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1、AnIntroductionToStochasticModelingHowardM.TaylorSamuelKarlinAnIntroductiontoStochasticModelingThirdEditionAnIntroductiontoStochasticModelingThirdEditionHowardM.TaylorStatisticalConsultantOnancock,ViginiaSamuelKarlinDepartmentofMathematicsStanfordUniversityStanford,CaliforniaOAcademicPress
2、SanDiegoLondonBostonNewYorkSydneyTokyoTorontoThisbookisprintedonacid-freepaper.Copyright©1998,1994,1984byAcademicPressAllrightsreserved.Nopartofthispublicationmaybereproducedortransmittedinanyformorbyanymeans,electronicormechanical,includingphotocopy,recording,oranyinformationstorageandre
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4、ww.elseviercombyselecting'CustomerSupport'andthen'ObtainingPermissions'.ACADEMICPRESSAnImprintofElsevier525BSt.,Suite1900,SanDiego,California92101-4495,USA1300BoylstonStreet,ChestnutHill,MA02167,USAhttp://www.apnet.comAcademicPressLimited24-28OvalRoad,LondonNW17DX,UKhttp://www.hbuk.co.uk/
5、ap/LibraryofCongressCataloging-in-PublicationDataTaylor,HowardM.Anintroductiontostochasticmodeling/HowardM.Taylor,SamuelKarlin.-3rded.p.cm.Includesbibliographicalreferences(p.-)andindex.ISBN-13:978-0-12-684887-8ISBN-10:0-12-684887-41.Stochasticprocesses.I.Karlin,Samuel.II.Title.QA274.T351
6、998003'.76--dc2lISBN-13:978-0-12-684887-8ISBN-10:0-12-684887-4PRINTEDINTHEUNITEDSTATESOFAMERICA05060708IP987654ContentsPrefaceixIIntroduction11.StochasticModeling12.ProbabilityReview63.TheMajorDiscreteDistributions244.ImportantContinuousDistributions335.SomeElementaryExercises436.UsefulFu
7、nctions,Integrals,andSums53IIConditionalProbabilityandConditionalExpectation571.TheDiscreteCase572.TheDiceGameCraps643.RandomSums704.ConditioningonaContinuousRandomVariable795.Martingales*87IIIMarkovChains:Introduction951.Definitions952.TransitionProbabilityMatrices
