Stochastic processes : second edition

By: Sheldon M. RossMaterial type: TextTextPublication details: New Delhi: John Wiley and Sons, [c1996]Edition: 2nd edDescription: 503 pISBN: 9788126517572Subject(s): MathematicsLOC classification: QA274
Contents:
1. The Poisson Process 2. Renewal Theory 3. Markov Chains 4. Continuous-Time Markov Chains 5. Martingales 6. Random Walks 7. Brownian Motion and Other Markov Processes 8. Stochastic Order Relations 9. Poisson Approximations
Summary: Stochastic Processes, 2nd Ed 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 Gibbs sampler, the Metropolis algorithm and mean cover time in star graphs.
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Item type Current library Shelving location Call number Copy number Status Notes Date due Barcode Item holds
Book Book ICTS
Rack No 5 QA274 (Browse shelf (Opens below)) 1 Available Billno:IN 004 702; Billdate: 2018-03-08 01023
Total holds: 0

1. The Poisson Process
2. Renewal Theory
3. Markov Chains
4. Continuous-Time Markov Chains
5. Martingales
6. Random Walks
7. Brownian Motion and Other Markov Processes
8. Stochastic Order Relations
9. Poisson Approximations

Stochastic Processes, 2nd Ed 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 Gibbs sampler, the Metropolis algorithm and mean cover time in star graphs.

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