Stochastic Processes

ISBN-10: 0471120626

ISBN-13: 9780471120629

Edition: 2nd 1996 (Revised)

Authors: Sheldon M. Ross

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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.
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Book details

List price: $244.95
Edition: 2nd
Copyright year: 1996
Publisher: John Wiley & Sons, Incorporated
Publication date: 2/8/1995
Binding: Hardcover
Pages: 528
Size: 6.50" wide x 9.75" long x 1.00" tall
Weight: 1.848

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
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