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.

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Bibliographic Details

Title: Stochastic Processes
Publisher: Wiley
Publication Date: 1996
Language: English
ISBN 10: 0471120626
ISBN 13: 9780471120629
Binding: Hardback
Edition: 2nd Edition
Condition: Good

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Sheldon M. Ross is the author of Stochastic Processes, 2nd Edition, published by Wiley.

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