Stochastic Processes 2nd Edition
by: Sheldon M. Ross
ISBN-10: 0471120626
ISBN-13: 9780471120629
Hardcover: 528 pages
Dimensions:6.5 x 1.56 x 9.19 inches
Publisher: Wiley; 2nd edition (February 8, 1995)
Language: English
Book Description
Editorial Reviews
From the Publisher
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.
About the Author
Sheldon M. Ross is the author of Stochastic Processes, 2nd Edition, published by:Wiley.
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