Stochastic processes

著者

• Ross, Sheldon M.

書誌事項

Stochastic processes

Sheldon M. Ross

（Wiley series in probability and mathematical statistics, . Probability and statistics）

Wiley, c1996

2nd ed

• : cloth

注記

Includes bibliographical references and index

内容説明・目次

内容説明

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.

目次

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.

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詳細情報

• NII書誌ID(NCID): BA27617901
• ISBN:
  • 9780471120629
• LCCN: 95038012
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York
• ページ数/冊数: xv, 510 p.
• 大きさ: 25 cm
• 分類:
  • NDC9 : 417
  • LCC : QA274
  • DC20 : 519.2
• 件名:
  • LCSH : Stochastic processes
• 親書誌ID:
  • BA00019013