Stochastic Processes¶
Ross, S. M. (1996). Stochastic Processes. Wiley.
Cited by¶
3 citations across 3 artifacts.
Each citation links to the sentence it supports in the citing article.
Primes¶
- Renewal Process
- If a reward, cost, or consumption R is accrued over each cycle, the renewal-reward theorem gives the long-run rate at which it accumulates as E[R] / E[X] — the expected reward per cycle divided by the expected cycle length — with no requirement that R be independent of the cycle length that produced it.
This sourceStates and proves the renewal-reward theorem as expected reward per cycle divided by expected cycle length.
- If a reward, cost, or consumption R is accrued over each cycle, the renewal-reward theorem gives the long-run rate at which it accumulates as E[R] / E[X] — the expected reward per cycle divided by the expected cycle length — with no requirement that R be independent of the cycle length that produced it.
- Stochastic Process
- In computer science and operations, queue lengths and arrival streams are stochastic processes (the M/M/1 queue, Poisson arrivals), Markov-chain Monte Carlo constructs a process whose stationary law is a target distribution, and the analysis of randomized algorithms and networks rests on the processes they induce.
This sourceStandard reference for queues (M/M/1, Poisson arrivals), Markov chains, and the processes underlying operations and randomized analysis.
- In computer science and operations, queue lengths and arrival streams are stochastic processes (the M/M/1 queue, Poisson arrivals), Markov-chain Monte Carlo constructs a process whose stationary law is a target distribution, and the analysis of randomized algorithms and networks rests on the processes they induce.
Domain-specific¶
Verification¶
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Registry ID ref:abecc0dc9d96 · see in the full table