Code: 04887591

Stochastic Processes 2e

Name: Stochastic Processes 2e
Brand: John Wiley & Sons Inc
SKU: 04887591
Price: 364.29 EUR
Availability: InStock

by Sheldon M. Ross

Language: English
Binding: Hardback
Number of pages: 544
Publisher: John Wiley & Sons Inc, 1996
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364.29 €

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Book 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.