ISBN 9788126517572,Stochastic Processes, 2Nd Ed

Stochastic Processes, 2Nd Ed

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ISBN 9788126517572

Wiley India Pvt Ltd

Publication Year 2008

ISBN 9788126517572

ISBN-10 8126517573


Number of Pages 532 Pages
Language (English)

Probability & Mathematical Statistics

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 In Transient States As Well As Examples Relating To The Gibb'S Sampler, The Metropolis Algorithm And Mean Cover Time In Star Graphs.