Stochastic Processes - Softcover

Sheldon M. Ross

 
9789812531445: Stochastic Processes

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. Contents same as US/UK editions.

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Other Popular Editions of the Same Title

9780471120629: Stochastic Processes (Wiley Series in Probability and Statistics)

Featured Edition

ISBN 10:  0471120626 ISBN 13:  9780471120629
Publisher: Wiley, 1995
Hardcover