Informal Introduction to Stochastic Processes with Maple

Informal Introduction to Stochastic Processes with Maple by Jan Vrbik, Paul Vrbik.

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 co...

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Bibliographic Details
Main Authors: Vrbik, Jan (Author), Vrbik, Paul (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:Universitext,
Springer eBook Collection.
Subjects:
Probabilities.
Statistics .
Operations research.
Management science.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • 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.

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