Stochastic Processes

2. Auflage 1996
ISBN: 978-0-471-12062-9
Verlag: John Wiley & Sons

Buch, Englisch, 544 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 1005 g

This book contains 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 in transient states as well as examples relating to the Gibb's sampler, the Metropolis algorithm and mean cover time in star graphs.

Autoren/Hrsg.

Ross, Sheldon M.

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Stochastik Elementare Stochastik
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse

Inhaltsverzeichnis

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.

Über Autor(innen)

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