TY  - BOOK
AU  - Vrbik,Jan
AU  - Vrbik,Paul
ED  - SpringerLink (Online service)
TI  - Informal Introduction to Stochastic Processes with Maple
T2  - Universitext,
SN  - 9781461440574
AV  - QA273.A1-274.9 
U1  - 519.2 23
PY  - 2013///
CY  - New York, NY
PB  - Springer New York, Imprint: Springer
KW  - Mathematics
KW  - Operations research
KW  - Management science
KW  - Probabilities
KW  - Statistics
KW  - Probability Theory and Stochastic Processes
KW  - Statistics and Computing/Statistics Programs
KW  - Operations Research, Management Science
N1  - 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
N2  - 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
UR  - http://dx.doi.org/10.1007/978-1-4614-4057-4
ER  -