喊叫
发表于 2025-3-23 09:58:34
https://doi.org/10.1007/978-3-642-81808-0after some starting time, say t=0. Figure 2.1 illustrates some of the different ways to characterize random arrivals over the positive time axis. The sequence of times at which arrivals occur is denoted by the random variables {S.,S.,…}. We usually refer to a point on the time axis at which somethin
腐败
发表于 2025-3-23 16:14:01
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运动的我
发表于 2025-3-23 19:59:21
Christopher Brenke MD,Kirsten Schmieder MDc processes are generally called continuous time processes. The Markov chains to be discussed in this and the next chapter are stochastic processes.only at integer values of time, n = 0, 1,….At each integer time n ≥ 0, there is a random variable X.called the.at time n, and the process is then the fa
hazard
发表于 2025-3-24 00:04:16
Kai-Michael Scheufler MD,Daniela Diesing MD explain how these new types of behavior arise. If p > 1/2, then transitions to the right occur with higher frequency than transitions to the left. Thus, reasoning heuristically, we expect X. to be large for large n. This means that, given X. = 0, the probability P. should go to zero for any fixed j
opalescence
发表于 2025-3-24 03:16:08
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finale
发表于 2025-3-24 08:23:47
Embryology and Congenital Anomalies n, S, is just a sum of IID random variables, but here, we are more interested in the behavior of the random walk., {S.;n≥1}, and thus in such questions as finding the first n for which S.exceeds some threshold a, or the probability that S.exceeds a for any value of n. Since S.drifts downward with i
不足的东西
发表于 2025-3-24 10:51:58
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有效
发表于 2025-3-24 18:35:23
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Rejuvenate
发表于 2025-3-24 22:46:09
https://doi.org/10.1007/978-3-642-81808-0S.=τ the j. subsequent arrival epoch is at S.−S.=X.+...+X.. Thus {N(τ+t)−N(τ); t≥0} is a renewal process with IID inter-arrival intervals of the same distribution as the original renewal process. Because of this renewal property, we shall usually refer to arrivals as renewals.
事与愿违
发表于 2025-3-24 23:54:25
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