Stochastic processes-2nd ed. (Record no. 3153)

000 -LEADER
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
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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
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Home library Shelving location Date acquired Inventory number Full call number Accession No.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
        Mathematics ICTS Rack No 5 06/08/2022 Gratis QA274 02525 2 Book