Stochastic processes

By:

Ross, Sheldon M

Material type: Text

TextPublication details: Wiley India Pvt. Ltd. New Delhi 2014Edition: 2ndDescription: 510 pISBN:

9788126517572

Subject(s):

Stochastic processes

DDC classification:

519.2 ROS

Summary: Description 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.

List(s) this item appears in: Operation & quantitative Techniques | IT & Decision Sciences

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Book	Indian Institute of Management LRC General Stacks	Operations Management & Quantitative Techniques	519.2 ROS (Browse shelf(Opens below))	1	Available		000586

Table of Content

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

Description
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.

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