An introduction to stochastic modeling

摘要: Stochastic Modeling. Probability Review. The Major Discrete Distributions. @rtant Continuous Some Elementary Exercises. Useful Functions, Integrals, and Sums. Conditional Expectation: Case. Dice Game Craps. Random Conditioning on a Variable. Markov Chains: Introduction: Definitions. Transition Matrices of Chain. Chain Models. First Step Analysis. Special Chains. Functionals Walks Success Runs. Another Look at Long Run Behavior Regular Matrices. Examples. Classification States. Basic Limit Theorem Reducible Sequential Decisions Poisson Processes: Distribution the Processes. Law Rare Events. Distributions Associated with Process. Uniform Spatial Compound Marked Time Pure Birth Ptire Death Limiting Processes Absorbing Finite State Set Valued Renewal Phenomena: Definition Process Related Concepts. Examples Viewed as Asymptotic ]3ehavior