An Introduction to Stochastic Processes by Edward P. C.(Edward P.C. Kao) Kao

By Edward P. C.(Edward P.C. Kao) Kao

Meant for a calculus-based direction in stochastic techniques on the graduate or complex undergraduate point, this article deals a contemporary, utilized point of view. rather than the normal formal and mathematically rigorous process traditional for texts for this path, Edward Kao emphasizes the improvement of operational abilities and research via various well-chosen examples.

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Extra info for An Introduction to Stochastic Processes

Example text

18). e. 23) such that the adjacency relations are preserved. To state this correspondence more precisely, let us consider two graphs G(Pa,La,fa)and G(P,, L,,f,). N 27 (a) An undirected graph and (b) a directed graph. G(P,, LB,fa) are bomorphic. If an abstract graph G, is isomorphic to a geometric graph G,, then we say that graph Ggis a geometric realization of the abstract graph G,. If a graph has a geometrical realization in R2,we call the graph a planar graph; otherwise, a non-planar graph. Although graphs are not always planar graphs, every finite graph has a geometric realization in R3.

Suppose that g(0) is a characteristic of the Voronoi cell (see Chapter 2) containing the origin. 45) means the average of the Characteristic of n distinct Voronoi cells in an individual realization. If 8 is ergodic, the limit of the averages exists and is defined to be the mean of the characteristic of a typical Voronoi cell called by Cowan (1978, 1980; see Chapter 5). 45) enables us to calculate the mean by using the Palm distribution (see Chapter 5). The following theorem is quite useful to simplify the expectation calculation under the Palm distribution of a Poisson point process (Slivnak, 1962).

51) We call this point process the general Poisson point process with the intensity function h x . 24, where h(x) = c1exp (-cz xl,+ x ), c,, c, >O. 30) if h(x) = h (a constant). 30) indicates the density of points, h(x) implies that the density depends upon where A is placed. Thus the density of points may vary from location to location in a general hisson point process. 30) which we call the homogeneous Poisson point process. In the homogeneous Poisson point process the parameter h is deterministic.