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1.

図書

図書
A.A. Borovkov ; translated by Kenneth Wickwire
出版情報: New York : Springer-Verlag, 1976  xi, 280 p. ; 25 cm
シリーズ名: Applications of mathematics ; 4
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2.

図書

図書
R.S. Liptser, A.N. Shiryayev ; translated by A.B. Aries
出版情報: New York : Springer-Verlag, c1977-1978  2 v. ; 24 cm
シリーズ名: Applications of mathematics ; 5,6
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3.

図書

図書
Norman T.J. Bailey
出版情報: New York : J. Wiley, c1964  xi, 249 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Applied probability and statistics
A Wiley publication in applied statistics
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目次情報: 続きを見る
Generating Functions
Recurrent Events
Random Walk Models
Markov Chains
Discrete Branching Processes
Markov Processes in Continuous Time
Homogeneous Birth and Death Processes
Some Non-Homogeneous Processes
Multi-Dimensional Processes
Queueing Processes
Epidemic Processes
Competition and Predation
Diffusion Processes
Approximations to Stochastic Processes
Some Non-Markovian Processes
References
Solutions to Problems
Indices
Generating Functions
Recurrent Events
Random Walk Models
4.

図書

図書
Narendra S. Goel, Nira Richter-Dyn
出版情報: New York : Academic Press, 1974  x, 269 p. ; 24 cm
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5.

図書

図書
V.S. Pugachev ; revised translation by O.M. Blunn ; translation edited by N.L. Johnson
出版情報: Oxford ; New York : Pergamon Press , Reading, Mass. : U.S.A. edition distributed by Addison-Wesley Pub. Co., c1965  xvii, 833 p. ; 24 cm
シリーズ名: International series of monographs on automation and automatic control ; v. 5
Adiwes international series in mathematics
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6.

図書

図書
Stanley P. Gudder
出版情報: New York : North Holland, c1979  x, 219 p. ; 23 cm
シリーズ名: North Holland series in probability and applied mathematics
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目次情報: 続きを見る
Preface
The History of Quantum Mechanics / 1:
Early History / 1.1:
Enter Probability / 1.2:
Some Comparisons / 1.3:
Notes and References / 1.4:
Exercises / 1.5:
A Different Kind of Probability / 2:
Interference Effects / 2.1:
Classical and Quantum Probability / 2.2:
Conditional Expectation / 2.3:
The Quantum Logic Approach / 2.4:
States and Observables / 3.1:
Event Structures / 3.2:
Compatibility / 3.3:
A Variance Theorem / 3.4:
Uniqueness and Existence / 3.5:
Hidden Variables / 3.6:
Generalized Probability Spaces / 3.7:
The Operational Approach / 3.8:
Convex Structures / 4.1:
Operations and Instruments / 4.2:
Examples / 4.3:
Conditional Expectations / 4.4:
Total Convex Structures / 4.5:
Hilbert Space Quantum Mechanics / 4.6:
Mathematical Interlude / 4.7:
Tempered Distributions / 5.1:
Orthogonal Additivity / 5.2:
C*-Algebras / 5.3:
Random Fields / 5.4:
The Wiener Process / 6.1:
Definitions and Examples / 6.2:
Gaussian Random Fields / 6.3:
Random Fields on [characters not reproducible] (R[superscript n]) / 6.4:
Quantum Field Theory / 6.5:
Canonical Commutation Relations / 7.1:
Infinite Degrees of Freedom / 7.2:
The Wightman Axioms / 7.3:
Fock Space / 7.4:
Euclidean Random Fields / 7.5:
Bibliography / 7.6:
Index
Preface
The History of Quantum Mechanics / 1:
Early History / 1.1:
7.

図書

図書
Roger G. Ghanem, Pol D. Spanos
出版情報: New York ; Tokyo : Springer-Verlag, c1991  x, 214 p. ; 24 cm
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8.

図書

図書
Enders A. Robinson
出版情報: London : C. Griffin, 1959  132 p. ; 22 cm
シリーズ名: Griffin's statistical monographs & courses ; no. 6
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9.

図書

図書
Benoit B. Mandelbrot
出版情報: San Francisco : W. H. Freeman, c1977  xvi, 365 p. ; 24 cm
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10.

図書

図書
Robert B. Ash, Melvin F. Gardner
出版情報: New York : Academic Press, 1975  viii, 321 p. ; 24 cm
シリーズ名: Probability and mathematical statistics : a series of monographs and textbooks ; vol. 27
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11.

図書

図書
Harald Cramér, M.R. Leadbetter
出版情報: New York : Wiley, c1967  xii, 348 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Tracts on probability and statistics
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12.

図書

図書
U. Narayan Bhat
出版情報: New York : J. Wiley, c1972  xvi, 414 p. ; 23 cm
シリーズ名: Wiley series in probability and mathematical statistics
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目次情報: 続きを見る
Preface
Stochastic Processes: Description and Definition / 1:
Introduction / 1.1:
Description and Definition / 1.2:
Probability Distributions / 1.3:
The Markov Process / 1.4:
The Renewal Process / 1.5:
The Stationary Process / 1.6:
A Plan for the Remaining Chapters / 1.7:
References
Exercises
Elementary Review Exercises
Advanced Review Exercises
Markov Chains / 2:
The n-Step Transition Probability Matrix / 2.1:
Classification of States / 2.3:
A Canonical Representation of the Transition Probability Matrix / 2.4:
Classification of States in Practice / 2.5:
Finite Markov Chains with Transient States / 2.6:
Irreducible Markov Chains with Ergodic States / 3:
Transient Behavior / 3.1:
Limiting Behavior / 3.2:
First Passage and Related Results / 3.3:
Branching Processes and other Special Topics / 4:
Branching Processes / 4.1:
Markov Chains of Order Higher than 1 / 4.2:
Lumpable Markov Chains / 4.3:
Reversed Markov Chains / 4.4:
Statistical Inference for Markov Chains / 5:
Estimation of the Elements in a Transition Probability Matrix / 5.1:
Hypothesis Testing Issues for Markov Chains / 5.2:
Inference From Partially Observable Markov Chains / 5.3:
Statistical Inference for Branching Processes / 5.4:
Additional Comments / 5.5:
Applied Markov Chains / 6:
Queueing Models / 6.1:
Inventory Systems / 6.2:
Storage Models / 6.3:
Industrial Mobility of Labor / 6.4:
Educational Advancement / 6.5:
Human Resource Management / 6.6:
Term Structure / 6.7:
Income Determination under Uncertainty / 6.8:
A Markov Decision Process / 6.9:
Simple Markov Processes / 7:
Examples / 7.1:
Markov Processes: General Properties / 7.2:
The Poisson Process / 7.3:
The Pure Birth Process / 7.4:
The Pure Death Process / 7.5:
Birth and Death Processes / 7.6:
Limiting Distributions / 7.7:
Markovian Networks / 7.8:
Additional Examples / 7.9:
Statistical Inference for Simple Markov Processes / 8:
Estimation of Parameters / 8.1:
Hypothesis Testing for Simple Markov Processes / 8.2:
Statistical Inference for Queues / 8.3:
Applied Markov Processes / 8.4:
The Machine Interference Problem / 9.1:
Queueing Networks / 9.3:
Flexible Manufacturing Systems / 9.4:
Reliability Models / 9.5:
Markovian Combat Models / 9.7:
Stochastic Models for Social Networks / 9.8:
Recovery, Relapse, and Death Due to Disease / 9.9:
Renewal Processes / 10:
Renewal Processes when Time is Discrete / 10.1:
Renewal Processes when Time is Continuous / 10.3:
Alternating Renewal Processes / 10.4:
Markov Renewal Processes (Semi-Markov Processes) / 10.5:
Renewal Reward Processes / 10.6:
Statistical Inference for Renewal Processes / 10.7:
Stationary Processes and Time Series Analysis / 10.8:
Definition / 11.1:
Some Examples / 11.2:
Ergodic Theorems / 11.3:
Covariance Stationary Processes in the Frequency Domain / 11.4:
Time Series Analysis: Introduction / 11.5:
Stochastic Models for Time Series / 11.6:
The Autoregressive Process / 11.7:
The Moving Average Process / 11.8:
A Mixed Autoregressive Moving Average Process / 11.9:
Autoregressive Integrated Moving Average Processes / 11.10:
Time Series Analysis in the Time Domain / 11.11:
Spectral Analysis of Time Series Data / 11.12:
Simulation and Markov Chain Monte Carlo / 12:
Simulation / 12.1:
Markov Chain Monte Carlo / 12.3:
Answers to Selected Exercises
Appendix
Author Index
Subject Index
Preface
Stochastic Processes: Description and Definition / 1:
Introduction / 1.1:
13.

図書

図書
Dimitri P. Bertsekas
出版情報: New York : Academic Press, 1976  xv, 397 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 125
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14.

図書

図書
[by] N.U. Prabhu
出版情報: New York : Macmillan, c1965  xii, 233 p. ; 25 cm
シリーズ名: A Series of advanced mathematics texts
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15.

図書

図書
Lajos Takács
出版情報: New York : Wiley, c1967  xi, 262 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics
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16.

図書

図書
[by] Andrew H. Jazwinski
出版情報: New York ; Tokyo : Academic Press, c1970  xiv, 376 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 64
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目次情報: 続きを見る
Preface
Acknowledgments
Introduction
Probability Theory and Random Variables
Stochastic Processes
Stochastic Differential Equations
Introduction to Filtering Theory
Nonlinear Filtering Theory
Linear Filtering Theory
Applications of Linear Theory
Approximate Nonlinear Filters
Applications in Reentry
Summary
Approximate Continuus Filters / Appendix 9A:
Vector Case
Continuus-Discrete Filters / Appendix 9B:
References
Index
Preface
Acknowledgments
Introduction
17.

図書

図書
Eugene Lukacs
出版情報: New York : Academic Press, 1975  xi, 200 p. ; 24 cm
シリーズ名: Probability and mathematical statistics : a series of monographs and textbooks ; v. 30
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18.

図書

図書
M. Iosifescu, P. Tăutu
出版情報: Bucureşti : Editura Academiei, 1973  2 v. ; 24 cm
シリーズ名: Biomathematics ; v.3-4
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19.

図書

図書
J.L. Doob
出版情報: New York : Wiley, c1953  vii, 654 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Probability and mathematical statistics
Wiley publications in statistics
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目次情報: 続きを見る
Introduction and Probability Background
Definition of a Stochastic Process--Principal Classes
Processes with Mutually Independent Random Variables
Processes with Mutually Uncorrelated or Orthogonal Random Variables
Markov Processes--Discrete Parameter
Markov Processes--Continuous Parameter
Martingales
Processes with Independent Increments
Processes with Orthogonal Increments
Stationary Processes--Discrete Parameter
Stationary Processes--Continuous Parameter
Linear Least Squares Prediction--Stationary (Wide Sense) Processes
Supplement
Appendix
Bibliography
Index
Introduction and Probability Background
Definition of a Stochastic Process--Principal Classes
Processes with Mutually Independent Random Variables
20.

図書

図書
Julius S. Bendat, Allan G. Piersol
出版情報: New York : John Wiley & Sons, c1966  xv, 390 p. ; 24 cm
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21.

図書

図書
R.L. Kashyap, A. Ramachandra Rao
出版情報: New York : Academic Press, 1976  xvi, 334 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 122
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22.

図書

図書
Masanao Aoki
出版情報: New York : Academic Press, 1967  xv, 354 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 32
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23.

図書

図書
G. Arthur Mihram
出版情報: New York : Academic Press, 1972  xv, 526 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 92
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24.

図書

図書
D.R. Cox, H.D. Miller
出版情報: London : Methuen, c1965  x, 398 p. ; 25 cm
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