ENGLISH

Informal Introduction to Stochastic Processes with Maple

By Jan Vrbik , Paul Vrbik (auth.)

Book information

Publisher
Springer-Verlag New York
Year
2013
ISBN
978-1-4614-4056-7, 978-1-4614-4057-4
DOI
10.1007/978-1-4614-4057-4
Language
english
Format
PDF
Filesize
3 MB (2739643 bytes)
Series
Universitext
Edition
1
Pages
287\288
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Management ScienceProbability Theory and Stochastic Processes; Stati

Description

The book presents an introduction to Stochastic Processes including Markov Chains, Birth and Death processes, Brownian motion and Autoregressive models. The emphasis is on simplifying both the underlying mathematics and the conceptual understanding of random processes. In particular, non-trivial computations are delegated to a computer-algebra system, specifically Maple (although other systems can be easily substituted). Moreover, great care is taken to properly introduce the required mathematical tools (such as difference equations and generating functions) so that even students with only a basic mathematical background will find the book self-contained. Many detailed examples are given throughout the text to facilitate and reinforce learning. Jan Vrbik has been a Professor of Mathematics and Statistics at Brock University in St Catharines, Ontario, Canada, since 1982. Paul Vrbik is currently a PhD candidate in Computer Science at the University of Western Ontario in London, Ontario, Canada. .

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