Stochastic processes
โ Scribed by Sheldon M. Ross
- Publisher
- Wiley
- Year
- 1995
- Tongue
- English
- Leaves
- 520
- Edition
- 2
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
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.
๐ SIMILAR VOLUMES
Applied Stochastic Processes is a collection of papers dealing with stochastic processes, stochastic equations, and their applications in many fields of science. One paper discusses stochastic systems involving randomness in the system itself that can be a large dynamical multi-input, multi-output s
The math which goes into stochastic theory is key and fundamental; this book is a very readable introduction to the material. Where most books just have the equations (and typically in the tersest form possible), this book makes an effort to explain what is going on "in words" and through some exam
This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual r
This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual r
<p>Existing works on stochastic processes belong to a field of abstract mathematics which puts them beyond the scope of the non-specialist. The preoccupations of research mathematicians being more often than not distant from the practical problems of experimental methodology, the needs of practical