DISCRETE STOCHASTIC PROCESSES (MIT)英文资料.pdf

DISCRETE STOCHASTIC PROCESSES
Draft of 2nd Edition
R. G. Gallager
January 31, 2011
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Preface
These notes are a draft of a major rewrite of a text [9] of the same name. The notes and the
text are outgrowths of lecture notes developed over some 20 years for the . graduate
subject , entitled ‘Discrete Stochastic Processes.’ The original motivation for
was to provide some of the necessary background for Electrical Engineering, Computer
Science, and Operations Research students working in the burgeoning field puter-
works. Many of the most important and challenging problems in this
area involve queueing and congestion, but the literature on queueing and congestion was
rapidly ing so di↵use that a more cohesive approach was needed. Queuing problems
are examples of stochastic processes, and more particularly, discrete stochastic processes.
Discrete stochastic processes form a cohesive body of study, allowing queueing and conges­
tion problems to be discussed where they naturally arise.
In the intervening years, it has e increasingly apparent that many problems involving
uncertainty in almost all branches of technology and human a↵airs provide interesting and
important examples of discrete stochastic processes. Discussing these problems as they arise
both increases the application domain of this subject and also enha