Stochastic processes
Ross, Sheldon M.
Stochastic processes - 2nd ed. - New Delhi Wiley 1996 - 510p.,
The book provides a non measure theoretic introduction to stochastic processes, 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, 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.
9788126517572 (pbk.)
Stochastic processes
probabilistic intuition
compound Poisson
519.23 / ROS
Stochastic processes - 2nd ed. - New Delhi Wiley 1996 - 510p.,
The book provides a non measure theoretic introduction to stochastic processes, 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, 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.
9788126517572 (pbk.)
Stochastic processes
probabilistic intuition
compound Poisson
519.23 / ROS