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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 Gibba 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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About the Author
Sheldon M. Ross is the author of Stochastic Processes, 2nd Edition, published by Wiley.
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- PublisherWiley
- Publication date1995
- ISBN 10 0471120626
- ISBN 13 9780471120629
- BindingHardcover
- LanguageEnglish
- Edition number2
- Number of pages536
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Stochastic Processes
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Stochastic Processes
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