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.
By:
Sheldon M. Ross (University of California Berkeley) Imprint: John Wiley & Sons Inc Country of Publication: United States Edition: 2nd edition Dimensions:
Height: 234mm,
Width: 165mm,
Spine: 40mm
Weight: 1.005kg ISBN:9780471120629 ISBN 10: 0471120626 Pages: 544 Publication Date:25 January 1995 Audience:
College/higher education
,
Professional and scholarly
,
Professional & Vocational
,
A / AS level
,
Further / Higher Education
Format:Hardback Publisher's Status: Active
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.
Sheldon M. Ross is the author of Stochastic Processes, 2nd Edition, published by Wiley.