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Discrete Stochastic Processes

Name: Discrete Stochastic Processes
Brand: Springer
SKU: 01398328
Price: 19794 HUF
Availability: InStock
Author: Robert G. Gallager
ISBN: 9780792395836

Robert G. Gallager

Language

English

Book Hardback

Libristo code: 01398328

Publishers Springer, October 1995

Stochastic processes are found in probabilistic systems that evolve with time. Discrete stochastic p... Full description

Libristo code: 01398328

136 b

19 794 Ft

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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.