Algorithmic probability a collection of problems

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1. Verfasser: Neuts, Marcel F. (VerfasserIn)
Format: Buch
Sprache:English
Veröffentlicht: London u.a. Chapman & Hall 1995
Ausgabe:1. ed.
Schriftenreihe:Stochastic modeling series
Schlagworte:
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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
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publishDate 1995
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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
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