Preface |
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xiii | |
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Part 1 Discrete Stage Markov Chains |
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1 | (76) |
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Chapter 1 Discrete Sample Space Probability |
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3 | (8) |
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3 | (2) |
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1.2 Intuitive Probability for Finite Sample Space |
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5 | (2) |
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1.3 The Binomial Distribution |
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7 | (1) |
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1.4 Conditional Probability |
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8 | (3) |
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Chapter 2 Discrete Stage Regular Markov Chains |
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11 | (28) |
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11 | (1) |
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2.2 A Simple Mouse Experiment |
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12 | (2) |
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2.3 Transition Matrix for a DMC |
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14 | (6) |
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2.4 Regular Markov Chains |
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20 | (5) |
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25 | (4) |
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2.6 Linear Difference Equations |
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29 | (7) |
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2.7 Appendix A --- Proof of a Basic Existence Theorem for Regular MC |
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36 | (3) |
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Chapter 3 Discrete Stage Absorbing Markov Chains |
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39 | (18) |
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39 | (1) |
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40 | (7) |
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3.3 Expected Transient Stops to an Absorbing State |
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47 | (1) |
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3.4 Birth and Death Processes |
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48 | (4) |
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3.5 A Simplified Infectious Disease Problem |
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52 | (5) |
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Chapter 4 Discrete Stage Nonlinear Markov Processes |
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57 | (20) |
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4.1 Mendelian Genetics and Difference Equation |
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57 | (2) |
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4.2 Hardy-Weinberg Stability Theorem |
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59 | (3) |
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62 | (2) |
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64 | (1) |
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4.5 Selective Breeding II |
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64 | (4) |
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68 | (1) |
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4.7 A Nonlinear Infectious Disease Model |
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69 | (1) |
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4.8 Single Nonlinear Difference Equations |
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70 | (7) |
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Part 2 Continuous Time Markov Chains |
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77 | (84) |
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Chapter 5 Continuous Time Birth and Death Type Processes |
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79 | (32) |
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80 | (4) |
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5.2 Pure Birth and Pure Death Processes |
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84 | (7) |
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5.3 Simple Birth and Death Models |
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91 | (1) |
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5.4 Other Birth and Death Processes |
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92 | (1) |
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93 | (6) |
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5.6 Chapman--Kolmogorov Equation |
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99 | (2) |
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5.7 Appendix --- The Method of Characteristics |
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101 | (10) |
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Chapter 6 Spread of Chlamydia and Stochastic Optimization |
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111 | (22) |
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6.1 Stochastic Models for the Development of C. Trachomatis |
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111 | (3) |
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6.2 A Birth and Death Process Model |
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114 | (5) |
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119 | (6) |
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6.4 Uniform Density on a Finite Interval |
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125 | (5) |
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6.5 Theory and Experimental Results |
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130 | (3) |
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Chapter 7 Random Walk, Diffusion and Heat Conduction |
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133 | (28) |
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7.1 One-Dimensional Random Walk |
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133 | (5) |
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7.2 Diffusion on a Bounded Domain |
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138 | (7) |
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145 | (8) |
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7.4 Sturm--Liouville Problems |
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153 | (3) |
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7.5 The Rayleigh Quotient |
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156 | (5) |
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Part 3 Continuous State Random Variables |
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161 | (88) |
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Chapter 8 Continuous Sample Space Probability |
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163 | (20) |
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163 | (5) |
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8.2 Multivariate Random Variables |
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168 | (4) |
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8.3 Mean Square Convergence |
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172 | (6) |
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8.4 Chebyshev Inequality and Sample Size |
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178 | (3) |
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8.5 Characteristic Functions and Central Limit Theorem |
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181 | (2) |
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Chapter 9 Transformations and Stochastic ODE |
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183 | (44) |
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183 | (2) |
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9.2 Functions of a Random Variable |
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185 | (10) |
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9.3 A Function of Two Random Variables |
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195 | (6) |
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9.4 Several Functions of Several Random Variables |
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201 | (6) |
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9.5 Applications to Stochastic ODE |
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207 | (8) |
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9.6 Liouville Equation for Random Initial Data |
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215 | (7) |
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9.7 ODE with Random Coefficients |
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222 | (5) |
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Chapter 10 Continuous Stochastic Processes |
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227 | (22) |
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10.1 Random Variables with Continuous Indexing |
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227 | (4) |
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10.2 Moments and Characteristic Functions |
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231 | (1) |
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10.3 Stationary Stochastic Processes |
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232 | (3) |
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10.4 Random Walk and the Wiener Process |
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235 | (3) |
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10.5 Mean Square Continuity |
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238 | (1) |
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10.6 Mean Square Differentiation |
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239 | (2) |
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10.7 Mean Square Integration |
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241 | (4) |
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10.8 Additional Tools in Mean Square Calculus |
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245 | (1) |
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246 | (3) |
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Part 4 Stochastic Ordinary Differential Equations |
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249 | (70) |
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Chapter 11 Linear ODE with Random Forcing |
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251 | (28) |
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11.1 Existence and Uniqueness of a Mean Square Solution |
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251 | (5) |
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11.2 Integrate and Fire Models of Motoneuron |
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256 | (7) |
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11.3 The Scalar Linear Problem |
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263 | (2) |
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11.4 White Noise Excitation |
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265 | (2) |
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267 | (2) |
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11.6 Linear Vector IVP with Random Forcing |
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269 | (2) |
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11.7 Time-Invariant Systems |
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271 | (4) |
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11.8 Storage Reduction for Separable PDE |
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275 | (1) |
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11.9 The Nonautonomous Case |
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276 | (3) |
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Chapter 12 General Nonlinear ODE Systems |
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279 | (40) |
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12.1 Nonlinear Stochastic ODE Models |
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279 | (4) |
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12.2 Existence and Uniqueness |
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283 | (2) |
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12.3 Kinetic Equation for a Stochastic Process |
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285 | (5) |
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290 | (8) |
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298 | (3) |
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301 | (8) |
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12.7 Stochastic Stability |
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309 | (10) |
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Part 5 Stochastic Partial Differential Equations |
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319 | (54) |
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Chapter 13 Linear PDE with Random Forcing |
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321 | (32) |
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13.1 Cable Model Neuron with Random Forcing |
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321 | (10) |
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13.2 The Method of Spatial Correlations |
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331 | (5) |
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13.3 Mean and Correlation |
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336 | (1) |
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13.4 Temporal White Noise Excitation |
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337 | (5) |
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13.5 Linear Stochastic PDE Systems |
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342 | (4) |
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13.6 Cable Model Neuron with O-U Input Current |
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346 | (7) |
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Chapter 14 Dpp Gradient in the Wing Imaginal Disc of Drosophila |
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353 | (20) |
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14.1 An Extracellular Morphogen Gradient Model |
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353 | (5) |
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358 | (3) |
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14.3 Noisy Morphogen Synthesis Rate |
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361 | (8) |
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14.4 Effects of Noisy Environment on System Properties |
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369 | (4) |
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Part 6 First Exit Time Statistics |
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373 | (56) |
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Chapter 15 First Exit Time |
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375 | (26) |
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15.1 Threshold for Action Potential in Nerve Axon |
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375 | (1) |
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15.2 The Moments of First Exit Time |
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376 | (3) |
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15.3 Input Variability and Neuronal Firing |
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379 | (9) |
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15.4 Stochastic HIV-1 Models |
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388 | (5) |
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15.5 First Exit Time with a Moving Threshold |
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393 | (8) |
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Chapter 16 The Hodgkin-Huxley Model Neuron |
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401 | (14) |
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16.1 The Hodgkin-Huxley Model |
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401 | (3) |
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16.2 The Fitzhugh-Nagumo Model |
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404 | (4) |
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16.3 A Model for the Fast Variables |
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408 | (7) |
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Chapter 17 Numerical Simulations |
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415 | (14) |
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17.1 Stochastic Simulations |
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415 | (6) |
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17.2 Simpler Approaches for Less Information |
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421 | (1) |
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17.3 Genetic Instability and Carcinogenesis |
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422 | (7) |
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429 | (16) |
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429 | (1) |
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430 | (2) |
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432 | (2) |
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434 | (1) |
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435 | (2) |
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437 | (1) |
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438 | (1) |
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439 | (1) |
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440 | (2) |
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442 | (3) |
Bibliography |
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445 | (4) |
Index |
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449 | |