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 Gibba s sampler, the Metropolis algorithm and mean cover time in star graphs. Numerous exercises and problems have been added throughout the text.
- ISBN10 0471099422
- ISBN13 9780471099420
- Publish Date 1 November 1982
- Publish Status Active
- Out of Print 21 March 1996
- Publish Country US
- Imprint John Wiley & Sons Inc
- Format Hardcover
- Pages 320
- Language English