Stochastic processes

Wiley, 1996 - 510 Seiten
0 Rezensionen
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.

Im Buch

Was andere dazu sagen - Rezension schreiben

Es wurden keine Rezensionen gefunden.


Laplace Transforms

14 weitere Abschnitte werden nicht angezeigt.

Andere Ausgaben - Alle anzeigen

Häufige Begriffe und Wortgruppen

Über den Autor (1996)

Sheldon M. Ross is the Epstein Chair Professor at the Department of Industrial and Systems Engineering, University of Southern California. He received his Ph.D. in statistics at Stanford University in 1968 and was formerly a Professor at the University of California, Berkeley, from 1976 until 2004. He has published more than 100 articles and a variety of textbooks in the areas of statistics and applied probability, including Topics in Finite and Discrete Mathematics (2000), Introduction to Probability and Statistics for Engineers and Scientists, Fourth Edition (2009), A First Course in Probability, Eighth Edition (2009), and Introduction to Probability Models, Tenth Edition (2009), among others. Dr Ross serves as the editor for Probability in the Engineering and Informational Sciences.

Bibliografische Informationen