Informal Introduction to Stochastic Processes with Maple - Couverture souple

Vrbik, Jan; Vrbik, Paul

Couverture souple

ISBN 10 : 1461440564 ISBN 13 : 9781461440567

Editeur : Springer, 2012

Synopsis

Informal Introduction to Stochastic Processes with Maple 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.

A propos du livre

Présentation de l'éditeur

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.

Présentation de l'éditeur

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.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2012
• ISBN 10: 1461440564
• ISBN 13: 9781461440567
• Reliure: Broché
• Langue: anglais
• Nombre de pages: 300