Computational Probability. The Proceedings of the Actuarial by P. M. Kahn

By P. M. Kahn

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Additional resources for Computational Probability. The Proceedings of the Actuarial Research Conference on Computational Probability Held at Brown University, Providence, Rhode Island, on August 28–30, 1975

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Research, 19, 414-423, 1971. [7] M. F. Neuts, The Queue with Poisson Input and General Service Times, Treated as a Branching Process, Duke Math. , 36, pp. 215-232, 1969. [8] M. F. Neuts, Probability Distributions of Phase Type, Liber Amicorum Prof. Emeritus H. Florin, Dept. , Univ. Louvain, Belgium, 173-206, 1975. [9] E. Seneta, On the Maxima of Absorbing Markov Chains, Australian J. , 9, pp. 93-102, 1967. COMPUTATIONAL PROBABILITY CENTRAL LIMIT ANALOGUES FOR MARKOV POPULATION PROCESSES Donald R.

1(t) is asymptotically normal with mean ai and variance 2laN. 19). 23), but we find, instead lN (aN + c,4'1) = laN + (lc+k) 3N + 0( 1), mN (aN + c3N) = laN + (lx+n) 3N + 0(1). 3), Iglehart's statement of Stone's result is sufficiently general to guarantee the weak convergence of Z1(t) to a diffusion process whenever the initial conditions converge. 22). The drift is upward or downward accordin g as k > v or k< m , and the conditional distribution of Z(t) given Z(0) was derived by Chandrasekhar (1943).

Research, 19, 414-423, 1971. [7] M. F. Neuts, The Queue with Poisson Input and General Service Times, Treated as a Branching Process, Duke Math. , 36, pp. 215-232, 1969. [8] M. F. Neuts, Probability Distributions of Phase Type, Liber Amicorum Prof. Emeritus H. Florin, Dept. , Univ. Louvain, Belgium, 173-206, 1975. [9] E. Seneta, On the Maxima of Absorbing Markov Chains, Australian J. , 9, pp. 93-102, 1967. COMPUTATIONAL PROBABILITY CENTRAL LIMIT ANALOGUES FOR MARKOV POPULATION PROCESSES Donald R.

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