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Guyader,Processus Markoviens de Sauts

Guyader,Processus Markoviens de Sauts

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Published by: anthalia on Mar 07, 2013
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03/14/2013

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Université de Rennes 2Master de StatistiquesAnnée 2006/2007Second Semestre
Processus markoviensde sauts
Arnaud
Guyader
 
Table des matières
1 Cours 1
1.1 Généralités . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.2 Processus de Poisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81.3 Distribution asymptotique . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191.4 Processus de vie et de mort . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251.4.1 Modèle général . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251.4.2 Files
M/M/
1
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281.4.3 Files
M/M/s
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2 Exercices 39A Annales 63
i

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