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The Resource Informal introduction to stochastic processes with Maple, Jan Vrbik, Paul Vrbik, (electronic resource)

Informal introduction to stochastic processes with Maple, Jan Vrbik, Paul Vrbik, (electronic resource)

Label
Informal introduction to stochastic processes with Maple
Title
Informal introduction to stochastic processes with Maple
Statement of responsibility
Jan Vrbik, Paul Vrbik
Creator
Contributor
Subject
Language
eng
Summary
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
Member of
Cataloging source
GW5XE
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Universitext,
Label
Informal introduction to stochastic processes with Maple, Jan Vrbik, Paul Vrbik, (electronic resource)
Link
http://dx.doi.org/10.1007/978-1-4614-4057-4
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Color
multicolored
Contents
  • Continuous-Time Markov Chains
  • Brownian Motion
  • Autoregressive Models
  • Basic Probability Review
  • Maple Programming
  • Introduction
  • Finite Markov Chains
  • Finite Markov Chains II
  • Branching Processes
  • Renewal Theory
  • Poisson Process
  • Birth and Death Processes I
  • Birth-and-Death Processes II
  • 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
Control code
ocn822966113
Dimensions
unknown
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9781461440574
Isbn Type
(electronic bk.)
Level of compression
unknown
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)822966113
Label
Informal introduction to stochastic processes with Maple, Jan Vrbik, Paul Vrbik, (electronic resource)
Link
http://dx.doi.org/10.1007/978-1-4614-4057-4
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Color
multicolored
Contents
  • Continuous-Time Markov Chains
  • Brownian Motion
  • Autoregressive Models
  • Basic Probability Review
  • Maple Programming
  • Introduction
  • Finite Markov Chains
  • Finite Markov Chains II
  • Branching Processes
  • Renewal Theory
  • Poisson Process
  • Birth and Death Processes I
  • Birth-and-Death Processes II
  • 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
Control code
ocn822966113
Dimensions
unknown
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9781461440574
Isbn Type
(electronic bk.)
Level of compression
unknown
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)822966113

Library Locations

    • ERDC - Hanover (US Army Engineer Research and Development Center) Borrow it
      72 Lyme Road, Hanover, NH, 03755-1290, US
      43.7279642 -72.2684934
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