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Informal Introduction to Stochastic Processes with Maple
Jan Vrbik, Paul Vrbik
2012
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Description
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. 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.
Categories:
Other Details
Language: English
ISBN: 978-1461440567
Publisher: Springer
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