Universitext

Informal Introduction to Stochastic Processes with Maple

Authors: Vrbik, Jan, Vrbik, Paul

  • 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
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eBook $44.99
price for USA (gross)
  • ISBN 978-1-4614-4057-4
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  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $59.95
price for USA
  • ISBN 978-1-4614-4056-7
  • with online files
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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  • Rental duration: 1 or 6 month
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About this Textbook

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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Table of contents (13 chapters)

Buy this book

eBook $44.99
price for USA (gross)
  • ISBN 978-1-4614-4057-4
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $59.95
price for USA
  • ISBN 978-1-4614-4056-7
  • with online files
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Informal Introduction to Stochastic Processes with Maple
Authors
Series Title
Universitext
Copyright
2013
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media, LLC
eBook ISBN
978-1-4614-4057-4
DOI
10.1007/978-1-4614-4057-4
Softcover ISBN
978-1-4614-4056-7
Series ISSN
0172-5939
Edition Number
1
Number of Pages
X, 287
Number of Illustrations and Tables
54 b/w illustrations
Topics