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1、AppliedProbabilityandStochasticProcessesSecondEditionRichardM.Feldman·CiriacoValdez-FloresAppliedProbabilityandStochasticProcessesSecondEdition123RichardM.FeldmanCiriacoValdez-FloresTexasA&MUniversitySielken&AssociatesIndustrialandSystemsConsulting,Inc.EngineeringDepartment3833Texas
2、AvenueCollegeStationBryanTexas77843-3131Texas77802USAUSArichf@tamu.educiriaco@sielkenassociates.comISBN978-3-642-05155-5e-ISBN978-3-642-05158-6DOI10.1007/978-3-642-05158-6SpringerHeidelbergDordrechtLondonNewYorkLibraryofCongressControlNumber:2009940615OriginallypublishedbyPWSPublish
3、ing/ThomsonPublishing,USA,1995cSpringer-VerlagBerlinHeidelberg2010Thisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting,reproductiononmicrofilmorinanyo
4、therway,andstorageindatabanks.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.ViolationsareliabletoprosecutionundertheGermanCopyrightLaw.Theuse
5、ofgeneraldescriptivenames,registerednames,trademarks,etc.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantprotectivelawsandregulationsandthereforefreeforgeneraluse.Coverdesign:eStudioCalamarS.L.Printedonacid-freepaperSpringerispa
6、rtofSpringerScience+BusinessMedia(www.springer.com)Thisbookisdedicatedtoourwives,AliceFeldmanandNancyVivas-Valdez,whosepatience,love,andsupportkeepusgoingandmakelifeworthwhile.PrefaceThisbookisaresultofteachingstochasticprocessestojuniorandseniorundergrad-uatesandbeginninggraduatest
7、udentsovermanyyears.Inteachingsuchacourse,wehaverealizedaneedtofurnishstudentswithmaterialthatgivesamathematicalpresentationwhileatthesametimeprovidingproperfoundationstoallowstudentstobuildanintuitivefeelforprobabilisticreasoning.Wehavetriedtomaintainabal-anceinpresentingadvancedbu
8、tunderstandablemate
