Discrete Stochastic Processes

1. Front Matter

   Pages i-xiii

   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

   PDF

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.

• Markov Chain
• Markov Chains
• Stochastic Processes
• linear optimization
• operations research

` ... 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)

• Massachusetts Institute of Technology, USA

  Robert G. Gallager

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