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Table Of Contents

1.1 Probability models
1.1.1 The sample space of a probability model
1.1.2 Assigning probabilities for finite sample spaces
1.2. THE AXIOMS OF PROBABILITY THEORY 5
1.2 The axioms of probability theory
1.2.1 Axioms for the class of events for a sample space ≠:
1.2.2 Axioms of probability
1.3 Probability review
1.3.1 Conditional probabilities and statistical independence
1.3.2 Repeated idealized experiments
1.3.3 Random variables
1.3.4 Multiple random variables and conditional probabilities
1.3.5 Stochastic processes and the Bernoulli process
1.3.6 Expectation
1.3.7 Random variables as functions of other random variables
1.3.8 Conditional expectations
1.3.9 Indicator random variables
1.3.10 Moment generating functions and other transforms
1.4 Basic inequalities
1.4.1 The Markov inequality
1.4.2 The Chebyshev inequality
1.4.3 Chernoff bounds
1.5.1 Weak law of large numbers with a finite variance
1.5.2 Relative frequency
1.5.3 The central limit theorem
1.5.4 Weak law with an infinite variance
1.5.5 Strong law of large numbers (SLLN)
1.5.6 Convergence of random variables
1.6. RELATION OF PROBABILITY MODELS TO THE REAL WORLD 49
1.6 Relation of probability models to the real world
1.6.1 Relative frequencies in a probability model
1.6.2 Relative frequencies in the real world
1.6.3 Statistical independence of real-world experiments
1.6.4 Limitations of relative frequencies
1.6.5 Subjective probability
1.7 Summary
1.8. APPENDIX: TABLE OF STANDARD RANDOM VARIABLES 57
1.8 Appendix: Table of standard random variables
1.9 Exercises
POISSON PROCESSES
2.1 Introduction
2.1.1 Arrival processes
2.2. DEFINITION AND PROPERTIES OF A POISSON PROCESS 71
2.2 Definition and properties of a Poisson process
2.2.1 Memoryless property
2.2.2 Probability density of Sn and S1, . . . Sn
2.2.3 The PMF for N(t)
2.2.4 Alternate definitions of Poisson processes
2.2.5 The Poisson process as a limit of shrinking Bernoulli processes
2.3. COMBINING AND SPLITTING POISSON PROCESSES 81
2.3 Combining and splitting Poisson processes
2.3.1 Subdividing a Poisson process
2.3.2 Examples using independent Poisson processes
2.4. NON-HOMOGENEOUS POISSON PROCESSES 85
2.4 Non-homogeneous Poisson processes
2.5 Conditional arrival densities and order statistics
2.6 Summary
2.7 Exercises
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Discrete Stochastic Processes

Discrete Stochastic Processes

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Published by Namit Setia

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Published by: Namit Setia on Feb 15, 2011
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01/25/2013

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