Ross, Sheldon M

Stochastic processes - 2nd Ed., - New Delhi Wiley 2014 - xv, 510 p. 23 cm ; Pbk

Gratis ₹.629.00/-

1. Preliminaries
2. The Poisson Process
3. Renewal Theory
4. Markov Chains
5. Continuous-Time Markov Chains
6. Martingales
7. Random Walks
8. Brownian Motion and Other Markov Processes
9. Stochastic Order Relations
10. Poisson Approximations
11. Answers and Solutions to Selected Problems
12. Index

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.

978-8126517572


Stochastic processes
Statistics

519.2 ROS