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Informal Introduction to Stochastic Processes with Maple

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
Call Number:Libro Electrónico
Main Authors: Vrbik, Jan (Author), Vrbik, Paul (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: New York, NY : Springer New York : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:Universitext,
Subjects:
Online Access:Texto Completo
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.