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 17
... introduce are those of recurrence and first - passage times for a given state . Suppose a state i is recurrent , and P { X , i } > 0. Given that X , i , we introduce a random variable T , defined as follows : T1 = m if Xn + x i for 1 ...
... introduce are those of recurrence and first - passage times for a given state . Suppose a state i is recurrent , and P { X , i } > 0. Given that X , i , we introduce a random variable T , defined as follows : T1 = m if Xn + x i for 1 ...
Page 119
... introduce , as before , the intensity function q ( §1 , ... , §N , t ) and the relative transition probability ... introduce ( 2.265 ) into the Chapman - CONTINUOUS TIME PROCESSES 119.
... introduce , as before , the intensity function q ( §1 , ... , §N , t ) and the relative transition probability ... introduce ( 2.265 ) into the Chapman - CONTINUOUS TIME PROCESSES 119.
Page 171
... introduce the random variable Y ( t ) , which represents the total number of births in the population up to time t . In view of the above , { Y ( t ) , t > 0 } is a pure birth process , since a change in Y ( t ) is induced by a unit ...
... introduce the random variable Y ( t ) , which represents the total number of births in the population up to time t . In view of the above , { Y ( t ) , t > 0 } is a pure birth process , since a change in Y ( t ) is induced by a unit ...
Contents
Introduction | 1 |
Processes Discrete in Space and Time | 9 |
Processes Discrete in Space and Continuous in Time | 57 |
Copyright | |
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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 |
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