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Stochastic Processes - Ross, Sheldon M
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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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Stochastic Processes 1995, Wiley, New York, NY

ISBN-13: 9780471120629

2nd Revised edition

Hardcover

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

ISBN-13: 9780471099420

Hardcover