ENGLISH

Discrete Stochastic Processes

By Robert G. Gallager (auth.)

Book information

Publisher
Springer US
Year
1996
ISBN
978-1-4613-5986-9, 978-1-4615-2329-1
DOI
10.1007/978-1-4615-2329-1
Language
english
Format
PDF
Filesize
10 MB (10110901 bytes)
Series
The Springer International Series in Engineering and Computer Science 321
Edition
1
Pages
271\279
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Electrical Engineering; Operation Research/Decisio

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.

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