Informal Introduction to Stochastic Processes with Maple

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.
.

List of contents

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.

Summary

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.

Product details

• Authors: Ja Vrbik, Jan Vrbik, Paul Vrbik
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 01.12.2012
• EAN: 9781461440567
• ISBN: 978-1-4614-4056-7
• No. of pages: 287
• Dimensions: 156 mm x 17 mm x 236 mm
• Weight: 478 g
• Illustrations: X, 287 p. 54 illus. With online files/update.
• Series: Universitext; Universitext
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Operations Research, B, Statistics, Mathematics and Statistics, Management & management techniques, Statistics and Computing, Operations Research, Management Science, Probability Theory and Stochastic Processes, Management science, Statistics and Computing/Statistics Programs, Mathematical & statistical software, Probabilities, Stochastics, Probability Theory, Operational research