About this book
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.
- Book Title Informal Introduction to Stochastic Processes with Maple
- Series Title Universitext
- DOI https://doi.org/10.1007/978-1-4614-4057-4
- Copyright Information Springer Science+Business Media, LLC 2013
- Publisher Name Springer, New York, NY
- eBook Packages Mathematics and Statistics Mathematics and Statistics (R0)
- Softcover ISBN 978-1-4614-4056-7
- eBook ISBN 978-1-4614-4057-4
- Series ISSN 0172-5939
- Series E-ISSN 2191-6675
- Edition Number 1
- Number of Pages X, 287
- Number of Illustrations 54 b/w illustrations, 0 illustrations in colour
Probability Theory and Stochastic Processes
Statistics and Computing/Statistics Programs
Operations Research, Management Science
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