000 01216nam a2200181Ia 4500
020 _a978-8126517572
082 _a519.2 ROS
100 _aRoss, Sheldon M
245 _aStochastic processes
250 _a2nd Ed.,
260 _c2014
_bWiley
_aNew Delhi
300 _b23 cm ; Pbk
_axv, 510 p.
500 _aGratis ₹.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
942 _cBK
999 _c96472
_d96472