Algorithmic probability a collection of problems
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1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
London u.a.
Chapman & Hall
1995
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Ausgabe: | 1. ed. |
Schriftenreihe: | Stochastic modeling series
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Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
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100 | 1 | |a Neuts, Marcel F. |e Verfasser |4 aut | |
245 | 1 | 0 | |a Algorithmic probability |b a collection of problems |c Marcel F. Neuts |
250 | |a 1. ed. | ||
264 | 1 | |a London u.a. |b Chapman & Hall |c 1995 | |
300 | |a XII, 465 S. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
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490 | 0 | |a Stochastic modeling series | |
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650 | 4 | |a Algoritmos | |
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650 | 4 | |a Líneas de espera, Teoría de | |
650 | 7 | |a Markov-processen |2 gtt | |
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650 | 7 | |a Stochastische processen |2 gtt | |
650 | 7 | |a analyse matricielle |2 inriac | |
650 | 7 | |a chaîne Markov |2 inriac | |
650 | 7 | |a probabilité |2 inriac | |
650 | 7 | |a résolution équation |2 inriac | |
650 | 7 | |a système temps discret |2 inriac | |
650 | 7 | |a variable aléatoire |2 inriac | |
650 | 4 | |a Algorithms | |
650 | 4 | |a Probabilities | |
650 | 4 | |a Queuing theory | |
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Datensatz im Suchindex
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adam_text | Table of Contents
Preface ix
Chapter 1. Computational Probability: An Introduction 1
1.1. An Historical Perspective 1
1.2. Recognizing Recurrence Relations 3
1.3. Main Problem Set for Chapter 1 15
Easier Problems 15
Average Problems 19
Harder Problems 25
Challenging Problems 32
Some Special Problems 36
Chapter 2. Solving Equations 38
2.1. Common Equations 38
2.2. Implicit Equations 43
2.3. Main Problem Set for Chapter 2 46
Easier Problems 46
Average Problems 51
Harder Problems 56
Challenging Problems 66
Chapter 3. Functions of Random Variables 75
3.1. Introduction 75
3.2. Sums of Random Variables 78
3.3. Maxima and Minima of Random Variables 82
3.4. The Inclusion Exclusion Formula 85
3.5. A Waiting Time in Multinomial Trials 88
3.6. Main Problem Set for Chapter 3 92
Easier Problems 92
Average Problems 98
Harder Problems 105
vi I Table of Contents
Challenging Problems 117
Problems Requiring Numerical Integration 128
Problems on Inclusion Exclusion 133
Chapter 4. Discrete Time Markov Chains 135
4.1. Matrix Formulas for Finite Markov Chains 135
4.2. Some Infinite State Markov Chains 144
4.3. The Discrete Markovian Arrival Process 149
4.4. Main Problem Set for Chapter 4 153
Easier Problems 154
Average Problems 166
Harder Problems 189
Challenging Problems 207
Chapter 5. Continuous Time Markov Chains 229
5.1. Matrix Formulas for Finite Markov Chains 229
5.2. Main Problem Set for Chapter 5 237
Easier Problems 238
Average Problems 245
Harder Problems 255
Challenging Problems 272
Chapter 6. Experimentation and Visualization 292
6.1. Introduction 292
6.2. The Alias Method 296
6.3. Understanding Steady State Behavior 298
6.4. Main Problem Set for Chapter 6 303
Easier Problems 303
Average Problems 309
Harder Problems 332
Challenging Problems 355
References 367
Appendix 1. Some Topics from Matrix Analysis 369
A.I.I: Functions of a Matrix 369
A. 1.2: The Kronecker Product 373
A.1.3: The Perron Frobenius Eigenvalue 374
Appendix 2. Phase Type Distributions 379
Table of Contents I vii
A.2.1: / // Distributions 379
A.2.2: The / // Renewal Process 388
Appendix 3. The Markovian Arrival Process 393
A.3.1: Description of the MAP 393
A.3.2: Probability Distributions for the MAP 395
Solutions to Selected Problems 399
Index 459
|
any_adam_object | 1 |
author | Neuts, Marcel F. |
author_facet | Neuts, Marcel F. |
author_role | aut |
author_sort | Neuts, Marcel F. |
author_variant | m f n mf mfn |
building | Verbundindex |
bvnumber | BV010444812 |
callnumber-first | T - Technology |
callnumber-label | T57 |
callnumber-raw | T57.35 |
callnumber-search | T57.35 |
callnumber-sort | T 257.35 |
callnumber-subject | T - General Technology |
classification_rvk | SK 800 SK 820 |
classification_tum | MAT 600f |
ctrlnum | (OCoLC)31288123 (DE-599)BVBBV010444812 |
dewey-full | 519.2 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.2 |
dewey-search | 519.2 |
dewey-sort | 3519.2 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
edition | 1. ed. |
format | Book |
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genre_facet | Aufgabensammlung |
id | DE-604.BV010444812 |
illustrated | Not Illustrated |
indexdate | 2024-11-25T17:14:19Z |
institution | BVB |
isbn | 041299691X |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006961404 |
oclc_num | 31288123 |
open_access_boolean | |
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owner_facet | DE-29 DE-29T DE-824 DE-384 DE-91G DE-BY-TUM DE-20 DE-11 |
physical | XII, 465 S. |
publishDate | 1995 |
publishDateSearch | 1995 |
publishDateSort | 1995 |
publisher | Chapman & Hall |
record_format | marc |
series2 | Stochastic modeling series |
spellingShingle | Neuts, Marcel F. Algorithmic probability a collection of problems Algorithmes ram Algoritmos Files d'attente, Théorie des ram Líneas de espera, Teoría de Markov-processen gtt Probabilités ram Stochastische processen gtt analyse matricielle inriac chaîne Markov inriac probabilité inriac résolution équation inriac système temps discret inriac variable aléatoire inriac Algorithms Probabilities Queuing theory Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Algorithmus (DE-588)4001183-5 gnd Stochastik (DE-588)4121729-9 gnd |
subject_GND | (DE-588)4064324-4 (DE-588)4001183-5 (DE-588)4121729-9 (DE-588)4143389-0 |
title | Algorithmic probability a collection of problems |
title_auth | Algorithmic probability a collection of problems |
title_exact_search | Algorithmic probability a collection of problems |
title_full | Algorithmic probability a collection of problems Marcel F. Neuts |
title_fullStr | Algorithmic probability a collection of problems Marcel F. Neuts |
title_full_unstemmed | Algorithmic probability a collection of problems Marcel F. Neuts |
title_short | Algorithmic probability |
title_sort | algorithmic probability a collection of problems |
title_sub | a collection of problems |
topic | Algorithmes ram Algoritmos Files d'attente, Théorie des ram Líneas de espera, Teoría de Markov-processen gtt Probabilités ram Stochastische processen gtt analyse matricielle inriac chaîne Markov inriac probabilité inriac résolution équation inriac système temps discret inriac variable aléatoire inriac Algorithms Probabilities Queuing theory Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Algorithmus (DE-588)4001183-5 gnd Stochastik (DE-588)4121729-9 gnd |
topic_facet | Algorithmes Algoritmos Files d'attente, Théorie des Líneas de espera, Teoría de Markov-processen Probabilités Stochastische processen analyse matricielle chaîne Markov probabilité résolution équation système temps discret variable aléatoire Algorithms Probabilities Queuing theory Wahrscheinlichkeitsrechnung Algorithmus Stochastik Aufgabensammlung |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006961404&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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