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.
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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 Gibba s sampler, the Metropolis algorithm and mean cover time in star graphs.
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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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Product details

ISBN
9780471120629
Published
1996-04-18
Edition
2. edition
Publisher
John Wiley & Sons Inc
Weight
1005 gr
Height
234 mm
Width
165 mm
Thickness
40 mm
Age
UU, UP, P, 05, 06
Language
Product language
Engelsk
Format
Product format
Innbundet
Number of pages
544

Biographical note

Sheldon M. Ross is the author of Stochastic Processes, 2nd Edition, published by Wiley.