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Stochastic Processes 17.0%OFF

Stochastic Processes

by Sheldon M. Ross

  • ISBN

    :  

    9788126517572

  • Publisher

    :  

    Wiley India Pvt Ltd

  • Subject

    :  

    Mathematics

  • Binding

    :  

    paperback

  • Pages

    :  

    532

  • Year

    :  

    2008

₹

679.0

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₹

563.0

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  • Description

    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 Gibb's sampler, the Metropolis algorithm and mean cover time in star graphs. Table of Contents Preliminaries The Poisson Process Renewal Theory Markov Chains Continuous-Time Markov Chains Random Walks Stochastic Order Relations Poisson Approximations Answers and Solutions to Selected Problems Index

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