Stochastic Processes

Stochastic Processes

2nd Edition

Hardback (18 Apr 1996)

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Publisher's 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 Gibb's sampler, the Metropolis algorithm and mean cover time in star graphs.

Book information

ISBN: 9780471120629
Publisher: Wiley
Imprint: John Wiley & Sons, Inc.
Pub date:
Edition: 2nd Edition
DEWEY: 519.2
DEWEY edition: 20
Language: English
Number of pages: 510
Weight: 908g
Height: 163mm
Width: 237mm
Spine width: 31mm