Markov Skeleton Processes and Their Applications实用数学手册（第2版） fb2 pdf azw3 网盘 rtf 免费 下载 txt

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 spplications 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 Equations

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 Definitions and Properties

2.2 Backward and Forward Equations 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 Definitions and Properties

3.2 Extended Generator with 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。