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Informal Introduction to Stochastic Processes with Maple: Universitext

Autor Jan Vrbik, Paul Vrbik
en Limba Engleză Paperback – dec 2012
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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Specificații

ISBN-13: 9781461440567
ISBN-10: 1461440564
Pagini: 300
Ilustrații: X, 287 p. 54 illus. With online files/update.
Dimensiuni: 155 x 235 x 20 mm
Greutate: 0.42 kg
Ediția:2013
Editura: Springer
Colecția Springer
Seria Universitext

Locul publicării:New York, NY, United States

Public țintă

Upper undergraduate

Cuprins

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.

Textul de pe ultima copertă

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.

Caracteristici

Complex ideas are presented in an informal way, while maintaining mathematical rigor Emphasis is on historically neglected generating functions Key ideas are demonstrated by Monte Carlo simulation done with modern computer algebra systems, followed by visual presentation of results Includes supplementary material: sn.pub/extras