Logo - springer
Slogan - springer

Mathematics - Probability Theory and Stochastic Processes | Informal Introduction to Stochastic Processes with Maple

Informal Introduction to Stochastic Processes with Maple

Series: Universitext

Vrbik, Jan, Vrbik, Paul

2013, X, 287 p. 54 illus. With online files/update.

Available Formats:

Springer eBooks may be purchased by end-customers only and are sold without copy protection (DRM free). Instead, all eBooks include personalized watermarks. This means you can read the Springer eBooks across numerous devices such as Laptops, eReaders, and tablets.

You can pay for Springer eBooks with Visa, Mastercard, American Express or Paypal.

After the purchase you can directly download the eBook file or read it online in our Springer eBook Reader. Furthermore your eBook will be stored in your MySpringer account. So you can always re-download your eBooks.


(net) price for USA

ISBN 978-1-4614-4057-4

digitally watermarked, no DRM

Included Format: PDF and EPUB

download immediately after purchase

learn more about Springer eBooks

add to marked items


Softcover (also known as softback) version.

You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.

Standard shipping is free of charge for individual customers.


(net) price for USA

ISBN 978-1-4614-4056-7

free shipping for individuals worldwide

usually dispatched within 3 to 5 business days

add to marked items

  • 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

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.

Content Level » Upper undergraduate

Keywords » Autoregressive model - Brownian Motion - Markov chain - Stochastic process

Related subjects » Applications - Computational Statistics - Probability Theory and Stochastic Processes

Table of contents / Preface / Sample pages 

Popular Content within this publication 



Read this Book on Springerlink

Services for this book

New Book Alert

Get alerted on new Springer publications in the subject area of Probability Theory and Stochastic Processes.