TY  - BOOK
AU  - Ross, Sheldon M
TI  - Stochastic processes-2nd ed
SN  - 9788126517572
AV  - QA274 
PY  - 1996///]
CY  - New York
PB  - John Wiley and Sons
N1  - 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
N2  - 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.
ER  -