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Informal Introduction to Stochastic Processes with Maple

16 View(s), published at 2012-12-02, written by Jan Vrbik, Paul Vrbik, published by Springer Science & Business Media
Informal Introduction to Stochastic Processes with Maple

Informal introduction to stochastic processes with maple by Jan Vrbik, Paul Vrbik 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 underly.... Published date on: 2012-12-02 with total page: 297 pages. Publisher of Informal Introduction to Stochastic Processes with Maple is Springer Science & Business Media.

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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