ENGLISH

Discrete stochastic processes

By Robert G. Gallager

Book information

Publisher
Springer
Year
1995
ISBN
9780792395836, 0792395832
LCC
QA274 .G343 1996
Open Library ID
OL782917M
Language
english
Format
PDF
Filesize
4 MB (4410289 bytes)
Series
The Springer International Series in Engineering and Computer Science
Edition
1
Pages
334\334
Library
Kolxo3
Time added
2009-12-04 00:34:26

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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