Discrete Stochastic Processes

  • Robert G. Gallager

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Robert G. Gallager
    Pages 1-30
  3. Robert G. Gallager
    Pages 31-55
  4. Robert G. Gallager
    Pages 57-102
  5. Robert G. Gallager
    Pages 103-147
  6. Robert G. Gallager
    Pages 149-186
  7. Robert G. Gallager
    Pages 187-222
  8. Robert G. Gallager
    Pages 223-263
  9. Back Matter
    Pages 265-271

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.


Markov Chain Markov Chains Stochastic Processes linear optimization operations research

Authors and affiliations

  • Robert G. Gallager
    • 1
  1. 1.Massachusetts Institute of TechnologyUSA

Bibliographic information

  • DOI
  • Copyright Information Kluwer Academic Publishers 1996
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4613-5986-9
  • Online ISBN 978-1-4615-2329-1
  • Series Print ISSN 0893-3405
  • Buy this book on publisher's site