Markov Skeleton Processes and Their Applicati***实用数学手册（第2版） pdf mobi 下载 kindle 115盘 chm 阿里云 rb

Hhis book deals with the theory of Markov skeleton processes developed by authors and provides a systemeetic basis for the study of a variety of important stochastic processes including the GI/G/1process in queueing theory and piecewise deterministic Markov processes.Authors also use a lot of spplicati*** of Markov sdeleton processes to queueing theory,inventory theory and risk theory.Most results in this book are published for the first time.

This book is sutiatle for graduate studients who have a basic grounding in probability theory and statistics,and also appeals to researchers who have interest in Markov processes and related fields.

Chapter 1 Markov Skeleton Processes

1.1 Concept to Markov Skeleton Processes

1.2 Backward and Forward Equati***

1.3 Regularit Criteria

1.4 Finite Dimension Distribution

1.5 Limit Distribtion

1.6 Generalized Limit Distribution and Invariant Probability Measure

1.7 Supplements and Notes

Chapter 2 Piecewise Deterministic Markov Sheleton Process

2.1 Definiti*** and Properties

2.2 Backward and Forward Equati*** and Regulatity

2.3 Distribution and Moment of First Arrival Time

2.4 Necessary and Sufficient Condition to Be a Markov Process

2.5 Markov Modelling and Supplementary Variables

2.6 Supplements and Notes

Chapter 3 Piecewise Deterministic Markov Processes

3.1 Fudamental Definiti*** and Properties

3.2 Extended Generato***ith Discrete Part

……

Chapter 4 GI/G/1Queueing Systems

Chapter 5 Some Result on Inventory and Reliability Theory

Chapter 5 Ruin Probability in the Continuous-Time Compound Binomial Model

Appendix A Elementary Knowledge

Appendix B Jump Processes and Their Martingales

Appendix C Ergodicity of Markov Processes and Markov Chains

Bibliography

Index

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书籍介绍

本书与International Press出版合作出版，书号：1-57146-456-6（Boston).1997年作者提出马尔可夫骨架过程，本书是此研究成果的总结。