000			01371nam a22002057a 4500
003			OSt
005			20241121122844.0
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020			_a9788126517572
040			_cDonation by Prof. A S Vasudeva Murthy _aICTS-TIFR
050			_aQA274
100			_aRoss, Sheldon M
245			_aStochastic processes-2nd ed.
250			_a2nd ed.
260			_aNew York: _bJohn Wiley and Sons, _c[c1996]
300			_a510 p
505			_a1. 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
520			_aA 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			_2lcc _cBK
999			_c3153 _d3153