Discrete Stochastic Processes (Paperback)

Robert G. Gallager

ISBN 10: 1461359864 / ISBN 13: 9781461359869

Published by Springer-Verlag New York Inc., New York, NY, 2012

About this Item

Paperback. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Seller Inventory # 9781461359869

Bibliographic Details

• Title: Discrete Stochastic Processes (Paperback)
• Publisher: Springer-Verlag New York Inc., New York, NY
• Publication Date: 2012
• Language: English
• ISBN 10: 1461359864
• ISBN 13: 9781461359869
• Binding: Paperback
• Condition: new

About this title

Synopsis

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.

Review

` ... very good book that will help students to understand many of the concepts used in describing stochastic processes. I recommend it highly either as a main text or as supplementary reading.'
Interfaces, 27:4 (1997)