Informal introduction to stochastic processes with Maple Jan Vrbik, Paul Vrbik

Format:

Book

Author/Creator:

Vrbík, Jan

Contributor:

Vrbik, Paul

Series:

Universitext

Universitext 0172-5939

Language:

English

Subjects (All):

Maple (Computer file).

Stochastic processes--Computer programs.

Stochastic processes.

Physical Description:

1 online resource

Place of Publication:

New York, NY Springer ©2013

Language Note:

English

System Details:

text file

PDF

Summary:

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

Contents:

Introduction Finite Markov Chains Finite Markov Chains II Branching Processes Renewal Theory Poisson Process Birth and Death Processes I Birth-and-Death Processes II Continuous-Time Markov Chains Brownian Motion Autoregressive Models Basic Probability Review Maple Programming

Preface

Finite Markov Chains

Finite Markov Chains II

Branching Processes

Renewal Theory

Poisson Process

Birth and Death Processes I

Birth and Death Processes II

Continuous-Time Markov Chains

Brownian Motion

Autoregressive Models

Basic Probability Review

Maple Programming

References

Notes:

Includes bibliographical references and index

Print version record

Other Format:

Print version Vrbík, Jan. Informal introduction to stochastic processes with Maple

ISBN:

9781461440574

1461440572

1461440564

9781461440567

OCLC:

822966113

Access Restriction:

Restricted for use by site license