Popcorn 发表于 2025-3-23 11:12:28

An Introduction to Probability and Stochastic Processes

FILLY 发表于 2025-3-23 14:00:50

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SPER 发表于 2025-3-23 20:51:28

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针叶树 发表于 2025-3-24 00:40:04

Ergodic Theory with an Application to Fractals,s a positive recurrent state of an aperiodic irreducible Markov chain, then .. That is, the . average fraction of time the chain spends at state . converges to the . average π(x). Similarly, for Markov jump processes . when . is positive recurrent.

MELON 发表于 2025-3-24 04:19:23

https://doi.org/10.1007/978-3-658-22352-6 random variables. The distribution of such a sequence is determined by the various finite-dimensional d.f.s . but the jump to infinity introduces many new considerations. In particular, we shall deal with limits, events that occur infinitely often (i.o.), tail events, and various modes of convergen

staging 发表于 2025-3-24 08:52:35

Die Welt als Bühne mit doppeltem Bodent and Stone (Ref. ), and is presented here with their kind permission. I have adopted their notation and style, because I feel it is the best way to introduce Markov chains in the spirit of these notes—namely, an approach which combines intuition (of the dynamics) with probabilistic reasoning. T

发酵剂 发表于 2025-3-24 12:44:28

Die Welt als Bühne mit doppeltem Bodenas two ingredients. There are random . 0 < τ. < τ. < … < τ. < … when the process jumps away from the state it is at, and there are . Q. that govern the transitions at these jump times. The process {X(.): . ≥ 0 } itself has piecewise constant paths, which we can take to be right-continuous

傻瓜 发表于 2025-3-24 17:00:52

https://doi.org/10.1007/978-3-658-22352-6s a positive recurrent state of an aperiodic irreducible Markov chain, then .. That is, the . average fraction of time the chain spends at state . converges to the . average π(x). Similarly, for Markov jump processes . when . is positive recurrent.

MILL 发表于 2025-3-24 20:38:18

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发表于 2025-3-25 01:15:36

978-1-4612-7643-2Springer-Verlag New York, Inc. 1993
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查看完整版本: Titlebook: An Introduction to Probability and Stochastic Processes; Marc A. Berger Textbook 1993 Springer-Verlag New York, Inc. 1993 Ergodic theory.L