Stochastic Processes

Name: Stochastic Processes
Price: 70.99 USD
Availability: InStock
ISBN: 9780471120629

ISBN-10: 0471120626

ISBN-13: 9780471120629

Edition: 2nd 1996 (Revised)

Authors: Sheldon M. Ross

List price: $286.95

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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.

Book details

List price: $286.95
Edition: 2nd
Copyright year: 1996
Publisher: John Wiley & Sons, Incorporated
Publication date: 2/28/1995
Binding: Hardcover
Pages: 544
Size: 6.50" wide x 9.19" long x 1.56" tall
Weight: 2.178
Language: English



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