Probability and Statistics Ser.: Stochastic Processes by Sheldon M. Ross (1982, Hardcover)

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A one-semester text providing a non-measure theoretic introduction to stochastic processes. Emphasizes a probabilistic point-of-view. Provides mathematical and statistical concepts throughout and examines stochastic processes using models from various disciplines, with emphasis on stochastic structures. Presents numerous examples and exercises of varying difficulty, consisting of both theoretical and applied problems.

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Product Identifiers

PublisherWiley & Sons, Incorporated, John
ISBN-100471099422
ISBN-139780471099420
eBay Product ID (ePID)1482286

Product Key Features

Number of Pages310 Pages
Publication NameStochastic Processes
LanguageEnglish
SubjectProbability & Statistics / Stochastic Processes
Publication Year1982
TypeTextbook
AuthorSheldon M. Ross
Subject AreaMathematics
SeriesProbability and Statistics Ser.
FormatHardcover

Dimensions

Item Weight23 Oz
Item Length9.6 in
Item Width6.6 in

Additional Product Features

Intended AudienceCollege Audience
LCCN82-008619
Dewey Edition20
IllustratedYes
Dewey Decimal519.2
Table Of ContentPreliminaries. The Poisson Process. Renewal Theory. Markov Chains. Continuous Time Markov Chains. Brownian Motion and Other Markov Processes. Random Walks and Martingales. Stochastic Order Relations. Answers and Solutions to Selected Problems.
SynopsisA 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.
LC Classification NumberQA274

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