Limit Theorems for Stochastic Processes (J. Jacod and A . N. Shiryaev).
Philip ProtterPublished in: SIAM Rev. (1991)
Keyphrases
- stochastic processes
- limit theorems
- heavy traffic
- confidence intervals
- stochastic process
- queue length
- probability distribution
- random fields
- steady state
- random variables
- long run
- dynamic bayesian networks
- lower bound
- arrival rate
- maximum entropy
- asymptotically optimal
- probabilistic model
- conditional probabilities
- markov chain