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Stochastic Processes 2e

Language EnglishEnglish
Book Hardback
Book Stochastic Processes 2e Sheldon M. Ross
Libristo code: 04887591
Publishers John Wiley & Sons Inc, April 1996
A nonmeasure theoretic introduction to stochastic processes. Considers its diverse range of applicat... Full description
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114 555 Ft
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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 Gibba s sampler, the Metropolis algorithm and mean cover time in star graphs. Numerous exercises and problems have been added throughout the text.

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About the book

Full name Stochastic Processes 2e
Author Sheldon M. Ross
Language English
Binding Book - Hardback
Date of issue 1996
Number of pages 544
EAN 9780471120629
ISBN 0471120626
Libristo code 04887591
Publishers John Wiley & Sons Inc
Weight 908
Dimensions 237 x 163 x 31

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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