本文关键词：应用随机过程
更多相关文章： 应用 随机 过程 概率 模型 导论 英文版 11版
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目录
Preface
阅读
Introduction to Probability Theory
阅读
Random Variables
2.6.1 The Joint Distribution of the Sample Mean and Sample Variance from a Normal Population
Conditional Probability and Conditional Expectation
3.4.1 Computing Variances by Conditioning
3.5 Computing Probabilities by Conditioning
3.6 Some Applications
3.6.1 A List Model
3.6.2 A Random Graph
3.7 An Identity for Compound Random Variables
Exercises
Markov Chains
4.4.1 Limiting Probabilities
4.5 Some Applications
4.11.1 Predicting the States
Exercises
References
The Exponential Distribution and the Poisson Process
Continuous-Time Markov Chains
Renewal Theory and Its Applications
7.5.1 Alternating Renewal Processes
Queueing Theory
8.1 Introduction
8.2 Preliminaries
8.2.1 Cost Equations
8.2.2 Steady-State Probabilities
8.3 Exponential Models
8.4 Network of Queues
8.4.1 Open Systems
8.4.2 Closed Systems
8.7.1 The G / M / 1 Busy and Idle Periods
Reliability Theory
9.1 Introduction
9.2 Structure Functions
9.2.1 Minimal Path and Minimal Cut Sets
9.3 Reliability of Systems of Independent Components
9.4 Bounds on the Reliability Function
9.4.1 Method of Inclusion and Exclusion
9.4.2 Second Method for Obtaining Bounds on r (p)
9.5 System Life as a Function of Component Lives
9.6 Expected System Lifetime
9.6.1 An Upper Bound on the Expected Life of a Parallel System
9.7 Systems with Repair
9.7.1 A Series Model with Suspended Animation
Exercises
References
Brownian Motion and Stationary Processes
10.3.1 Brownian Motion with Drift
10.3.2 Geometric Brownian Motion
10.4 Pricing Stock Options
Simulation
11.4.1 The Alias Method
11.5 Stochastic Processes
11.5.1 Simulating a Nonhomogeneous Poisson Process
11.5.2 Simulating a Two-Dimensional Poisson Process
11.8.1 Coupling from the Pas
11.8.2 Another Approach
Exercises
References
Appendix: Solutions to Starred Exercises
Index
作者介绍
Sheldon M. Ross 国际知名概率与统计学家，南加州大学工业工程与运筹系系主任。1968年博士毕业于斯坦福大学统计系，曾在加州大学伯克利分校任教多年。研究领域包括：随机模型、仿真模拟、统计分析、金融数学等。Ross教授著述颇丰，，他的多种畅销数学和统计教材均产生了世界性的影响，如《概率论基础教程（第8版）》等。
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