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Stochastic Processes, 2nd Edition
Sheldon M. Ross,
Univ. of California, Berkeley
ISBN: 978-0-471-12062-9
©1996
528 pages
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Description
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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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