Probability, Random Processes, and Statistical Analysis Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance
Book contents
- Frontmatter
- Contents
- List of abbreviations and acronyms
- Preface
- Acknowledgments
- 1 Introduction
- Part I Probability, random variables, and statistics
- Part II Transform methods, bounds, and limits
- Part III Random processes
- 12 Random processes
- 13 Spectral representation of random processes and time series
- 14 Poisson process, birth–death process, and renewal process
- 15 Discrete-time Markov chains
- 16 Semi-Markov processes and continuous-time Markov chains
- 17 Random walk, Brownian motion, diffusion, and Itô processes
- Part IV Statistical inference
- Part V Applications and advanced topics
- References
- Index
16 - Semi-Markov processes and continuous-time Markov chains
from Part III - Random processes
Published online by Cambridge University Press: 05 June 2012
Book contents
- Frontmatter
- Contents
- List of abbreviations and acronyms
- Preface
- Acknowledgments
- 1 Introduction
- Part I Probability, random variables, and statistics
- Part II Transform methods, bounds, and limits
- Part III Random processes
- 12 Random processes
- 13 Spectral representation of random processes and time series
- 14 Poisson process, birth–death process, and renewal process
- 15 Discrete-time Markov chains
- 16 Semi-Markov processes and continuous-time Markov chains
- 17 Random walk, Brownian motion, diffusion, and Itô processes
- Part IV Statistical inference
- Part V Applications and advanced topics
- References
- Index
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- Probability, Random Processes, and Statistical AnalysisApplications to Communications, Signal Processing, Queueing Theory and Mathematical Finance, pp. 455 - 482Publisher: Cambridge University PressPrint publication year: 2011