Informal Introduction to Stochastic Processes with Maple - Brossura

Vrbik, Jan; Vrbik, Paul

Brossura

ISBN 10: 1461440564 ISBN 13: 9781461440567

Casa editrice: Springer, 2012

Riassunto

This introduction covers Markov Chains, Birth and Death processes, Brownian motion and Autoregressive models, using the Maple computer-algebra system to simplify both the underlying mathematics and the conceptual understanding of random processes.

Su questo libro

Dalla quarta di copertina

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.

Contenuti

Contents.- 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.

Dettagli dell?edizione

• Editore: Springer
• Data di pubblicazione: 2012
• ISBN 10: 1461440564
• ISBN 13: 9781461440567
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero di pagine: 300