000 | 01353nam a22001937a 4500 | ||
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020 | _a9788126517572 | ||
082 | _a519.2 ROS | ||
100 | _aRoss, Sheldon M | ||
245 | _aStochastic processes | ||
250 | _a2 nd Ed. | ||
260 |
_aNew Delhi _bWiley India _c2014 |
||
300 |
_axv, 510 p. _b23 cm ; Pbk |
||
500 | _aGratis Received from Publisher ₹.629.00 | ||
505 | _a1. 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 | ||
520 | _aThe 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. | ||
650 |
_aStochastic processes _aStatistics |
||
856 | _uhttp://www.wileyindia.com/mathematics-statistics-textbooks/stochastic-processes-2nd-ed.html | ||
942 | _cBK | ||
999 |
_c102900 _d102900 |