Book: Stochastic Processes, 2nd Ed The book provides a non measure theoretic introduction to stochastic processes, 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, 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.
Table of contents :
· Preliminaries
· The Poisson Process
· Renewal Theory
· Markov Chains
· Continuous-Time Markov Chains
· Martingales
· Random Walks
· Brownian Motion and Other Markov Processes
· Stochastic Order Relations
· Poisson Approximations
Answers and Solutions to Selected Problems
Index
Market Description :
· Statisticians
· Engineers
· Computer Scientists
· Senior/Graduate Level Students
· Professors of Stochastics Processes
Details of Book: Stochastic Processes, 2nd Ed Book: Stochastic Processes, 2nd Ed
Author: Sheldon M. Ross
ISBN: 8126517573
ISBN-13: 9788126517572
, 978-8126517572
Binding: Paperback
Publishing Date: July 2008
Publisher: Wiley
Number of Pages: 532