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

Published New York, NY : Springer, ©2013

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Description 1 online resource (x, 287 pages) : illustrations Series Universitext, 0172-5939 Universitext. 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 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 Analysis Mathematics Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Statistics and Computing/Statistics Programs Bibliography Includes bibliographical references and index Notes English Print version record SUBJECT Maple (Computer file) Maple (Computer file) fast Subject Stochastic processes -- Computer programs. Procesos estocásticos -- Programas de ordenador Stochastic processes -- Computer programs Form Electronic book Author Vrbik, Paul. ISBN 9781461440574 1461440572 1461440564 9781461440567

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