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 306
... Stieltjes transform of Q ( t ) . We have n ( s ) = L { Q ( 1 ) } = [ ' = e - st dQ ( t ) − ( λ + 8 ) r \ - λτ 2 +8 ... Laplace transform is 2 / ( 2 + 8 ) . Hence the Laplace - Stieltjes transform of the distribution of T , i.e. , F ( t ) ...
... Stieltjes transform of Q ( t ) . We have n ( s ) = L { Q ( 1 ) } = [ ' = e - st dQ ( t ) − ( λ + 8 ) r \ - λτ 2 +8 ... Laplace transform is 2 / ( 2 + 8 ) . Hence the Laplace - Stieltjes transform of the distribution of T , i.e. , F ( t ) ...
Page 390
... Laplace - Stieltjes transform * ( s ) satisfying = S 00 -sw dF * ( w ) R ( s ) 0 1 - λμ p * ( s ) = 1 λ { [ 1 − y ( 8 ) ] / 8 } ( 9.38 ) We omit the proofs of these two theorems ; however , the following remarks are in order . The ...
... Laplace - Stieltjes transform * ( s ) satisfying = S 00 -sw dF * ( w ) R ( s ) 0 1 - λμ p * ( s ) = 1 λ { [ 1 − y ( 8 ) ] / 8 } ( 9.38 ) We omit the proofs of these two theorems ; however , the following remarks are in order . The ...
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 < ∞ 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 < ∞ and if F ( t ) is of bounded ...
Contents
Introduction | 1 |
Processes Discrete in Space and Time | 9 |
Processes Discrete in Space and Continuous in Time | 57 |
Copyright | |
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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 |
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