ENGLISH

Stochastic processes

By Sheldon M. Ross

Book information

Publisher
Wiley
Year
1995
ISBN
9780471120629, 0471120626
LCC
QA274 .R65 1996
Open Library ID
OL801622M
Language
english
Format
DJVU
Filesize
2 MB (2529989 bytes)
Edition
2
Pages
520\520
Library
Kolxo3
DPI
300
Time added
2010-07-29 05:14:56

Description

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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