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Jingdong book

计算机应用与可靠性工程中的概率统计(中文版?原书第2版)

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本书为美国杜克大学计算机科学与工程学院的Kishor S. Trivedi 教授根据其在计算机系统可靠性分析研究领域中30 多年的实践经验,专门针对计算机网络系统,采用概率论、随机过程和统计分析方法的可靠性分析方法与技术专著。本书为原书第2 版,在第1 版对概率论、随机过程、统计方法等知识系统阐述的基础上,新增加了随机Petri 网、系统可用性、软件可靠性以及数值分析等理论,并且提供了近300 个样例和自学例题,极大地丰富了本书内容。全书可以分为三个部分:1~5 章介绍了概率基础理论,包括概率基础、离散和连续随机变量及其数字特征;6~9 章介绍介绍了随机过程在系统建模中的应用,主要包括随机过程相关定义、离散时间马尔可夫链、连续时间马尔可夫链以及排队网络等;最后两章分别介绍了统计推断及回归和方差分析。本书的知识结构完备,为网络系统可靠性研究提供了良好的基础知识。
本书主要面向计算机科学、网络工程、可靠性工程和应用数学专业的高年级本科生或硕、博士研究生,也可作为相关从业人员的参考资料。
Author Description

伍志韬,江西九江人,博士。2006年毕业于北京师范大学数学科学学院应用数学专业,获理学学士,随后转入北京航空航天大学可靠性与系统工程学院攻读系统工程专业博士。攻读博士学位期间,作为主要参与人参研多项总装技术基础、十二五航空预研项目,并与企业合作,承担了多项攻坚任务。目前主要的研究领域为网络可靠性、系统工程。
Catalogue

第1章 绪论 1
1.1 动机 1
1.2 概率模型 2
1.3 样本空间 3
1.4 事件 5
1.5 事件的代数运算 6
1.6 事件图示法 9
1.7 概率公理 11
1.8 组合问题 15
1.8.1 可放回的大小为k的有序样本空间 17
1.8.2 不可放回的大小为k的有序样本空间 17
1.8.3 不可放回的大小为k的序样本空间 18
1.9 条件概率 20
1.10 事件的独立性 21
1.11 Bayes法则 32
1.12 Bernoulli试验 38
复习题 49
参考文献 51
第2章 离散型随机变量 53
2.1 引言 53
2.2 随机变量及其事件空间 54
2.3 概率质量函数 55
2.4 分布函数 57
2.5 常见的离散分布 59
2.5.1 Bernoulli分布 59
2.5.2 二项分布 60
2.5.3 几何分布 67
2.5.4 负二项分布 69
2.5.5 Poisson分布 70
2.5.6 超几何分布 73
2.5.7 离散均匀分布 75
2.5.8 常值分布 76
2.5.9 示性随机变量 77
2.6 MAX算法分析 78
2.7 概率生成函数 81
2.8 离散型随机向量 84
2.9 随机变量的独立性 89
复习题 96
参考文献 97
第3章 连续型随机变量 98
3.1 引言 98
3.2 指数分布 102
3.3 可靠度和失效率 106
3.4 一些重要的分布 110
3.4.1 亚指数分布 110
3.4.2 Erlang和Gamma分布 112
3.4.3 超指数分布 114
3.4.4 Weibull分布 115
3.4.5 Log-Logistic 分布 116
3.4.6 正态分布 117
3.4.7 均匀分布 122
3.4.8 Pareto分布 123
3.4.9 缺损分布 125
3.5 随机变量函数 126
3.6 联合分布随机变量 131
3.7 次序统计量 134
3.8 和分布 142
3.9 正态随机变量函数 153
复习题 159
参考文献 160
第4章 期望 162
4.1 引言 162
4.2 矩 166
4.3 多元随机变量函数的期望 168
4.4 变换方法 174
4.5 常用分布的矩和变换 182
4.5.1 离散均匀分布 182
4.5.2 Bernoulli分布 183
4.5.3 二项分布 183
4.5.4 几何分布 184
4.5.5 Poisson分布 185
4.5.6 连续均匀分布 186
4.5.7 指数分布 186
4.5.8 Gamma分布 187
4.5.9 亚指数分布 188
4.5.10 超指数分布 188
4.5.11 Weibull分布 189
4.5.12 Log-Logistic分布 190
4.5.13 Pareto分布 191
4.5.14 正态分布 191
4.6 平均失效时间的计算 192
4.6.1 串联系统 193
4.6.2 并联系统 194
4.6.3 备用冗余系统 195
4.6.4 TMR和TMR/单模系统 195
4.6.5 k/n表决系统 196
4.6.6 混合k/n表决系统 196
4.7 不等式和极限定理 199
复习题 204
参考文献 205
第5章 条件分布和期望 207
5.1 引言 207
5.2 混合分布 214
5.3 条件期望 220
5.4 不完全覆盖故障及可靠性 226
5.5 随机和 234
参考文献 241
第6章 随机过程 243
6.1 引言 243
6.2 随机过程的分类 247
6.3 Bernoulli过程 252
6.4 Poisson过程 255
6.5 更新过程 262
6.6 可用性分析 266
6.7 随机插入 274
6.8 程序行为的更新模型 277
参考文献 279
第7章 离散时间马尔可夫链 280
7.1 引言 280
7.2 n步转移概率的计算 283
7.3 状态分类及极限概率 288
7.4 状态转移间隔时间分布 296
7.5 马尔可夫调制Bernoulli过程 298
7.6 有限不可约的非周期链 300
7.6.1 多处理器系统的内存干扰 300
7.6.2 程序内存引用行为模型 303
7.6.3 时隙Aloha模型 309
7.6.4 ATM多路复用器的性能分析 311
7.7 *M/G/1排队系统 313
7.8 离散时间的生灭过程 319
7.9 具有吸收态的有限马尔可夫链 326
复习题 334
参考文献 335
第8章 连续时间马尔可夫链 337
8.1 引言 337
8.2 生灭过程 342
8.2.1 M/M/1队列 345
8.2.2 M/M/m队列 350
8.2.3 有限状态空间 355
8.3 生灭过程的其他特殊情况 371
8.3.1 纯新生过程 371
8.3.2 纯死亡过程 374
8.4 非生灭过程 377
8.4.1 可用性模型 378
8.4.2 性能模型 395
8.4.3 性能和可用性联合分析 400
8.5 具有吸收态的Markov链 414
8.6 求解技巧 430
8.6.1 稳态分析方法 430
8.6.2 瞬态分析方法 434
8.7 自动生成 438
8.7.1 Petri网 438
8.7.2 随机Petri网 440
8.7.3 广义随机Petri网 442
8.7.4 随机奖励网 445
参考文献 451
第9章 排队网络 458
9.1 引言 458
9.2 开环排队网络 462
9.3 闭环排队网络 468
9.4 一般服务分布和多任务类型 490
9.5 非乘积形式解的网络 497
9.6 响应时间分布的计算 507
9.6.1 开环排队网络的响应时间分布 507
9.6.2 闭环排队网络的响应时间分布 513
9.7 总结 516
参考文献 518
第10章 统计推断 522
10.1 引言 522
10.2 参数估计 523
10.2.1 矩估计法 529
10.2.2 极大似然估计法 531
10.2.3 置信区间 538
10.2.4 与Markov链相关的估计 554
10.2.5 非独立样本的估计 564
10.3 假设检验 567
10.3.1 总体均值的检验 568
10.3.2 关于两个均值的假设 578
10.3.3 关于方差的假设 583
10.3.4 拟合优度检验 584
参考文献 593
第11章 回归和方差分析 595
11.1 引言 595
11.2 最小二乘曲线拟合 599
11.3 决定系数 601
11.4 线性回归的置信区间 603
11.5 趋势检测和斜率估计 606
11.5.1 Mann-Kendall检验 607
11.5.2 Sen斜率估计法 608
11.6 相关性分析 608
11.7 简单的非线性回归 611
11.8 高维最小二乘拟合 612
11.9 方差分析 614
参考文献 623
附录A 参考文献 625
A.1 理论部分 625
A.1.1 概率论 625
A.1.2 随机过程 626
A.1.3 排队论 626
A.1.4 可靠性理论 627
A.1.5 统计学 628
A.2 应用 629
A.2.1 计算机性能评价 629
A.2.2 通信 630
A.2.3 算法分析 631
A.2.4 仿真 631
A.2.5 计算机-通信网络 631
A.2.6 运筹学 632
A.2.7 容错计算 633
A.2.8 软件可靠性 633
A.2.9 数值求解 634
附录B 常用分布表 635
附录C 统计数值表 637
附录D Laplace变换 659
附录E 程序性能分析 664

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