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1.

図書
図書
1. Group theory and its application to physical problems
by Morton Hamermesh
出版情報: Reading, Mass. : Addison-Wesley Pub. Co, c1962  xv, 509 p. ; 24 cm
シリーズ名: Addison-Wesley series in physics
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2.

図書
図書
2. Stochastic processes (: pbk ; : [hardcover])
Emanuel Parzen
出版情報: San Francisco : Holden-Day, 1962  xi, 324 p. ; 23 cm
シリーズ名: Holden-Day series in probability and statistics
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目次情報: 続きを見る
Preface to the Classics Edition
Preface
Role of the Theory of Stochastic Processes
Statistical physics
Stochastic models for population growth
Communication and control
Management science
Time series analysis
Random Variables and Stochastic Processes / 1：
Random variables and probability laws / 1-1：
Describing the probability law of a stochastic process / 1-2：
The Wiener process and the Poisson process / 1-3：
Two-valued processes / 1-4：
Conditional Probability and Conditional Expectation / 2：
Conditioning by a discrete random variable / 2-1：
Conditioning by a continuous random variable / 2-2：
Properties of conditional expectation / 2-3：
Normal Processes and Covariance Stationary Processes / 3：
The mean value function and covariance kernel of a stochastic process / 3-1：
Stationary and evolutionary processes / 3-2：
Integration and differentiation of stochastic processes / 3-3：
Normal processes / 3-4：
Normal processes as limits of stochastic processes / 3-5：
Harmonic analysis of stochastic processes / 3-6：
Counting Processes and Poisson Processes / 4：
Axiomatic derivations of the Poisson process / 4-1：
Non-homogeneous, generalized, and compound Poisson processes / 4-2：
Inter-arrival times and waiting times / 4-3：
The uniform distribution of waiting times of a Poisson process / 4-4：
Filtered Poisson processes / 4-5：
Renewal Counting Processes / 5：
Examples of renewal counting processes / 5-1：
The renewal equation / 5-2：
Limit theorems for renewal counting processes / 5-3：
Markov Chains: Discrete Parameter / 6：
Formal definition of a Markov process / 6-1：
Transition probabilities and the Chapman-Kolmogorov equation / 6-2：
Decomposition of Markov chains into communicating classes / 6-3：
Occupation times and first passage times / 6-4：
Recurrent and non-recurrent states and classes / 6-5：
First passage and absorption probabilities / 6-6：
Mean absorption, first passage, and recurrence times / 6-7：
Long-run and stationary distributions / 6-8：
Limit theorems for occupation times / 6-9：
Limit theorems for transition probabilities of a finite Markov chain / 6-10：
The interchange of limiting processes / Appendix：
Markov Chains: Continuous Parameter / 7：
Limit theorems for transition probabilities of a continuous parameter Markov chain / 7-1：
Birth and death processes and their application to queueing theory / 7-2：
Kolmogorov differential equations for the transition probability functions / 7-3：
Two-state Markov chains and pure birth processes / 7-4：
Non-homogeneous birth and death processes / 7-5：
References
Author Index
Subject Index
Preface to the Classics Edition
Preface
Role of the Theory of Stochastic Processes
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