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Mathematics Stochastic Processes

Posted on 2010-04-10




Name:Mathematics Stochastic Processes
ASIN/ISBN:0471120626
Language:English
File size:6.5 Mb
Publish Date: 1995-01
ISBN: 0471120626
Pages: 510 pages
File Type: PDF
File Size: 6,5 Mb
Other Info: Wiley
   Mathematics Stochastic Processes

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More Stochastic Processes

Sheldon M. Ross Stochastic Processes"

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.

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