463
龚光鲁,钱敏平著 应用随机过程教程及其在 算法与智能计算中的应用
清华大学出版社,2003
参考文献
[A] Arnold,L,Stochastic Differential Equations,Theory and Application,John Wiley & Sons,1974
[AC] 安鸿志,陈敏,非线性时间序列分析,上海科技出版社,1998,
[As] Asmussen,S,Applied Probability and Queues,Wiley,1987,
[B] Bremaud,P,Markov Chains,Gibbs Fields Monte Carlo Simulation,and Queues,Text in Applied Mathematics,
31,Springer,1999,
[BT] Box,G,E,P,and Tiao,G,C.,Bayes Inference in Statistical Analysis,Wiley-Interscience,1992,
[ BMP] Benveniste,A,Metivier,M,Priouret,P.,Adaptive algorithm and stochastic approximations,Berlin,
Springer,1990,
[BW] Bhattacharya,R,M,and Waimire,W,C.,Stochastic Processes with Applications,John Wiley & Sons,1990,
[C] 钟开莱,初等概率论附随机过程,人民教育出版社,1980,
[CB] Casella,G,Berger,R,L.,Statistical Inference,2nd Edition,Duxbury Advanced Series,2001,
[CT] Caudhry,M,L,Templeton,J,G,C.,A First Course in Bulk Queues,John Wiley & Sons,1983,
[CoT] Cover,T,M,and homas,J,A,Elements of Information Theory,John Wiley and Sons,1991,
[D] Dempster,A,P,Laird,N,M,and Rubin,D,B.,Maximum Likelihood for incomplete data via the EM
Algorithm,Journal of the Royal Statistical Society B,39:1-38,1977.,
[De] Devroye,L.,Non-Uniform Random Variate Generation,Springer-Verlag,New York,1986,
[E] Edwards,A,W,F.,Likelihood,Johns Hopkins University Press,1992,
[ET] Efron,B,and Tibshirani,R,J.,An introduction to the Bootstrap,Chapman and Hall,1993,
[G] 汉斯 U,盖伯,数学风险论导引 (成世学,严颍 译 ),世界图书出版公司,1997,
[H] 何声武,随机过程论,华东师范大学出版社,1989,
[H-LL] Hernandez-Lerma,O,and Lasserre,J,B.,Discrete-Time Markov Control Processes,Basic Optimality
Criteria,Springer,1995,
[IS] Isaacson,D,L,and Madsen,R,W.,Markov Chains Theory and Applications,Wiley-Interscience,John Wiley
& Sons,1976,
[L] 陆懋祖,高等时间序列经济计量学,上海人民出版社,1999,
[Li] van Lieshout,M.,Markov Point Processes and their Applications,Imperial College Press,The Nietherland,
2000,(distributed by World Scientific Publishing Co,Singapore),
[LK] Law,A.M,and Kelton,W,D.,Simulation modeling and Analysis,Mcgraw-Hill,1991,
[MR] Meng,X,L,and Rubin,D,B.,Recent Extension to the EM Algorithm,Bayesian Statistics,4,307-320,1992,
[N] Neal,R,M.,Bayesian Learning in Neural Networks,Springer,Lecture Notes in Statistics,1996,
[Ne] Salih N,Neftci,An Introduction to the Mathematics of Financial Derivatives,Academic Press,2nd edition,
2000
[NH] Neal,R,M,and Hinton,G,E.,A new View of the EM Algorithm that justifies incremental and other Variants,
ftp://archive.cis.chio-state.edu/pub/neuroprose/neal.em.ps.Z
[QG] 钱敏平,龚光鲁,应用随机过程,北京大学出版社,1998,
[R] Rabiner,L,R.,A Tutorial on Hidden Markov Models and Selected Application in Speech Recognition,
Proc.IEEE,77(2),257-286,1989,
[Ro] Ross,S.,Stochastic Processes,John Wiley & Sons,1983,
[S] Snyder D,L.,随机点过程 （ 梁之舜,邓永录译 ）,人民教育出版社,１９８１,
[T] Tijms,H,C.,Stochastic Models,An Algorithmic Approach,John Wiley & Sons,1994,
464
[To]Tong,J.H.,Nonlinear Time Series,A Dynamical System Approach,Oxford Univ,Press,1990,
[W] Winkler,G.,Image Analysis,Random Fields and Dynamic Monte Carlo Methods,A Mathematical
Introduction,Springer,1995,
[Wg] 王梓坤,随机过程论,科学出版社,1965,
[X] 谢衷 洁,时间序列分析,北京大学出版社,1990,
[YWL] 严士健,王隽骧,刘秀芳,概率论基础,科学出版社,1982,
[Z] 张尧廷,金融市场的统计分析,广西师范大学出版社,1998,
龚光鲁,钱敏平著 应用随机过程教程及其在 算法与智能计算中的应用
清华大学出版社,2003
参考文献
[A] Arnold,L,Stochastic Differential Equations,Theory and Application,John Wiley & Sons,1974
[AC] 安鸿志,陈敏,非线性时间序列分析,上海科技出版社,1998,
[As] Asmussen,S,Applied Probability and Queues,Wiley,1987,
[B] Bremaud,P,Markov Chains,Gibbs Fields Monte Carlo Simulation,and Queues,Text in Applied Mathematics,
31,Springer,1999,
[BT] Box,G,E,P,and Tiao,G,C.,Bayes Inference in Statistical Analysis,Wiley-Interscience,1992,
[ BMP] Benveniste,A,Metivier,M,Priouret,P.,Adaptive algorithm and stochastic approximations,Berlin,
Springer,1990,
[BW] Bhattacharya,R,M,and Waimire,W,C.,Stochastic Processes with Applications,John Wiley & Sons,1990,
[C] 钟开莱,初等概率论附随机过程,人民教育出版社,1980,
[CB] Casella,G,Berger,R,L.,Statistical Inference,2nd Edition,Duxbury Advanced Series,2001,
[CT] Caudhry,M,L,Templeton,J,G,C.,A First Course in Bulk Queues,John Wiley & Sons,1983,
[CoT] Cover,T,M,and homas,J,A,Elements of Information Theory,John Wiley and Sons,1991,
[D] Dempster,A,P,Laird,N,M,and Rubin,D,B.,Maximum Likelihood for incomplete data via the EM
Algorithm,Journal of the Royal Statistical Society B,39:1-38,1977.,
[De] Devroye,L.,Non-Uniform Random Variate Generation,Springer-Verlag,New York,1986,
[E] Edwards,A,W,F.,Likelihood,Johns Hopkins University Press,1992,
[ET] Efron,B,and Tibshirani,R,J.,An introduction to the Bootstrap,Chapman and Hall,1993,
[G] 汉斯 U,盖伯,数学风险论导引 (成世学,严颍 译 ),世界图书出版公司,1997,
[H] 何声武,随机过程论,华东师范大学出版社,1989,
[H-LL] Hernandez-Lerma,O,and Lasserre,J,B.,Discrete-Time Markov Control Processes,Basic Optimality
Criteria,Springer,1995,
[IS] Isaacson,D,L,and Madsen,R,W.,Markov Chains Theory and Applications,Wiley-Interscience,John Wiley
& Sons,1976,
[L] 陆懋祖,高等时间序列经济计量学,上海人民出版社,1999,
[Li] van Lieshout,M.,Markov Point Processes and their Applications,Imperial College Press,The Nietherland,
2000,(distributed by World Scientific Publishing Co,Singapore),
[LK] Law,A.M,and Kelton,W,D.,Simulation modeling and Analysis,Mcgraw-Hill,1991,
[MR] Meng,X,L,and Rubin,D,B.,Recent Extension to the EM Algorithm,Bayesian Statistics,4,307-320,1992,
[N] Neal,R,M.,Bayesian Learning in Neural Networks,Springer,Lecture Notes in Statistics,1996,
[Ne] Salih N,Neftci,An Introduction to the Mathematics of Financial Derivatives,Academic Press,2nd edition,
2000
[NH] Neal,R,M,and Hinton,G,E.,A new View of the EM Algorithm that justifies incremental and other Variants,
ftp://archive.cis.chio-state.edu/pub/neuroprose/neal.em.ps.Z
[QG] 钱敏平,龚光鲁,应用随机过程,北京大学出版社,1998,
[R] Rabiner,L,R.,A Tutorial on Hidden Markov Models and Selected Application in Speech Recognition,
Proc.IEEE,77(2),257-286,1989,
[Ro] Ross,S.,Stochastic Processes,John Wiley & Sons,1983,
[S] Snyder D,L.,随机点过程 （ 梁之舜,邓永录译 ）,人民教育出版社,１９８１,
[T] Tijms,H,C.,Stochastic Models,An Algorithmic Approach,John Wiley & Sons,1994,
464
[To]Tong,J.H.,Nonlinear Time Series,A Dynamical System Approach,Oxford Univ,Press,1990,
[W] Winkler,G.,Image Analysis,Random Fields and Dynamic Monte Carlo Methods,A Mathematical
Introduction,Springer,1995,
[Wg] 王梓坤,随机过程论,科学出版社,1965,
[X] 谢衷 洁,时间序列分析,北京大学出版社,1990,
[YWL] 严士健,王隽骧,刘秀芳,概率论基础,科学出版社,1982,
[Z] 张尧廷,金融市场的统计分析,广西师范大学出版社,1998,
