Description

Book Synopsis
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.

Table of Contents
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.

Stochastic Processes Wiley Series in Probability

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    A Hardback by Sheldon M. Ross

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      Publisher: John Wiley & Sons Inc
      Publication Date: 18/04/1996
      ISBN13: 9780471120629, 978-0471120629
      ISBN10: 0471120626

      Description

      Book Synopsis
      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.

      Table of Contents
      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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