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9780471120629

Stochastic Processes

Stochastic Processes
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  • ISBN-13: 9780471120629
  • ISBN: 0471120626
  • Edition: 2
  • Publication Date: 1995
  • Publisher: Wiley

AUTHOR

Sheldon M. Ross

SUMMARY

A nonmeasure theoretic introduction to stochastic processes. Considers its diverse range of applications and provides readers with probabilistic intuition and insight in thinking about problems. This revised edition contains additional material on compound Poisson random variables including an identity which can be used to efficiently compute moments; a new chapter on Poisson approximations; and coverage of the mean time spent in transient states as well as examples relating to the Gibb's sampler, the Metropolis algorithm and mean cover time in star graphs. Numerous exercises and problems have been added throughout the text.Sheldon M. Ross is the author of 'Stochastic Processes', published 1995 under ISBN 9780471120629 and ISBN 0471120626.

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