A Second Course in Stochastic Processes, Volum 2

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Gulf Professional Publishing, 12. mai 1981 - 542 sider
This Second Course continues the development of the theory and applications of stochastic processes as promised in the preface of
A First Course. We emphasize a careful treatment of basic structures in stochastic processes in symbiosis with the analysis of natural classes of stochastic processes arising from the biological, physical, and social sciences.
 

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Innhold

O N T E N T S OF A FIRST COURSE
1
Chapter
4
Index
23
Chapter 11
31
Chapter 12
72
The Discrete Renewal Theorem
93
The Ballot Problem
107
Chapter 14
138
Further Topics in the Semigroup Theory of Markov Processes
305
The Spectral Representation of the Transition Density
330
The Concept of Stochastic Differential Equations
340
Some Stochastic Differential Equation Models
358
A Preview of Stochastic Differential Equations
368
Chapter 16
398
An Application of Multidimensional Poisson Processes to Astronomy
404
Stochastic Population Growth Model in Space and Time
416

A Counter Model 4 Birth and Death Processes 5 Differential
146
Chapter 15
157
Examples of Diffusion
169
Differential Equations Associated with Certain Functionals
191
Some Concrete Cases of the Functional Calculations
205
The Nature of Backward and Forward Equations and Calculation
213
Boundary Classification for Regular Diffusion Processes
226
Some Further Characterization of Boundary Behavior
242
Some Constructions of Boundary Behavior of Diffusion Processes
251
Conditioned Diffusion Processes
261
Some Natural Diffusion Models with Killing
272
Semigroup Formulation of Continuous Time Markov Processes
285
A Discrete Aging Model
425
Compound Poisson Processes
426
Chapter 17
451
Some Fundamental Identities of Fluctuation Theory
459
Proof of the Main Fluctuation Theory Identities
468
Chapter 18
489
Embedded Markov Chain Method Applied to
497
Exponential Service Times GM1
504
Exponential Service with s Servers GIMs
511
MISCELLANEOUS PROBLEMS
527
Index
539
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Om forfatteren (1981)

Howard E. Taylor is a research chemist with the National Research Program, Water Resources Division, U.S. Geological Survey located in Boulder, Colorado. Dr. Taylor has played a major role over the past 25 years in the development of plasma spectrometric techniques in analytical chemistry, as reflected in his more than 150 technical publications and the presentation of numerous papers at national and international technical meetings. He has served as faculty affiliate at Colorado State University and has taught American Chemical Society Short Courses for more than 15 years.

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