作者：SidneyI.Resnick[著]
页数：626
出版社：世界图书出版公司
出版日期：2011
ISBN：9787510029721
电子书格式：PDF
PDF下载地址
内容简介
while this is a book about harry and his
adventurous life, it is primarily a serious text about stochastic
processes. it features the basic stochas-tic processes that are
necessary ingredients for building models of a wide variety of
phenomena exhibiting time varying randomness.
目录
preface
chapter 1. preliminaries: discrete index sets and/or discrete state
spaces
1.1. non-negative integer valued random variables
1.2. convolution
1.3. generating functions
1.3.1. differentiation of generating functions
1.3.2. generating functions and moments
1.3.3. generating functions and convolution
1.3.4. generating functions, compounding and random sums
1.4. the simple branching process
1.5. limit distributions and the continuity theorem
1.5.1. the law of rare events
1.6. the simple random walk
1.7. the distribution of a process最
1.8. stopping times最
chapter 1. preliminaries: discrete index sets and/or discrete state
spaces
1.1. non-negative integer valued random variables
1.2. convolution
1.3. generating functions
1.3.1. differentiation of generating functions
1.3.2. generating functions and moments
1.3.3. generating functions and convolution
1.3.4. generating functions, compounding and random sums
1.4. the simple branching process
1.5. limit distributions and the continuity theorem
1.5.1. the law of rare events
1.6. the simple random walk
1.7. the distribution of a process最
1.8. stopping times最