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1.

電子ブック
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1. Initiation aux Probabilités
by Pierre Brémaud
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009
オンライン: http://dx.doi.org/10.1007/978-3-540-68402-2
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2.

電子ブック
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2. Point Process Calculus in Time and Space : An Introduction with Applications. 1st ed. 2020
by Pierre Brémaud
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2020
シリーズ名: Probability Theory and Stochastic Modelling ; 98
オンライン: https://doi.org/10.1007/978-3-030-62753-9
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目次情報: 続きを見る
Introduction
Generalities
Poisson Process on the Line
Spatial Poisson Processes
Renewal and Regenerative Processes
Point Processes with a Stochastic Intensity
Exvisible Intensity of Finite Point Processes
Palm Probability on the Line
Palm Probability in Space
The Power Spectral Measure
Information Content of Point Processes
Point Processes in Queueing
Hawkes Point Processes
Appendices
Bibliography
Index
Introduction
Generalities
Poisson Process on the Line
3.

電子ブック
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3. Probability Theory and Stochastic Processes. 1st ed. 2020
by Pierre Brémaud
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2020
シリーズ名: Universitext ;
オンライン: https://doi.org/10.1007/978-3-030-40183-2
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Introduction.-Warming Up
Integration Theory for Probability
Probability and Expectation
Convergence of random sequences
Markov Chains
Martingale Sequences
Ergodic Sequences
Generalities on Stochastic Processes
Poisson Processes
Continuous-Time Markov Chains
Renewal Theory in Continuous Time
Brownian Motion
Wide-sense Stationary Stochastic Processes
An Introduction to Itô’s Calculus
Appenndix: Number Theory and Linear Algebra
Analysis
Hilbert Spaces
Z-Transforms
Proof of Paul Lévy’s Criterion
Direct Riemann Integrability
Bibliography
Index
Introduction.-Warming Up
Integration Theory for Probability
Probability and Expectation
4.

電子ブック
ＥＢ
4. Point Process Calculus in Time and Space : An Introduction with Applications. 1st ed. 2020
by Pierre Brémaud
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2020
シリーズ名: Probability Theory and Stochastic Modelling ; 98
オンライン: https://doi.org/10.1007/978-3-030-62753-9
所蔵情報: loading…
目次情報: 続きを見る
Introduction
Generalities
Poisson Process on the Line
Spatial Poisson Processes
Renewal and Regenerative Processes
Point Processes with a Stochastic Intensity
Exvisible Intensity of Finite Point Processes
Palm Probability on the Line
Palm Probability in Space
The Power Spectral Measure
Information Content of Point Processes
Point Processes in Queueing
Hawkes Point Processes
Appendices
Bibliography
Index
Introduction
Generalities
Poisson Process on the Line
5.

電子ブック
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5. Markov Chains : Gibbs Fields, Monte Carlo Simulation and Queues. 2nd ed. 2020
by Pierre Brémaud
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2020
シリーズ名: Texts in Applied Mathematics ; 31
オンライン: https://doi.org/10.1007/978-3-030-45982-6
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目次情報: 続きを見る
Preface
1 Probability Review
2 Discrete-Time Markov Chains
3 Recurrence and Ergodicity
4 Long-Run Behavior
5 Discrete-Time Renewal Theory
6 Absorption and Passage Times
7 Lyapunov Functions and Martingales
8 Random Walks on Graphs
9 Convergence Rates
10 Markov Fields on Graphs
11 Monte Carlo Markov Chains
12 Non-homogeneous Markov Chains
13 Continuous-Time Markov Chains
14 Markovian Queueing Theory
Appendices
Bibliography
Index
Preface
1 Probability Review
2 Discrete-Time Markov Chains