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Discrete stochastic processes / by Robert G. Gallager.

By: Material type: TextTextSeries: The Kluwer international series in engineering and computer science. Communications and information theory ; SECS321Publisher: Boston ; London : Kluwer Academic, 1996Publisher: ©1996Description: xiii,271 pages : illustrations ; 25 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0792395832
  • 9780792395836
Subject(s): DDC classification:
  • 519.2 23 G.R.D.
Online resources:
Contents:
1. Introduction and Probability Review -- 2. The Poisson Counting Process -- 3. Renewal Processes -- 4. Finite State Markov Chains -- 5. Markov Chains with Countably Infinite State Spaces -- 6. Discrete State Markov Processes -- 7. Random Walks and Martingales -- Index.
Summary: Stochastic processes are found in probabilistic systems that evolve with time. Discrete stochastic processes change by only integer time steps (for some time scale), or are characterized by discrete occurrences at arbitrary times. Discrete Stochastic Processes helps the reader develop the understanding and intuition necessary to apply stochastic process theory in engineering, science and operations research. The book approaches the subject via many simple examples which build insight into the structure of stochastic processes and the general effect of these phenomena in real systems. The book presents mathematical ideas without recourse to measure theory, using only minimal mathematical analysis. In the proofs and explanations, clarity is favored over formal rigor, and simplicity over generality. Numerous examples are given to show how results fail to hold when all the conditions are not satisfied. Audience: An excellent textbook for a graduate level course in engineering and operations research. Also an invaluable reference for all those requiring a deeper understanding of the subject.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books Books Media and mass communication Library F3 519.2 G.R.D. Available E0000335
Total holds: 0

Includes bibliographical references (p265) and index.

1. Introduction and Probability Review -- 2. The Poisson Counting Process -- 3. Renewal Processes -- 4. Finite State Markov Chains -- 5. Markov Chains with Countably Infinite State Spaces -- 6. Discrete State Markov Processes -- 7. Random Walks and Martingales -- Index.

Stochastic processes are found in probabilistic systems that evolve with time. Discrete stochastic processes change by only integer time steps (for some time scale), or are characterized by discrete occurrences at arbitrary times. Discrete Stochastic Processes helps the reader develop the understanding and intuition necessary to apply stochastic process theory in engineering, science and operations research. The book approaches the subject via many simple examples which build insight into the structure of stochastic processes and the general effect of these phenomena in real systems. The book presents mathematical ideas without recourse to measure theory, using only minimal mathematical analysis. In the proofs and explanations, clarity is favored over formal rigor, and simplicity over generality. Numerous examples are given to show how results fail to hold when all the conditions are not satisfied. Audience: An excellent textbook for a graduate level course in engineering and operations research. Also an invaluable reference for all those requiring a deeper understanding of the subject.

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