Chap. 2. Renewal processes

25 março 2013, 08:00 • Manuel Cabral Morais

2.3 Renewal function (from Exercise 2.16, last part)

2.4 Renewal-type equations (until Proposition 2.31)

2.5 Key renewal theorem

Exercises: 2.16 (last part), 2.17, 2.21, 2.22, 2.23

Chap. 2. Renewal processes

19 março 2013, 13:00 • Manuel Cabral Morais

2.1 Introduction

2.2 Properties of the number of renewals

2.3 Renewal function (until Exercise 2.16)

Exercises: 2.5, 2.8, 2.13, 2.14, 2.16

Chap. 1. Poisson processes

18 março 2013, 08:00 • Manuel Cabral Morais

1.6 Conditional Poisson process (from Exercise 1.106)

1.7 Compound Poisson process (until Remark 1.119)

Exercises: 1.105(b)-(c)(hints), 1.106, 1.108, 1.114, 1.117

Chap. 1. Poisson processes

12 março 2013, 13:00 • Manuel Cabral Morais

1.5 Non-homogenous Poisson processes (from Exercise 1.92)

1.6 Conditional Poisson process (until Example/Exercise 1.105)

Exercises: 1.92, 1.95, 1.96(hints), 1.98, 1.102

Chap. 1. Poisson processes

11 março 2013, 08:00 • Manuel Cabral Morais

1.4 Merging and splitting Poisson processes (from Exercise 1.68)

1.5 Non-homogenous Poisson processes (until Prop. 1.93)

Exercises: 1.68(a)-(b)(hints), 1.71(hints), 1.74, 1.78, 1.84, 1.85(hints)