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대학교 전공수학/Stochastic Process

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3.2 Distribution of N(t) | CH.3 Renewal Theory | Stochastic Process 3.2 Distribution of N(t) | CH.3 Renewal Theory | Stochastic Process
3.1 Introduction and Preliminaries | CH.3 Renewal Theory | Stochastic Process 3.1 Introduction and Preliminaries | CH.3 Renewal Theory | Stochastic Process
2.5 Compound Poisson random variables and process | CH.2 The Poisson Process | Stochastic Process 2.5 Compound Poisson random variables and process | CH.2 The Poisson Process | Stochastic Process
2.4 Nonhomogeneous Poisson Process | CH.2 The Poisson Process | Stochastic Process 2.4 Nonhomogeneous Poisson Process
2.3 Conditional Distribution of the Arrival times [3rd] | CH.2 The Poisson Process | Stochastic Process 2.3.1 Consider the queueing system, known as the M/G/1 and Busy Period Lemma 2.3.3, 2.3.4 and 2.3.5 of The M/G/1 The distribution of the length of the Busy Period. Click on the picture below to view the video of The KJin Math.
2.3 Conditional Distribution of the Arrival times [2nd] | CH.2 The Poisson Process | Stochastic Process Consider as unordered random variables, are distributed independetly and uniformly in the interval (0,t) Examples of theorem 2.3.1 Proposition from the theorem 2.3.1 about types Click on the picture below to view the video of The KJin Math.
2.3 Conditional Distribution of the Arrival times | CH.2 The Poisson Process | Stochastic Process uniformly distribution Introduce the order statistc order statistics corresponding to n independent random variables uniformly distributed on the interval (0, t) Click on the picture below to view the video of The KJin Math.
2.2 The interarrival and waiting time distribution | CH.2 The Poisson Process | Stochastic Process Determine the distribution of the Xn. Prop.2.2.1 Xn are iid exponetial random variable having mean 1 over 𝜆. Obtaining the pdf of Sn. It has gamma distribution with parameter 𝓃and 𝜆. Click on the picture below to view the video of The KJin Math.