Elements of the Theory of Markov Processes and Their ApplicationsGraduate-level text and reference in probability, with numerous scientific applications. Nonmeasure-theoretic introduction to theory of Markov processes and to mathematical models based on the theory. Appendixes. Bibliographies. 1960 edition. |
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Page 138
... Laplace transformation1 to the Kolmogorov diffusion equations . Again we consider the forward Kolmogorov equation , the procedure being the same for the backward equation . Application of the Laplace transform to the Kolmogorov ...
... Laplace transformation1 to the Kolmogorov diffusion equations . Again we consider the forward Kolmogorov equation , the procedure being the same for the backward equation . Application of the Laplace transform to the Kolmogorov ...
Page 149
... Laplace Transform of the First - passage Time Distribution . In this section we obtain the Laplace transform of the first - passage time distribution . Thus , with the Laplace transform obtained , an application of the inversion theorem ...
... Laplace Transform of the First - passage Time Distribution . In this section we obtain the Laplace transform of the first - passage time distribution . Thus , with the Laplace transform obtained , an application of the inversion theorem ...
Page 444
Albert T. Bharucha-Reid. B. The Laplace - Stieltjes Transform and the Laplace Transform . 1. The Laplace - Stieltjes Transform . If F ( t ) is a com- plex function of the real variable t for 0 < t < ∞o and if F ( t ) is of bounded ...
Albert T. Bharucha-Reid. B. The Laplace - Stieltjes Transform and the Laplace Transform . 1. The Laplace - Stieltjes Transform . If F ( t ) is a com- plex function of the real variable t for 0 < t < ∞o and if F ( t ) is of bounded ...
Contents
Introduction | 1 |
THEORY | 7 |
Processes Discrete in Space and Continuous in Time | 53 |
Copyright | |
16 other sections not shown
Other editions - View all
Elements of the Theory of Markov Processes and Their Applications A. T. Bharucha-Reid Limited preview - 2012 |
Elements of the Theory of Markov Processes and Their Applications Albert T. Bharucha-Reid Limited preview - 1997 |
Common terms and phrases
absorber applications arrival assume assumptions asymptotic birth process birth-and-death process boundary branching processes cascade process cascade theory coefficient collision consider counter defined denote the number denote the probability derive determined deterministic differential equation diffusion equations diffusion processes distribution function E₁ electron electron-photon cascades energy epidemic equilibrium exists expression Feller finite functional equation given Hence initial condition integral equation interval 0,t ionization joins the queue Kendall Kolmogorov equations Laplace transform Laplace-Stieltjes transform Let the random limiting distribution Markov chain Markov processes Math matrix Mellin transform Monte Carlo methods nonnegative nucleon o(At obtain P₁ parameter particle photon Phys Poisson process population probability distribution Proc product density queueing process queueing system Ramakrishnan random variable random variable X(t recurrent repairman satisfies Statist stochastic model Stochastic Processes t₁ Takács Theorem tion transition probabilities x₁ zero