Skip to main content
SpringerLink
Log in

Discrete Stochastic Processes

  • Textbook
  • © 1996

Overview

Authors:
  1. Robert G. Gallager

    1. Massachusetts Institute of Technology, USA

    View author publications

    You can also search for this author in PubMed   Google Scholar

Part of the book series: The Springer International Series in Engineering and Computer Science (SECS, volume 321)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 54.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (7 chapters)

  1. Front Matter

    Pages i-xiii
    Download chapter PDF

  2. Introduction and Probability Review

    • Robert G. Gallager
    Pages 1-30

  3. Poisson Processes

    • Robert G. Gallager
    Pages 31-55

  4. Renewal Processes

    • Robert G. Gallager
    Pages 57-102

  5. Finite State Markov Chains

    • Robert G. Gallager
    Pages 103-147

  6. Markov Chains with Countably Infinite State Spaces

    • Robert G. Gallager
    Pages 149-186

  7. Markov Processes with Countable State Spaces

    • Robert G. Gallager
    Pages 187-222

  8. Random Walks and Martingales

    • Robert G. Gallager
    Pages 223-263

  9. Back Matter

    Pages 265-271
    Download chapter PDF
Back to top

Keywords

About this book

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.

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)

Authors and Affiliations

  • Massachusetts Institute of Technology, USA

    Robert G. Gallager

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation