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 12
Albert T. Bharucha-Reid. B. Transition Probabilities and Markov Matrices . In order to conform with the terminology of Markov chain theory , we call the conditional probability p , the probability of a transition from the state i to the ...
Albert T. Bharucha-Reid. B. Transition Probabilities and Markov Matrices . In order to conform with the terminology of Markov chain theory , we call the conditional probability p , the probability of a transition from the state i to the ...
Page 63
... transition probabilities from the point of view of classical analysis , i.e. , we shall be concerned with the study of the Kolmogorov equations the solutions of which give the transition probabilities P1 ( t ) . Another approach to the ...
... transition probabilities from the point of view of classical analysis , i.e. , we shall be concerned with the study of the Kolmogorov equations the solutions of which give the transition probabilities P1 ( t ) . Another approach to the ...
Page 103
... transition probabilities .. pin ) = P1 ( NT ) and , for n = 1 , the matrix of transition probabilities P = ( Pis ( T ) ) , i , j = 0 , 1 , for any one > 0. The chain defined by the above transition probabilities is aperiodic , since P ...
... transition probabilities .. pin ) = P1 ( NT ) and , for n = 1 , the matrix of transition probabilities P = ( Pis ( T ) ) , i , j = 0 , 1 , for any one > 0. The chain defined by the above transition probabilities is aperiodic , since P ...
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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