Stochastic Processes
Sheldon M. Ross
536 pages, Hardcover
ISBN: 0471120626
ISBN13:
Language: English
Publish: January 25, 1995
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.