Discrete Stochastic Processes: 321 - Rilegato

Gallager, Robert G.

Rilegato

ISBN 10: 0792395832 ISBN 13: 9780792395836

Casa editrice: Springer-Verlag GmbH, 1995

Riassunto

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. This text aims to develop the reader's understanding and intuition necessary to apply stochastic process theory in engineering, science and operations research. It 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. Numerous examples are given to show how results fail to hold when all the conditions are not satisfied.

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Recensione

` ... 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)

Contenuti

1. Introduction and Probability Review. 2. The Poisson Counting Process. 3. Renewal Processes. 4. Finite State Markov Chains. 5. Markov Chains with Countably Infinite State Spaces. 6. Discrete State Markov Processes. 7. Random Walks and Martingales. Index.

Dettagli dell'edizione

• Editore: Springer-Verlag GmbH
• Data di pubblicazione: 1995
• Lingua: Inglese
• ISBN 10: 0792395832
• ISBN 13: 9780792395836
• Rilegatura: Copertina rigida
• Numero di pagine: 290
• Contatto del produttore: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Germania