Stochastic Processes (Wiley Series in Probability and Statistics) - Hardcover
Inhaltsangabe
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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Reseña del editor
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.
Biografía del autor
Sheldon M. Ross is the author of Stochastic Processes, 2nd Edition, published by Wiley.
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- VerlagWiley
- Erscheinungsdatum1995
- ISBN 10 0471120626
- ISBN 13 9780471120629
- EinbandTapa dura
- SpracheEnglisch
- Anzahl der Seiten536
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