Stochastic processes

By:

Ross, Sheldon M

Material type: Text

TextPublication details: New Delhi Wiley 1996Edition: 2nd edDescription: 510pISBN:

9788126517572 (pbk.)

Subject(s):

DDC classification:

519.23 ROS

Summary: 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.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Book	Plaksha University Library	Mathematics	519.23 ROS (Browse shelf(Opens below))	Available		002582

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.

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