The Springer International Engineering and Computer Science

By: Robert G. Gallager

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Hardcover | 31 October 1995

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Hardcover
292 Pages

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24.77 x 16.51 x 2.54

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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.

Industry Reviews

` ... 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)

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You Can Find This Book In

Non-Fiction Mathematics Applied Mathematics Stochastics Discrete Mathematics Engineering & Technology Electronics & Communications Engineering Communications Engineering & Telecommunications Probability & Statistics Energy Technology & Engineering Electrical Engineering Business & Management

Operational Research Management & Management Techniques Management Decision Making

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Paperback

Published: 8th October 2012

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Preface
Introduction and Probability Review	p. 1
Poisson Processes	p. 31
Renewal Processes	p. 57
Finite State Markov Chains	p. 103
Markov Chains with Countably Infinite State Spaces	p. 149
Markov Processes with Countable State Spaces	p. 187
Random Walks and Martingales	p. 223
Bibliography	p. 265
Index	p. 267
Table of Contents provided by Blackwell. All Rights Reserved.

The Springer International Engineering and Computer Science

At a Glance

Hardcover

Industry Reviews

Shipping

How to return your order

Defective items

You Can Find This Book In

Other Editions and Formats

Paperback

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