stochastic-processes-2.pdf

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1、Stochastic Processes 2 Probability Examples c9 Leif Mejlbro Download free books at LeifMejlbroProbabilityExamplesc-9StochasticProcesses22ProbabilityExamplesc-9–StochasticProcesses2©2009LeifMejlbro&VentusPublishingApSISBN978-87-7681-525-73StochasticProcesses2ContentsContentsIntroduction5

2、1Theoreticalbackground61.1ThePoissonprocess61.2Birthanddeathprocesses81.3Queueingtheoryingeneral111.4Queueingsystemofinnitelymanyshopassistants111.5Queueingsystemofanitenumberofshopassistants,andwithformingofqueues121.6Queueingsystemswithanitenumberofshopassistantsandwithoutqueues151.7S

3、omegeneraltypesofstochasticprocesses172ThePoissonprocess193Birthanddeathprocesses374Queueingtheory525Othertypesofstochasticprocesses117Index126Fast-trackyourcareerMastersinManagementStandoutfromthecrowdDesignedforgraduateswithlessthanoneyearoffull-timepostgraduateworkexperience,LondonBu

4、sinessSchool’sMastersinManagementwillexpandyourPleaseclicktheadvertthinkingandprovideyouwiththefoundationsforasuccessfulcareerinbusiness.Theprogrammeisdevelopedinconsultationwithrecruiterstoprovideyouwiththekeyskillsthattopemployersdemand.Through11monthsoffull-timestudy,youwillgainthebu

5、sinessknowledgeandcapabilitiestoincreaseyourcareerchoicesandstandoutfromthecrowd.LondonBusinessSchoolApplicationsarenowopenforentryinSeptember2011.Regent’sParkLondonNW14SAUnitedKingdomFormoreinformationvisitwww.london.edu/mim/Tel+44(0)2070007573Emailmim@london.eduemailmim@london.eduorca

6、ll+44(0)2070007573www.london.edu/mim/4StochasticProcesses2IntroductionIntroductionThisistheninthbookofexamplesfromProbabilityTheory.ThetopicStochasticProcessesissobigthatIhavechosentosplitintotwobooks.Intheprevious(eighth)bookwastreatedexamplesofRandomWalkandMarkovchains,wherethelatteri

7、sdealtwithinafairlylargechapter.InthisbookwegiveexamplesofPoissonprocesses,Birthanddeathprocesses,Queueingtheoryandothertypesofstochasticprocesses.Theprerequisitesforthetopicscane.g.befoundintheVentus:Calculus2seriesandtheVentus:ComplexFunctionTheoryseries,andallthepreviousVent