Stochastic Processes (Wiley Series in Probability and Statistics) - Hardcover
Book 60 of 355: Wiley Series in Probability and Statistics
Synopsis
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.
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Stochastic Processes (Wiley Series in Probability and Statistics)
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Stochastic Processes (Wiley Series in Probability and Statistics)
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Stochastic Processes (Wiley Series in Probability and Statistics)
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Stochastic Processes
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