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| Preface | |
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| Stochastic Processes | |
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| Introduction | |
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| Key Concepts in Stochastic Processes | |
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| Main Classes of Stochastic Processes | |
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| Inference, Prediction and Decision Making | |
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| Discussion | |
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| Bayesian Analysis | |
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| Introduction | |
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| Bayesian Statistics | |
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| Bayesian Decision Analysis | |
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| Bayesian Computation | |
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| Discussion | |
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| Discrete Time Markov Chains | |
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| Introduction | |
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| Important Markov Chain Models | |
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| Inference for First Order Chains | |
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| Special Topics | |
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| Case Study: Wind Directions at Gijon | |
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| Markov Decision Processes | |
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| Discussion | |
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| Continuous Time Markov Chains and Extensions | |
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| Introduction | |
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| Basic Setup and Results | |
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| Inference and Prediction for CTMCs | |
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| Case Study: Hardware Availability through CTMCs | |
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| Semi-Markovian Processes | |
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| Decision Making with Semi-Markovian Decision Processes | |
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| Discussion | |
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| Poisson Processes and Extensions | |
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| Introduction | |
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| Basics on Poisson Processes | |
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| Homogeneous Poisson Processes | |
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| Nonhomogeneous Poisson Processes | |
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| Compound Poisson Processes | |
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| Further Extensions of Poisson Processes | |
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| Case Study: Earthquake Occurrences | |
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| Discussion | |
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| Continuous Time Continuous Space Processes | |
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| Introduction | |
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| Gaussian Processes | |
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| Brownian Motion and Fractional Brownian Motion | |
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| Di�usions | |
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| Case Study: Prey-predator Systems | |
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| Discussion | |
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| Queueing Analysis | |
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| Introduction | |
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| Basic Queueing Concepts | |
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| The Main Queueing Models | |
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| Inference for Queueing Systems | |
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| Inference for M=M=1 Systems | |
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| Inference for Non Markovian Systems | |
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| Decision Problems in Queueing Systems | |
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| Case Study: Optimal Number of Beds in a Hospital | |
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| Discussion | |
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| Reliability | |
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| Introduction | |
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| Basic Reliability Concepts | |
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| Renewal Processes | |
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| Poisson Processes | |
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| Other Processes | |
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| Maintenance | |
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| Case Study: Gas Escapes | |
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| Discussion | |
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| Discrete Event Simulation | |
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| Introduction | |
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| Discrete Event Simulation Methods | |
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| A Bayesian View of DES | |
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| Case Study: A G=G=1 Queueing System | |
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| Bayesian Output Analysis | |
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| Simulation and Optimization | |
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| Discussion | |
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| Risk Analysis | |
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| Introduction | |
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| Risk Measures | |
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| Ruin Problems | |
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| Case Study: Ruin Probability Estimation | |
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| Discussion | |
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| Main Distributions | |
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| Generating Functions and the Laplace-Stieltjes Transform | |
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| Index | |