Stochastic Processes

Front Cover
Wiley, 1996 - Mathematics - 510 pages
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.

From inside the book

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

PRELIMINARIES
1
Laplace Transforms
15
Hazard Rate Functions
35
Copyright

16 other sections not shown

Other editions - View all

Common terms and phrases

About the author (1996)

Sheldon M. Ross is the author of Stochastic Processes, 2nd Edition, published by Wiley.