Stochastic Processes
- ISBN-10
- 0471120626
- ISBN-13
- 9780471120629
- Series
- Stochastic Processes
- Category
- Mathematics
- Pages
- 510
- Language
- English
- Published
- 1996
- Publisher
- John Wiley & Sons
- Author
- Sheldon M. Ross
Description
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.
Get the book
Other editions
Similar books
-
Stochastic Processes
By Jyotiprasad MedhiJ.M. Harrison . Brownian Motion and Stochastic Flow Systems , Wiley , New York ( 1985 ) . R.A. Howard . Dynamic Programming and Markov Processes , M.I.T. Press , Cambridge , MA ( 1960 ) . M. Iosifescu and P. Tautu . Stochastic ...
-
Introduction to Stochastic Processes
By Paul G. Hoel, Sidney C. Port, Charles J. Stonewhere ax denotes the common mean of the random variables X (t), —00 < t < 00. Since rx(s, t) depends only on the difference between s and t, (4) rx(s, t) = rx(0, t — s), —00 < s,t < 00. The function rx(t), —00 < t < 00, defined by rX(t) ...
-
Introduction to Stochastic Processes with R
By Robert P. DobrowThe book is also an excellent reference for applied mathematicians and statisticians who are interested in a review of the topic.
-
Introduction to Stochastic Processes
By Erhan CinlarAssuming only a backgroundin calculus, this outstanding text includes an introductionto basic stochastic processes.Reprint of the Prentice-Hall Publishers, Englewood Cliffs,New Jersey, 1975 edition.
-
Stochastic Processes: Lectures given at Aarhus University
By Kiyosi ItoThis accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes.
-
Topics in Stochastic Processes: Probability and Mathematical Statistics: A Series of Monographs and Textbooks
By Robert B. Ash, Melvin F. GardnerThis chapter also provides the solution of stochastic differential equations. This book will be of great value to mathematicians, engineers, and physicists.
-
Adventures in Stochastic Processes
By Sidney I. ResnickThis text offers easy access to this fundamental topic for many students of applied sciences at many levels. It includes examples, exercises, applications, and computational procedures.
-
An Introduction to Stochastic Processes and Their Applications
By Petar TodorovicThis text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB).
-
Stochastic Processes in Dynamics
By B. Skalmierski, A. TylikowskiStochastic Processes in Dynamics
-
The Theory of Stochastic Processes
By D.R. Cox, H.D. MillerThe random walk; Markov chains; Markov processes with discrete states in continuous time; Markov processes in continuous time with continuous state space; Non-markovian processes; Stationary processes: time domain; Stationary processes: ...