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随机过程探究 内容简介
while this is a book about harry and his
adventurous life, it is primarily a serious text about stochastic
processes. it features the basic stochas-tic processes that are
necessary ingredients for building models of a wide variety of
phenomena exhibiting time varying randomness.
随机过程探究 目录
preface
chapter 1. preliminaries: discrete index sets and/or discrete state
spaces
1.1. non-negative integer valued random variables
1.2. convolution
1.3. generating functions
1.3.1. differentiation of generating functions
1.3.2. generating functions and moments
1.3.3. generating functions and convolution
1.3.4. generating functions, compounding and random sums
1.4. the simple branching process
1.5. limit distributions and the continuity theorem
1.5.1. the law of rare events
1.6. the simple random walk
1.7. the distribution of a process*
1.8. stopping times*
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