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Informal Introduction to Stochastic Processes with Maple
Paperback
Series: Universitext
Business GeneralApplicationsProbability & Statistics
ISBN13: 9781461440567
Publisher: Springer Nature
Published: Dec 1 2012
Pages: 287
Weight: 0.93
Height: 0.63 Width: 6.14 Depth: 9.21
Language: English
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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