes ; Queuing models ; Detailed balance equations -- Reversible Markov chains. Random walks on weighted graphs ; Discrete-time birth-death process as a reversible Markov chain ; Continuous-time reversible Markov chains

متن يادداشت

Review of probability. Short history ; Review of basic probability definitions ; Some common probability distributions ; Properties of a probability distribution ; Properties of the expected value ; Expected value of a random variable with common distributions ; Generating functions moment generating functions -- Discrete-time, finite-state Markov chains. Notation ; Transition matrices ; Directed graphs: examples of Markov chains ; Random walk with reflecting boundaries ; Gambler's ruin ; Ehrenfest model ; Central problem of Markov chains ; Condition to ensure a unique equilibrium state ; Finding the equilibrium state ; Transient and recurrent states ; Indicator functions ; Perron-frobenius theorem ; Absorbing Markov chains ; Mean first passage time ; Mean recurrence time and the equilibrium state ; Fundamental matrix for regular Markov chains ; Dividing a Markov chain into equivalence classes ; Periodic Markov chains ; Reducible Markov chains -- Discrete-time, finite-state Markov chains. Renewal processes ; Delayed renewal processes ; Equilibrium state for countable Markov chains ; Physical interpretation of the equilibrium state ; Null recurrent versus positive recurrent states ; Difference equations ; Branching processes ; Random walk in

بدون عنوان

0

بدون عنوان

0

موضوع مستند نشده

Markov processes

موضوع مستند نشده

Markov processes

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Kirkwood, James R.

تاريخ عمليات

20171225054639.8

قواعد فهرست نويسي ( بخش توصيفي )

rda

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y