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![]() Date: 2011-12-09 08:45:04Measure theory Markov processes Point process Poisson process Locally finite measure Support Probability distribution Measure Borel set Statistics Mathematical analysis Stochastic processes | Add to Reading List |
![]() | TASK The arrival of new customers is modeled in the following way. Let X_t be a continuous time Markov chain, which occupies state i at time 0. Conditional on all the future dynamics of X_t, process N_t is a Poisson procDocID: 1ui2Z - View Document |
![]() | RANDOM-PLAYER GAMES* Igal Milchtaich Department of Economics, Bar-Ilan University, Ramat Gan 52900, Israel Email: Web: http://faculty.biu.ac.il/~milchti Abstract. This paper introduces general gDocID: 1rmrP - View Document |
![]() | Construction of Dependent Dirichlet Processes based on Poisson Processes Dahua Lin CSAIL, MITDocID: 1qvZs - View Document |
![]() | Coupled Dirichlet Processes: Beyond HDP John Fisher MIT CSAILDocID: 1qtVx - View Document |
![]() | INTRODUCTION TO PROBABILITYDocID: 1qrkt - View Document |