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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 Gibb's sampler, the Metropolis algorithm ...

Stochastic Processes 1995, Wiley, New York, NY

ISBN-13: 9780471120629

2nd Revised edition

Hardcover

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Stochastic Processes 1982, John Wiley & Sons, New York, NY

ISBN-13: 9780471099420

Hardcover

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