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Stochastic Processes, 2Nd Ed
by Sheldon M. Ross
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629.00
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534.65
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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... Morein 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 · Martingales · Random Walks · Brownian Motion and Other Markov Processes · Stochastic Order Relations · Poisson Approximations Answers and Solutions to Selected Problems Index Market Description : · Statisticians · Engineers · Computer Scientists · Senior/Graduate Level Students · Professors of Stochastics Processes
ISBN : 9788126517572
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