Introduction to Stochastic Models

Bibliography

[ADÈ 82] ADÈS M., DION J.-P., LABELLE G., NANTHI K., “Recurrence formulae and the maximum likelihood estimation of the age in a simple branching process”, J. Appl. Probab., vol. 19, p. 776–784, 1982.

[ADO 72] ADOUL J. P. A., FRITCHMAN B. D., KANAL L. N., “A critical statistic for channels with memory”, IEEE Trans. Inform. Theory, vol. 18, p. 133–141, 1972.

[AGR 74] AGRESTI A., “Bounds of the extinction time distribution of a branching process”, Adv. Appl. Probab., vol. 6, p. 322–335, 1974.

[AGR 75] AGRESTI A., “On the extinction times of varying and random environment branching processes”, J. Appl. Probab., vol. 12, p. 31–46, 1975.

[ALS 87] ALSMEYER G., “Supperposed continuous renewal processes. A Markov renewal approach”, Stoch. Process. Appl., vol. 3, num. 3, p. 467–473, 1987.

[AND 91] ANDERSON W. J., Continuous-Time Markov Chains, Springer, New York, 1991.

[ARR 49] ARROW K. J., GIRSHICK M. A., BLACKWELL D., “Bayes and minimax solutions of sequential decision problems”, Econometrica, vol. 17, p. 213–244, 1949.

[ASH 72] ASH R. B., Real Analysis and Probability, Academic Press, New York, 1972.

[ASH 75] ASH R. B., GARDNER M. F., Topics in Stochastic Processes, Academic Press, New York, 1975.

[ASM 83] ASMUSSEN S., HERING H., Branching Processes, vol. 3 of Progress in Probability and Statistics, Birkhäuser, Boston-Basel-Stuttgart, 1983.

[ASM 87] ASMUSSEN S., Applied Probability and Queues, J. Wiley, New York, 1987.

[ASM 00] ASMUSSEN S., Ruin Probability, World Scientific, ...