Introduction.- Special Notations.- Martingales.- Point Processes, Queues, and Intensities.- Integral Representation of Point-Process Martingales.- Filtering.- Flows in Markovian Networks of Queues.- Likelihood Ratios.- Optimal Control.- Marked Point Processes.- A1 Background in Probability and Stochastic Processes.- A2 Stopping Times and Point-Process Histories.- A3 Wiener-Driven Dynamical Systems.- A4 Stieltjes-Lebesgue Calculus.- General Bibliography.- Index
出版社: Springer-Verlag New York Inc.; 1981 (1981年9月8日)
丛书名: Springer Series in Statistics
精装: 376页
语种: 英语
ISBN: 0387905367
条形码: 9780387905365
ASIN: 0387905367