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Электронная библиотека Попечительского совета механико-математического факультета Московского государственного университета
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Kannan D. - An introduction to stochastic processes |
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Предметный указатель |
-algebra(s) 3
-algebra(s), Borel 4
-algebra(s), generated by a random vector 8
-algebra(s), independent 13
-algebra(s), tail 13
Absorbed process 275
Absorbing barrier 43
Absorption time 23
Action potential 21
Adapted family 197
Algebra(s) 3 4
Algebra(s), sigma 3 4
Algebra(s), sigma, Borel 5
Algebra(s), sigma, completion of 5
Algebra(s), sigma, generated by 4 7
Algebra(s), sigma, independent 13
Algebra(s), sigma, tail 13
Almost sure convergence 14
Almost surely 10
Aperiodic state 68 69
Arley process 121
AS see 'Almost surely'
Backward equation 107
Barrier 42 43
Barrier, absorbing 43
Barrier, elastic 43
Barrier, reflecting 43
Bayes' formula 11 12
Bernstein equation 270 271
Binary noise 171 184 185
Binomial distribution 8
Birth process 111
Birth process, linear 117
Birth process, pure 111
Birth process, simple 117
Birth rate 111
Birth-death chain 44 52 76 77
Birth-death process 111
Birth-death process, nonhomogeneous 127
Birth-death process, nonlinear 125 129
Blood clotting 123 124
Bochner's theorem 15
Borel set 5
Borel set in 4
Borel set, -algebra 4
Borel - Cantelli lemma 5
Borel - Cantelli lemma, first 5
Borel - Cantelli lemma, second 13
Boundary 279
Boundary, accessible 279 280
Boundary, entrance 279
Boundary, exit 279
Boundary, inaccessible 279
Boundary, natural 279
Boundary, regular 279
Branching chain 44 79 203 204 215 216
Brownian motion 160 161 227
Brownian motion with drift 231
Brownian motion, geometric 284
Brownian motion, random walk to 227
Brownian motion, reflected 233
Brownian motion, standard 230
Capocelli - Ricciardi theorem 278 279
Carcinogen 34
Carcinogenesis 14 129
Carcinogenesis, birth-death process in 129
Carcinogenesis, hit in 34
Carcinogenesis, random walk in 34
Central limit theorem 16
Central movement 9
Chapman - Kolmogorov equation 48 106 259
Characteristic function 14 |
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