Overview
- 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
Part of the book series: Universitext (UTX)
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Table of contents (13 chapters)
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Front Matter
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Back Matter
Keywords
About this book
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.
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Paul Vrbik is currently a PhD candidate in Computer Science at the University of Western Ontario in London, Ontario, Canada.
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Authors and Affiliations
Bibliographic Information
Book Title: Informal Introduction to Stochastic Processes with Maple
Authors: Jan Vrbik, Paul Vrbik
Series Title: Universitext
DOI: https://doi.org/10.1007/978-1-4614-4057-4
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Science+Business Media, LLC 2013
Softcover ISBN: 978-1-4614-4056-7Published: 01 December 2012
eBook ISBN: 978-1-4614-4057-4Published: 02 December 2012
Series ISSN: 0172-5939
Series E-ISSN: 2191-6675
Edition Number: 1
Number of Pages: X, 287
Number of Illustrations: 54 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Statistics and Computing/Statistics Programs, Operations Research, Management Science