Discrete Stochastic Processes
- PDF / 68,422 Bytes
- 4 Pages / 596 x 842 pts (A4) Page_size
- 77 Downloads / 222 Views
#1997 Operational Research Society Ltd. All rights reserved. 0160-5682/97 $12.00
Book selection Edited by JM Wilson RG Gallager: Discrete Stochastic Processes B Goldengorin: Requirements of Standards: Optimization Models and Algorithms A Bertztiss: Software Methods for Business Reengineering TJ Hall: The Quality Systems Manual: The Definitive Guide to the ISO 9000 Family and TickIT
Discrete Stochastic Processes RG Gallager Kluwer Academic Publishers, London, 1996. xiii 271 pp. £42.75. ISBN 0 7923 9583 2 The aim of this book (nominally) is to help students ‘develop the understanding and intuition necessary to apply stochastic process models to problems in engineering, science and operations research.’ I use the word ‘nominally’ because although applications are professedly the author’s real concern, he avoids all reference to them and indeed takes up nearly half the preface to the book arguing—not very convincingly—why this is so. The work focuses on stochastic processes where changes occur at discrete points in time. The motivation for separating these from non-discrete processes appears somewhat artificial (as Gallager admits) but the arrangement is apparently justified on teaching grounds. Following a brief introductory chapter on probability theory, the book provides selective material on Poisson processes; renewal processes; finite state Markov chains; Markov chains with countably infinite state spaces; Markov processes with countable state spaces and random walks and martingales. Supplementing technical examples in the text, various theoretical exercises are set at the end of each chapter. More than half the book’s bibliography, comprising twenty publications, dates back to before 1970. Many diagrams are provided, some more effective than others, for example you need to be clairvoyant to appreciate the connection between a particular Markov transition matrix and the corresponding digraph (Figure 4.1). The few typographical errors found did not appear to be serious. More potentially misleading was the odd notation used (for example X instead of m for the expectation of X ) and the common occurrence of formulae spilling over from one line to the next. On page 43 I was intrigued to learn that M as in M=G=1 queues, refers to ‘memoryless’ rather than ‘Markovian’. The distinction between codes G and GI was similarly garbled.
103 103 104 105
To sum up, Discrete Stochastic Processes, despite its initially impressive appearance, is not recommendable. Partial treatment of its subject area apart, the style is turgid and over-theoretical from the point of view of most would-be practitioners. UMIST
JM Freeman
Requirements of Standards: Optimization Models and Algorithms B Goldengorin Russian Operations Research Co., Hoogezand, The Netherlands, 1995. 219 pp. $110.00. ISBN 5 88037 008 9 The text is as announced in the title, if you understand what the title is addressing. The use of the word standards concerns how the word pertains to standard products. The rest of the title is as suggested: Optimization models and al
Data Loading...
