Elements of Applied Stochastic Processes
John Wiley, 1972 - 414 pages
Stochastic processes: description and definition; The two-state markov process; Markov chains: classification of states; Finite markov chains; Markov chains with countably infinite states; Simple markov processes; Renewal processes; Stationary processes: some general properties; Markov decision processes; Congestion processes; Stochastic processes in reliability theory; Time series analysis; Social and behavioral processes; Some markov models in business and sports.
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THE TWOSTATE MARKOV PROCESS
18 other sections not shown
analysis arrival assume assumptions behavior Bernoulli process birth and death brand called Chapter Clearly components consider convergence death process defined Definition denote derived discrete discussed distribution function distribution with mean eigenvalues elements estimates events occurring Example expected number failure distribution finite Markov chain given gives hence hypothesis independent initial interval irreducible Laplace transforms likelihood function limiting distribution limiting probabilities Markov chain Markov process mathematical method n-step transition probabilities negative exponential distribution normal distribution null number of customers o(At observed obtained operation Pn(t points Poisson process population prob probability density function probability distribution Probability Theory probability vector problems process X(t properties queueing system random variables recurrent renewal process sample space Section server stationary statistic stochastic process Suppose Theorem traffic transient transition probability matrix two-state Markov chain variance vector waiting Wiley write zero