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1.

図書
図書
1. Stochastic processes and operator calculus on quantum groups
by Uwe Franz and René Schott
出版情報: Dordrecht : Kluwer, c1999  vii, 227 p. ; 25 cm
シリーズ名: Mathematics and its applications ; v. 490
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Preface
Introduction / 1：
Preliminaries on Lie groups / 2：
Hopf algebras, quantum groups and braided spaces / 3：
Stochastic Processes on quantum groups / 4：
Markov Structure of quantum Levy Processes / 5：
Diffusions on braided spaces / 6：
Evolution equations and Levy processes on quantum groups / 7：
Gauss Laws in the sense of Bernstein on quantum groups / 8：
Phase retrieval for probability distributions on quantum groups / 9：
Limit theorems on quantum groups / 10：
Bibliography
Index
Preface
Introduction / 1：
Preliminaries on Lie groups / 2：
2.

図書
図書
2. Stochastic models in reliability
Terje Aven, Uwe Jensen
出版情報: New York ; Tokyo : Springer, c1999  xii, 270 p. ; 25 cm
シリーズ名: Applications of mathematics ; 41
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3.

図書
図書
3. Stochastic interacting systems : contact, voter, and exclusion processes
Thomas M. Liggett
出版情報: Berlin ; New York : Springer, c1999  xii, 332 p. ; 24 cm
シリーズ名: Die Grundlehren der mathematischen Wissenschaften ; 324
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Background and Tools.- Contact Processes: Preliminaries
The Process on the Integer Lattice Zd
The Process on (1,...,N)d
The Process on the Homogeneous Tree Td
Notes and References.- Voter Models: Preliminaries
Models with General Threshold and Range
Models with Threshold = 1
Notes and References.- Exclusion Processes: Preliminaries
Asymmetric Processes on the Integers
Invariant Measures for Processes on (1,..,N)
The Tagged Particle Process.
Notes and References Bibliography.
Index.
Background and Tools.- Contact Processes: Preliminaries
The Process on the Integer Lattice Zd
The Process on (1,...,N)d
4.

図書
図書
4. Random perturbations of dynamical systems. 2nd ed
M.I. Freidlin, A.D. Wentzell ; translated by Joseph Szücs
出版情報: New York : Springer, 1998  xi, 430 p. ; 25 cm
シリーズ名: Die Grundlehren der mathematischen Wissenschaften ; 260
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5.

図書
図書
5. Lectures on contemporary probability (: pbk)
Gregory F. Lawler, Lester N. Coyle
出版情報: Providence, R.I. : American Mathematical Society , [Princeton, N.J.] : Institute for Advanced Study, c1999  xii, 97 p. ; 22 cm
シリーズ名: Student mathematical library ; v. 2 . IAS/Park City mathematical subseries
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6.

図書
図書
6. Stochastic storage processes : queues, insurance risk, dams, and data communication. 2nd ed (: hardcover)
N.U. Prabhu
出版情報: New York : Springer, c1998  xvi, 206 p. ; 25 cm
シリーズ名: Applications of mathematics ; 15
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7.

図書
図書
7. Nonlinear system techniques and applications (cloth : alk. paper)
Julius S. Bendat
出版情報: New York : Wiley, c1998  xiii, 474 p. ; 24 cm
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Linear Systems, Random Data
Zero-Memory Nonlinear Systems
Direct and Reverse MI/SO
Techniques for Analysis and Identification of Nonlinear Systems
Parallel Linear and Nonlinear Systems
Determination of Physical Parameters with Memory in Nonlinear Systems
Nonlinear System Response Properties of a Naval Frigate from Measured Ocean Engineering Data
Nonlinear System Response Properties of a Naval Barge from Measured Ocean Engineering Data
Bilinear and Trilinear Systems
Input Output Relations for Bilinear and Trilinear Systems
References
Index
Glossary of Symbols
Linear Systems, Random Data
Zero-Memory Nonlinear Systems
Direct and Reverse MI/SO
8.

図書
図書
8. Local properties of distributions of stochastic functionals
Yu.A. Davydov, M.A. Lifshits, N.V. Smorodina
出版情報: Providence, R.I. : American Mathematical Society, c1998  xiii, 184 p. ; 27 cm
シリーズ名: Translations of mathematical monographs ; v. 173
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9.

図書
図書
9. Exponential families of stochastic processes
Uwe Küchler, Michael Sørensen
出版情報: New York : Springer, c1997  x, 322 p. ; 25 cm
シリーズ名: Springer series in statistics
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10.

図書
図書
10. Nonparametric statistics for stochastic processes : estimation and prediction. 2nd ed (: softcover)
D. Bosq
出版情報: New York ; Tokyo : Springer, c1998  xvi, 210 p. ; 24 cm
シリーズ名: Lecture notes in statistics ; 110
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11.

図書
図書
11. Basic stochastic processes : a course through exercises (: pbk)
Zdzisław Brzeźniak and Tomasz Zastawniak
出版情報: London ; New York : Springer, c1999  x, 225 p. ; 24 cm
シリーズ名: Springer undergraduate mathematics series
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Preliminaries
Stochastic Processes: case studies
Markov Chains
Spectral Theory of Stationary Processes
Renewal Theory
Martingales
It Stochastic Processes
Preliminaries
Stochastic Processes: case studies
Markov Chains
12.

図書
図書
12. Advances in stochastic models for reliability, quality, and safety (: Boston ; : Basel)
Waltraud Kahle ... [et al.], editors
出版情報: Boston : Birkhäuser, c1998  xxvii, 382 p. ; 26 cm
シリーズ名: Statistics for industry and technology
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13.

図書
図書
13. Ergodicity and stability of stochastic processes
A.A. Borovkov ; translated by V. Yurinsky
出版情報: Chichester : Wiley, c1998  xxiii, 585 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics
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General Theorems on Ergodicity and Stability
General Ergodicity and Stability Theorems for Harris Irreducible / Markov Chains
Ergodicity and Stability Conditions for Markov Chains Not Related to Harris Irreducibility
Stochastically Recursive Sequences and Their Generalizations (Markov Chains in Random Environments)
Ergodicity of Stochastic Processes in Continuous and Discrete Time
Ergodicity and Stability of Multi-Dimensional Markov Chains and Markov Processes
Conditions fo Positive Recurrence and Ergodicity
Multi-Dimensional Markov Chains and the Method of Lyapunov Functions
A Description of Multi-Dimensional Processes to be Studied
Ergodicity, Stability, and Probabilities of Large Deviations of One-Dimensional Markov Chains
Ergodicity and Stability of Two-Dimensional Markov Chains and the Method of Approaching Times
Markov Chains in Positive Octants of Three and More Dimensions and the Method of Approaching Times
Ergodicity and Stability of Multi-Dimensional Diffusions and Jump Markov Processes
Transition Phenomena for One-Dimensional Markov Chains: Approximation of Stationary Distributions
Auxiliary Propositions: Ergodicity and Stability of Queueing and Communication Networks
Estimates of Moments and Probabilities of Large Deviations for Certain Random Walks
Ergodicity and Stability of Queueing and Communication Networks
References
Subject Index
General Theorems on Ergodicity and Stability
General Ergodicity and Stability Theorems for Harris Irreducible / Markov Chains
Ergodicity and Stability Conditions for Markov Chains Not Related to Harris Irreducibility
14.

図書
図書
14. Performance of computer communication systems : a model-based approach
Boudewijn R. Haverkort
出版情報: New York : Wiley, c1998  xxi, 495 p. ; 25 cm
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Performance Modelling With Stochastic Processes
Little's Law and the MM1 Queue
Single-Server Queueing Models
MG1-FCFS Queueing Models
MG1 Queueing Models with Various Scheduling Disciplines
PHPH1 Queueing Models
Polling Models
Queueing Network Models
Closed Queueing Networks
BCMP Queueing Networks
Stochastic Petri Net Models
Stochastic Petri Net Applications
Infinite-State SPNs
Simulation
Simulation: Methodology and Statistics
Appendices
Bibliography
Index
Performance Modelling With Stochastic Processes
Little's Law and the MM1 Queue
Single-Server Queueing Models
15.

図書
図書
15. Stochastic processes for insurance and finance
Tomasz Rolski ... [et al.]
出版情報: Chichester : J. Wiley, c1999  xviii, 654 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics
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Preface
List of Principal Notation
Concepts from Insurance and Finance / 1：
Introduction / 1.1：
The Claim Number Process / 1.2：
Renewal Processes / 1.2.1：
Mixed Poisson Processes / 1.2.2：
Some Other Models / 1.2.3：
The Claim Size Process / 1.3：
Dangerous Risks / 1.3.1：
The Aggregate Claim Amount / 1.3.2：
Comparison of Risks / 1.3.3：
Solvability of the Portfolio / 1.4：
Premiums / 1.4.1：
The Risk Reserve / 1.4.2：
Economic Environment / 1.4.3：
Reinsurance / 1.5：
Need for Reinsurance / 1.5.1：
Types of Reinsurance / 1.5.2：
Ruin Problems / 1.6：
Related Financial Topics / 1.7：
Investment of Surplus / 1.7.1：
Diffusion Processes / 1.7.2：
Equity Linked Life Insurance / 1.7.3：
Probability Distributions / 2：
Random Variables and Their Characteristics / 2.1：
Distributions of Random Variables / 2.1.1：
Basic Characteristics / 2.1.2：
Independence and Conditioning / 2.1.3：
Convolution / 2.1.4：
Transforms / 2.1.5：
Parametrized Families of Distributions / 2.2：
Discrete Distributions / 2.2.1：
Absolutely Continuous Distributions / 2.2.2：
Parametrized Distributions with Heavy Tail / 2.2.3：
Operations on Distributions / 2.2.4：
Some Special Functions / 2.2.5：
Associated Distributions / 2.3：
Distributions with Monotone Hazard Rates / 2.4：
Heavy-Tailed Distributions / 2.4.1：
Definition and Basic Properties / 2.5.1：
Subexponential Distributions / 2.5.2：
Criteria for Subexponentiality and the Class S / 2.5.3：
Pareto Mixtures of Exponentials / 2.5.4：
Detection of Heavy-Tailed Distributions / 2.6：
Large Claims / 2.6.1：
Quantile Plots / 2.6.2：
Mean Residual Hazard Function / 2.6.3：
Extreme Value Statistics / 2.6.4：
Premiums and Ordering of Risks / 3：
Premium Calculation Principles / 3.1：
Desired Properties of "Good" Premiums / 3.1.1：
Basic Premium Principles / 3.1.2：
Quantile Function: Two More Premium Principles / 3.1.3：
Ordering of Distributions / 3.2：
Concepts of Utility Theory / 3.2.1：
Stochastic Order / 3.2.2：
Stop-Loss Order / 3.2.3：
The Zero Utility Principle / 3.2.4：
Some Aspects of Reinsurance / 3.3：
Distributions of Aggregate Claim Amount / 4：
Individual and Collective Model / 4.1：
Compound Distributions / 4.2：
Definition and Elementary Properties / 4.2.1：
Three Special Cases / 4.2.2：
Some Actuarial Applications / 4.2.3：
Ordering of Compounds / 4.2.4：
The Larger Claims in the Portfolio / 4.2.5：
Claim Number Distributions / 4.3：
Classical Examples; Panjer's Recurrence Relation / 4.3.1：
Discrete Compound Poisson Distributions / 4.3.2：
Mixed Poisson Distributions / 4.3.3：
Recursive Computation Methods / 4.4：
The Individual Model: De Pril's Algorithm / 4.4.1：
The Collective Model: Panjer's Algorithm / 4.4.2：
A Continuous Version of Panjer's Algorithm / 4.4.3：
Lundberg Bounds / 4.5：
Geometric Compounds / 4.5.1：
More General Compound Distributions / 4.5.2：
Estimation of the Adjustment Coefficient / 4.5.3：
Approximation by Compound Distributions / 4.6：
The Total Variation Distance / 4.6.1：
The Compound Poisson Approximation / 4.6.2：
Homogeneous Portfolio / 4.6.3：
Higher-Order Approximations / 4.6.4：
Inverting the Fourier Transform / 4.7：
Risk Processes / 5：
Time-Dependent Risk Models / 5.1：
The Ruin Problem / 5.1.1：
Computation of the Ruin Function / 5.1.2：
A Dual Queueing Model / 5.1.3：
A Risk Model in Continuous Time / 5.1.4：
Poisson Arrival Processes / 5.2：
Homogeneous Poisson Processes / 5.2.1：
Compound Poisson Processes / 5.2.2：
Ruin Probabilities: The Compound Poisson Model / 5.3：
An Integro-Differential Equation / 5.3.1：
An Integral Equation / 5.3.2：
Laplace Transforms, Pollaczek-Khinchin Formula / 5.3.3：
Severity of Ruin / 5.3.4：
Bounds, Asymptotics and Approximations / 5.4：
The Cramer-Lundberg Approximation / 5.4.1：
Subexponential Claim Sizes / 5.4.3：
Approximation by Moment Fitting / 5.4.4：
Ordering of Ruin Functions / 5.4.5：
Numerical Evaluation of Ruin Functions / 5.5：
Finite-Horizon Ruin Probabilities / 5.6：
Deterministic Claim Sizes / 5.6.1：
Seal's Formulae / 5.6.2：
Exponential Claim Sizes / 5.6.3：
Renewal Processes and Random Walks / 6：
The Renewal Function; Delayed Renewal Processes / 6.1：
Renewal Equations and Lorden's Inequality / 6.1.3：
Key Renewal Theorem / 6.1.4：
Another Look at the Aggregate Claim Amount / 6.1.5：
Extensions and Actuarial Applications / 6.2：
Weighted Renewal Functions / 6.2.1：
A Blackwell-Type Renewal Theorem / 6.2.2：
Approximation to the Aggregate Claim Amount / 6.2.3：
Lundberg-Type Bounds / 6.2.4：
Random Walks / 6.3：
Ladder Epochs / 6.3.1：
Random Walks with and without Drift / 6.3.2：
Ladder Heights; Negative Drift / 6.3.3：
The Wiener-Hopf Factorization / 6.4：
General Representation Formulae / 6.4.1：
An Analytical Factorization; Examples / 6.4.2：
Ladder Height Distributions / 6.4.3：
Ruin Probabilities: Sparre Andersen Model / 6.5：
Formulae of Pollaczek-Khinchin Type / 6.5.1：
Compound Poisson Model with Aggregate Claims / 6.5.2：
Markov Chains / 6.5.5：
Initial Distribution and Transition Probabilities / 7.1：
Computation of the n-Step Transition Matrix / 7.1.2：
Recursive Stochastic Equations / 7.1.3：
Bonus-Malus Systems / 7.1.4：
Stationary Markov Chains / 7.2：
Long-Run Behaviour / 7.2.1：
Application of the Perron-Frobenius Theorem / 7.2.2：
Irreducibility and Aperiodicity / 7.2.3：
Stationary Initial Distributions / 7.2.4：
Markov Chains with Rewards / 7.3：
Interest and Discounting / 7.3.1：
Discounted and Undiscounted Rewards / 7.3.2：
Efficiency of Bonus-Malus Systems / 7.3.3：
Monotonicity and Stochastic Ordering / 7.4：
Monotone Transition Matrices / 7.4.1：
Comparison of Markov Chains / 7.4.2：
Application to Bonus-Malus Systems / 7.4.3：
An Actuarial Application of Branching Processes / 7.5：
Continuous-Time Markov Models / 8：
Homogeneous Markov Processes / 8.1：
Matrix Transition Function / 8.1.1：
Kolmogorov Differential Equations / 8.1.2：
An Algorithmic Approach / 8.1.3：
Monotonicity of Markov Processes / 8.1.4：
Phase-Type Distributions / 8.1.5：
Some Matrix Algebra and Calculus / 8.2.1：
Absorption Time / 8.2.2：
Operations on Phase-Type Distributions / 8.2.3：
Risk Processes with Phase-Type Distributions / 8.3：
The Compound Poisson Model / 8.3.1：
Numerical Issues / 8.3.2：
Nonhomogeneous Markov Processes / 8.4：
Construction of Nonhomogeneous Markov Processes / 8.4.1：
Application to Life and Pension Insurance / 8.4.3：
Markov Processes with Infinite State Space / 8.5：
Mixed Poisson Processes as Pure Birth Processes / 8.5.3：
The Claim Arrival Epochs / 8.5.4：
The Inter-Occurrence Times / 8.5.5：
Examples / 8.5.6：
Martingale Techniques I / 9：
Discrete-Time Martingales / 9.1：
Fair Games / 9.1.1：
Filtrations and Stopping Times / 9.1.2：
Martingales, Sub- and Supermartingales / 9.1.3：
Life-Insurance Model with Multiple Decrements / 9.1.4：
Convergence Results / 9.1.5：
Optional Sampling Theorems / 9.1.6：
Doob's Inequality / 9.1.7：
The Doob-Meyer Decomposition / 9.1.8：
Change of the Probability Measure / 9.2：
The Likelihood Ratio Martingale / 9.2.1：
Kolmogorov's Extension Theorem / 9.2.2：
Exponential Martingales for Random Walks / 9.2.3：
Simulation of Ruin Probabilities / 9.2.4：
Martingale Techniques II / 10：
Continuous-Time Martingales / 10.1：
Stochastic Processes and Filtrations / 10.1.1：
Stopping Times / 10.1.2：
Brownian Motion and Related Processes / 10.1.3：
Uniform Integrability / 10.1.5：
Some Fundamental Results / 10.2：
Ruin Probabilities and Martingales / 10.2.1：
Ruin Probabilities for Additive Processes / 10.3.1：
Law of Large Numbers for Additive Processes / 10.3.2：
An Identity for Finite-Horizon Ruin Probabilities / 10.3.4：
Piecewise Deterministic Markov Processes / 11：
Markov Processes with Continuous State Space / 11.1：
Transition Kernels / 11.1.1：
The Infinitesimal Generator / 11.1.2：
Dynkin's Formula / 11.1.3：
The Full Generator / 11.1.4：
Construction and Properties of PDMP / 11.2：
Behaviour between Jumps / 11.2.1：
The Jump Mechanism / 11.2.2：
The Generator of a PDMP / 11.2.3：
An Application to Health Insurance / 11.2.4：
The Compound Poisson Model Revisited / 11.3：
Exponential Martingales via PDMP / 11.3.1：
Cramer-Lundberg Approximation / 11.3.2：
A Stopped Risk Reserve Process / 11.3.4：
Characteristics of the Ruin Time / 11.3.5：
Compound Poisson Model in an Economic Environment / 11.4：
A Discounted Risk Reserve Process / 11.4.1：
The Adjustment Coefficient / 11.4.3：
Decreasing Economic Factor / 11.4.4：
Exponential Martingales: the Sparre Andersen Model / 11.5：
Backward Markovization Technique / 11.5.1：
Forward Markovization Technique / 11.5.3：
Point Processes / 12：
Stationary Point Processes / 12.1：
Palm Distributions and Campbell's Formula / 12.1.1：
Ergodic Theorems / 12.1.3：
Marked Point Processes / 12.1.4：
Ruin Probabilities in the Time-Stationary Model / 12.1.5：
Mixtures and Compounds of Point Processes / 12.2：
Nonhomogeneous Poisson Processes / 12.2.1：
Cox Processes / 12.2.2：
Compounds of Point Processes / 12.2.3：
Comparison of Ruin Probabilities / 12.2.4：
The Markov-Modulated Risk Model via PDMP / 12.3：
A System of Integro-Differential Equations / 12.3.1：
Law of Large Numbers / 12.3.2：
The Generator and Exponential Martingales / 12.3.3：
Periodic Risk Model / 12.3.4：
The Bjork-Grandell Model via PDMP / 12.5：
General Results / 12.5.1：
Poisson Cluster Arrival Processes / 12.6.2：
Superposition of Renewal Processes / 12.6.3：
The Markov-Modulated Risk Model / 12.6.4：
The Bjork-Grandell Risk Model / 12.6.5：
Diffusion Models / 13：
Stochastic Differential Equations / 13.1：
Stochastic Integrals and Ito's Formula / 13.1.1：
Levy's Characterization Theorem / 13.1.2：
Perturbed Risk Processes / 13.2：
Modified Ladder Heights / 13.2.1：
Other Applications to Insurance and Finance / 13.2.3：
The Black-Scholes Model / 13.3.1：
Stochastic Interest Rates in Life Insurance / 13.3.2：
Simple Interest Rate Models / 13.4：
Zero-Coupon Bonds / 13.4.1：
The Vasicek Model / 13.4.2：
The Cox-Ingersoll-Ross Model / 13.4.3：
Distribution Tables
References
Index
Preface
List of Principal Notation
Concepts from Insurance and Finance / 1：
16.

図書
図書
16. Essentials of stochastic finance : facts, models, theory
Albert N. Shiryaev ; translated from the Russian by N. Kruzhilin
出版情報: Singapore : World Scientific, c1999  xvi, 834 p. ; 23 cm
シリーズ名: Advanced series on statistical science & applied probability ; vol. 3
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図書
図書
17. Random evolutions and their applications
by Anatoly Swishchuk
出版情報: Dordrecht ; Boston : Kluwer, c1997  xvi, 199 p. ; 25 cm
シリーズ名: Mathematics and its applications ; 408
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図書
図書
18. Random iterative models
Marie Duflo ; translated by Stephen S. Wilson
出版情報: Berlin ; Tokyo : Springer, c1997  xv, 385 p. ; 24 cm
シリーズ名: Applications of mathematics ; 34
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19.

図書
図書
19. Global analysis in mathematical physics : geometric and stochastic methods
Yuri Gliklikh ; translated by Viktor L. Ginzburg
出版情報: New York ; Berlin ; Tokyo : Springer, c1997  xv, 213 p. ; 24 cm
シリーズ名: Applied mathematical sciences ; 122
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20.

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図書
20. Multidimensional second order stochastic processes
Yûichirô Kakihara
出版情報: Singapore : World Scientific, c1997  x, 331 p. ; 23 cm
シリーズ名: Series on multivariate analysis ; vol. 2
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21.

図書
図書
21. Frontiers in queueing : models and applications in science and engineering
edited by Jewgeni H. Dshalalow
出版情報: Boca Raton, Fla. : CRC Press, c1997  468 p. ; 26 cm
シリーズ名: Probability and stochastics series
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22.

図書
図書
22. Nonlinear dynamics and stochastic mechanics
edited by Wolfgang Kliemann, N. Sri Namachchivaya
出版情報: Boca Raton ; London ; Tokyo : CRC Press, c1995  xxx, 530 p. ; 25 cm
シリーズ名: CRC mathematical modelling series
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23.

図書
図書
23. Topics in contemporary probability and its applications
edited by J. Laurie Snell
出版情報: Boca Raton : CRC Press, c1995  380 p. ; 27 cm
シリーズ名: Probability and stochastics series
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24.

図書
図書
24. Continuum percolation
Ronald Meester, Rahul Roy
出版情報: Cambridge : Cambridge University Press, 1996  x, 238 p. ; 24 cm
シリーズ名: Cambridge tracts in mathematics ; 119
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Introduction / 1：
Basic methods / 2：
Occupancy in Poisson Boolean models / 3：
Vacancy in Poisson Boolean models / 4：
Distinguishing features of the Poisson Boolean model / 5：
The Poisson random connection model / 6：
Models driven by general processes / 7：
Some other continuum percolation models / 8：
Introduction / 1：
Basic methods / 2：
Occupancy in Poisson Boolean models / 3：
25.

図書
図書
25. Introduction to random processes in engineering
A.V. Balakrishnan
出版情報: New York : Wiley, c1995  xiii, 402 p. ; 25 cm
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目次情報: 続きを見る
Preface
Review
Random Processes: Basic Concepts, Properties / 1：
Stationary Random Processes: Covariance and Spectrum / 2：
Response of Linear Systems to Random Inputs: Discrete-Time Models / 3：
Response of Linear Systems to Random Inputs: Continuous-Time Models / 4：
Time Averages and the Ergodic Principle / 5：
Sampling Principle and Interpolation / 6：
Simulation of Random Processes / 7：
Random Fields / 8：
Linear Filtering Theory / 9：
Index
Preface
Review
Random Processes: Basic Concepts, Properties / 1：
26.

図書
図書
26. The ergodic theory of discrete sample paths
Paul C. Shields
出版情報: Providence, R.I. : American Mathematical Society, c1996  xi, 249 p. ; 26 cm
シリーズ名: Graduate studies in mathematics ; v. 13
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Basic concepts (Chapter I)
Entropy-related properties (Chapter II)
Entropy for restricted classes (Chapter III)
B-processes (Chapter IV)
Bibliography
Index
Basic concepts (Chapter I)
Entropy-related properties (Chapter II)
Entropy for restricted classes (Chapter III)
27.

図書
図書
27. The quantum dice : an introduction to stochastic electrodynamics
by Luis de la Peña and Ana María Cetto
出版情報: Dordrecht ; Boston : Kluwer Academic Publishers, c1996  xvi, 509 p. ; 25 cm
シリーズ名: Fundamental theories of physics ; v. 75
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28.

図書
図書
28. Nonparametric statistics for stochastic processes : estimation and prediction
D. Bosq
出版情報: New York : Springer-Verlag, c1996  xii, 169 p. ; 24 cm
シリーズ名: Lecture notes in statistics ; v. 110
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29.

図書
図書
29. Concepts in probability and stochastic modeling
James J. Higgins, Sallie Keller-McNulty
出版情報: Belmont : Duxbury Press, c1995  xi, 420 p. ; 25 cm
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目次情報: 続きを見る
Basic Probability / 1：
Discrete Random Variables / 2：
Special Discrete Random Variables / 3：
Markov Chains / 4：
Continuous Random Variables / 5：
Special Continuous Random Variables / 6：
Markov Counting and Queuing Processes / 7：
The Distribution of Sums of Random Variables / 8：
Selected Systems Models / 9：
Reliability Models Appendix / 10：
References
Answers to Selected Odd-Numbered Exercises
Basic Probability / 1：
Discrete Random Variables / 2：
Special Discrete Random Variables / 3：
30.

図書
図書
30. Stochastic processes : general theory
by M.M. Rao
出版情報: Dordrecht : Kluwer Academic Publishers, c1995  xii, 623 p. ; 25 cm
シリーズ名: Mathematics and its applications ; v. 342
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31.

図書
図書
31. Models of random processes : a handbook for mathematicians and engineers
I.N. Kovalenko, N.Yu. Kuznetsov, V.M. Shurenkov
出版情報: Boca Raton : CRC Press, c1996  446 p. ; 24 cm
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目次情報: 続きを見る
Definitions and General Properties of Random Processes
Classification of Random Processes
Discrete-Time Markov Chains
Main Classes of Constructively Defined Random Processes
Random Processes with Independent Increments
Processes Associated with a Poisson Process
Random Flow of Events
Classes of Constructively Defined Random Processes
Some Special Classes of Processes
Stability of Random Processes
Random Processes of the Statistical Radio Engineering
Renewal Theory
Random
Definitions and General Properties of Random Processes
Classification of Random Processes
Discrete-Time Markov Chains
32.

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図書
32. Practical risk theory for actuaries. 1st ed
C.D. Daykin, T. Pentikäinen and M. Pesonen
出版情報: London ; New York : Chapman & Hall, 1994  xxi, 546 p. ; 23 cm
シリーズ名: Monographs on statistics and applied probability ; 53
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33.

図書
図書
33. Modeling and analysis of stochastic systems
Vidyadhar G. Kulkarni
出版情報: London ; Tokyo : Chapman & Hall, 1995  xi, 619 p. ; 24 cm
シリーズ名: Texts in statistical science
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34.

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34. Lectures on random evolution
Mark A. Pinsky
出版情報: Singapore ; Teaneck, N.J. : World Scientific, c1991  viii, 136 p. ; 23 cm
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35.

図書
図書
35. Applied stochastic system modeling (: gw ; : us)
Shunji Osaki
出版情報: Berlin ; Tokyo : Springer-Verlag, c1992  ix, 269 p. ; 25 cm
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36.

図書
図書
36. An introduction to quantum stochastic calculus (: sz ; : us)
K.R. Parthasarathy
出版情報: Basel ; Boston : Birkhäuser Verlag, 1992  xi, 290 p. ; 25 cm
シリーズ名: Monographs in mathematics ; v. 85
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37.

図書
図書
37. Stochastics and quantum mechanics : Swansea, Summer 1990
edited by A. Truman & I.M. Davies
出版情報: Singapore ; River Edge, N.J. : World Scientific, c1992  viii, 316 p. ; 23 cm
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38.

図書
図書
38. An introduction to stochastic processes and their applications (: us ; : gw)
Petar Todorovic
出版情報: New York ; Tokyo : Springer-Verlag, c1992  xiii, 289 p. ; 25 cm
シリーズ名: Springer series in statistics ; . Probability and its applications
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39.

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図書
39. Spatial stochastic processes : a festschrift in honor of Ted Harris on his seventieth birthday (: us ; : sz)
Kenneth S. Alexander, Joseph C. Watkins, editors
出版情報: Boston : Birkhäuser, 1991  xii, 256 p., [4] p. of plates ; 24 cm
シリーズ名: Progress in probability ; v. 19
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40.

図書
図書
40. An introduction to probability and stochastic processes (: us ; : gw)
Marc A. Berger
出版情報: New York ; Tokyo : Springer-Verlag, c1993  xii, 205 p. ; 25 cm
シリーズ名: Springer texts in statistics
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41.

図書
図書
41. Theory of global random search
by Anatoly A. Zhigljavsky ; edited by J. Pintér
出版情報: Dordrecht [Netherlands] ; Boston : Kluwer Academic Publishers, c1991  xviii, 341 p. ; 25 cm
シリーズ名: Mathematics and its applications ; . Soviet series ; v. 65
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42.

図書
図書
42. Random processes with independent increments
by A.V. Skorohod
出版情報: Dordrecht ; Boston : Kluwer Academic Publishers, c1991  xi, 279 p. ; 25 cm
シリーズ名: Mathematics and its applications ; . Soviet series ; v. 47
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43.

図書
図書
43. Structural dynamics : recent advances (: gw ; : us)
G.I. Schuëller, editor
出版情報: Berlin ; New York : Springer-Verlag, c1991  xi, 475 p. ; 25 cm
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44.

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図書
44. Discrete stochastics (: gw ; : us)
Konrad Jacobs
出版情報: Basel ; Boston : Birkhäuser Verlag, 1992  x, 283 p. ; 25 cm
シリーズ名: Basler Lehrbücher : a series of advanced textbooks in mathematics ; v. 3
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45.

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図書
45. Adventures in stochastic processes (: us ; : sz)
Sidney Resnick
出版情報: Boston : Birkhäuser, c1992  xii, 626 p. ; 25 cm
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46.

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46. Probability, statistical optics, and data testing : a problem solving approach. 2nd ed (: us ; : gw)
B. Roy Frieden
出版情報: Berlin ; New York : Springer-Verlag, c1991  xx, 443 p. ; 24 cm
シリーズ名: Springer series in information sciences ; 10
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47.

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47. Analogies between analogies : the mathematical reports of S.M. Ulam and his Los Alamos collaborators
S.M. Ulam ; edited by A.R. Bednarek and Françoise Ulam
出版情報: Berkeley : University of California Press, c1990  xvii, 565 p. ; 25 cm
シリーズ名: Los Alamos series in basic and applied sciences
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48.

図書
図書
48. Stochastic processes with applications
Rabi N. Bhattacharya, Edward C. Waymire
出版情報: New York : Wiley, c1990  xiii, 672 p. ; 25 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Applied probability and statistics
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49.

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図書
49. Statistical inference in stochastic processes
edited by N.U. Prabhu, I.V. Basawa
出版情報: New York : M. Dekker, c1991  viii, 276 p. ; 24 cm
シリーズ名: Probability, pure and applied ; 6
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50.

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50. Stochastic finite elements : a spectral approach (: us ; : gw)
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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