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.
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` ... 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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6 of 7 people found the following review helpful:
5.0 out of 5 stars
Great Book,
By A Customer
This review is from: Discrete Stochastic Processes (The Springer International Series in Engineering and Computer Science) (Hardcover)
A great book to have. The book gives you real deep insight into the theorems of probability, queing systems and discrete stochastic processes. What most advanced level books on stochastic processes dont have is the explaination of the theorems because authors assume the audiance to be mathematicians. Gallegers book is more for engineers and less for mathematicicans.
1 of 1 people found the following review helpful:
5.0 out of 5 stars
Terrific Text, better than going to class,
By A+ in discrete stochastic processes (Boston, MA United States) - See all my reviews
This review is from: Discrete Stochastic Processes (The Springer International Series in Engineering and Computer Science) (Hardcover)
This is a great textbook. It gives a great treatment of the subject, with the right mix of intuition and mathematical rigor. It is one of those rare textbooks that you can read carefully and simply forget about going to the lectures.
4.0 out of 5 stars
Provides excellent intuitive explanations,
By
This review is from: Discrete Stochastic Processes (The Springer International Series in Engineering and Computer Science) (Hardcover)
While Gallager is lacking in mathematical rigor and in typeface aesthetics, it is a superb book for understanding the intuition underlying the theorems. Sheldon Ross's book is more rigorous but does not offer as much intuition. The two books together make an excellent team.
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Inside This Book
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Key Phrases - Statistically Improbable Phrases (SIPs):
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first renewal epoch, expected system time, probability vector solution, optimal dynamic policy, more transient classes, aggregate reward, average residual life, time average fraction, delayed renewal process, optimal stationary policy, single recurrent class, largest real eigenvalue, renewal reward process, backward transition probabilities, reward vector, embedded chain, ordinary renewal process, renewal epochs, complementary distribution function, submartingale inequality, steady state probability vector, arrival epoch, expected service time, steady state probabilities, nth arrival New!
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Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
first renewal epoch, expected system time, probability vector solution, optimal dynamic policy, more transient classes, aggregate reward, average residual life, time average fraction, delayed renewal process, optimal stationary policy, single recurrent class, largest real eigenvalue, renewal reward process, backward transition probabilities, reward vector, embedded chain, ordinary renewal process, renewal epochs, complementary distribution function, submartingale inequality, steady state probability vector, arrival epoch, expected service time, steady state probabilities, nth arrival New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
This book cites 17
books:
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16
books
cite this book:
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- Stochastic Processes by Sheldon M. Ross in Front Matter, and Back Matter
- First Course in Probability, A (7th Edition) by Sheldon Ross in Back Matter
- Stochastic Modeling and the Theory of Queues by Ronald W. Wolff in Back Matter
- Applications of the Theory of Matrices (Dover Books on Mathematics) by F. R. Gantmacher in Back Matter
- Dynamic Programming (Dover Books on Computer Science) by Richard Bellman in Back Matter
See all 17 books this book cites
- Wireless Communications by Andrea Goldsmith in Back Matter (1), and Back Matter (2)
- Optical Networks: A Practical Perspective (Morgan Kaufmann Series in Networking) by Kumar N. Ramaswami Rajiv; Sivarajan in Back Matter (1), and Back Matter (2)
- Introduction to Discrete Event Systems (The International Series on Discrete Event Dynamic Systems) by Christos G. Cassandras on page 365, and page 437
- Performance Analysis of Communications Networks and Systems by Piet Van Mieghem in Back Matter
- Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers by Roy D. Yates in Back Matter
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