Discrete Stochastic Processes
By: by Robert G. Gallager
Series: The Springer International Series in Engineering and Computer Science, Communications and Information Theory -- 321; Springer International Series in Engineering and Computer Science, Communications and Information Theory -- 321.
Publisher: Springer US
Published: 1996
Place of publication: Boston, MA
Language: eng
Format: [electronic resource] /
Number of pages: 271
ISBN-13: 9781461359869; 9781461523291
Subjects: Engineering; Computer engineering; Operations research
Description: 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.
Notes: Online full text is restricted to subscribers.

Also available in print.

Mode of access: World Wide Web.