Author | Takรกcs, L. author |
---|---|
Title | Stochastic Process: Problems and Solutions [electronic resource] / by L. Takรกcs |
Imprint | Dordrecht : Springer Netherlands : Imprint: Springer, 1966 |
Connect to | http://dx.doi.org/10.1007/978-94-011-6020-9 |
Descript | XI, 137 p. online resource |
1 Markov Chains -- 1: Definition -- 2: Transition and absolute probabilities -- 3: Determination of the higher transition probabilities -- 4: Classification of states -- 5: The limit of the higher transition probabilities -- 6: Classification of Markov chains -- 7: The limiting distributions of irreducible Markov chains -- Problems -- 8: Markov chains with continuous state space -- Problems -- 9: Stationary stochastic sequences -- Problems -- 2 Markov Processes -- 1: Introduction -- 2: Definition -- 3: Poisson process -- 4: Markov process with a finite or denumerably infinite number of states -- 5: Markov process with continuous transition -- 6: Mixed Markov processes -- Problems -- 3 Non-Markovian Processes -- 1: Recurrent processes -- 2: Stationary stochastic processes -- 3: Secondary stochastic processes generated by a stochastic process -- Problems -- 4 Solutions of Problems -- 1: Markov chains -- 2: Markov processes -- 3: Non-Markovian processes -- References