Mark A. Pinsky and Samuel Karlin: An Introduction to
Stochastic Modeling, Fourth Edition ISBN 978-0-12-381416-6.
Original English language edition copyright 2011 by Elsevier
Inc. All rights reserved.
Authorized English language reprint edition published by the
Proprietor.
Copyright 2013 by Elsevier Singapore Pte Ltd.
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目錄:
Preface to the Fourth Edition
Preface to the Third Edition
Preface to the First Edition
To the Instructor
Acknowledgments
Introduction
1.1 Stochastic Modeling
1.1.1 Stochastic Processes
1.2 Probability Review
1.2.1 Events and Probabilities
1.2.2 Random Variables
1.2.3 Moments and Expected Values
1.2.4 Joint Distribution Functions
1.2.5 Sums and Convolutions
1.2.6 Change of Variable
1.2.7 Conditional Probability
1.2.8 Review of Axiomatic Probability Theory
1.3 The Major Discrete Distributions
1.3.1 Bernoulli Distribution
1.3.2 Binomial Distribution
1.3.3 Geometric and Negative Binominal Distributions
1.3.4 The Poisson Distribution
1.3.5 The Multinomial Distribution
1.4 Important Continuous Distributions
1.4.1 The Normal Distribution
1.4.2 The Exponential Distribution
1.4.3 The Uniform Distribution
1.4.4 The Gamma Distribution
1.4.5 The Beta Distribution
1.4.6 The Joint Normal Distribution
1.5 Some Elementary Exercises
1.5.1 Tail Probabilities
1.5.2 The Exponential Distribution
1.6 Useful Functions, Integrals, and Sums
……