Stochastic processes-2nd ed. (Record no. 3153)
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fixed length control field | 01371nam a22002057a 4500 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | OSt |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20241121122844.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 220610b |||||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9788126517572 |
040 ## - CATALOGING SOURCE | |
Transcribing agency | Donation by Prof. A S Vasudeva Murthy |
Original cataloging agency | ICTS-TIFR |
050 ## - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA274 |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Ross, Sheldon M |
245 ## - TITLE STATEMENT | |
Title | Stochastic processes-2nd ed. |
250 ## - EDITION STATEMENT | |
Edition statement | 2nd ed. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Place of publication, distribution, etc. | New York: |
Name of publisher, distributor, etc. | John Wiley and Sons, |
Date of publication, distribution, etc. | [c1996] |
300 ## - Physical Description | |
Pages: | 510 p |
505 ## - FORMATTED CONTENTS NOTE | |
Formatted contents note | 1. The Poisson Process<br/>2. Renewal Theory<br/>3. Markov Chains<br/>4. Continuous-Time Markov Chains<br/>5. Martingales<br/>6. Random Walks<br/>7. Brownian Motion and Other Markov Processes<br/>8. Stochastic Order Relations<br/>9. Poisson Approximations |
520 ## - SUMMARY, ETC. | |
Summary, etc. | A nonmeasure theoretic introduction to stochastic processes. Considers its diverse range of applications and provides readers with 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; a new chapter on 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. Numerous exercises and problems have been added throughout the text. |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | |
Koha item type | Book |
Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Shelving location | Date acquired | Inventory number | Full call number | Accession No. | Copy number | Koha item type |
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Mathematics | ICTS | Rack No 5 | 06/08/2022 | Gratis | QA274 | 02525 | 2 | Book |