Informal Introduction to Stochastic Proces...

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Sprache: Englisch

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Beschreibung

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.
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Zusammenfassung

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: [...]

Inhaltsverzeichnis

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.

Details

Erscheinungsjahr:	2012
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Reihe:	Universitext
Inhalt:	x 287 S. 54 s/w Illustr. 287 p. 54 illus. With online files/update.
ISBN-13:	9781461440567
ISBN-10:	1461440564
Sprache:	Englisch
Ausstattung / Beilage:	Paperback
Einband:	Kartoniert / Broschiert
Autor:	Vrbik, Paul Vrbik, Jan
Hersteller:	Springer New York Springer US, New York, N.Y. Universitext
Maße:	235 x 155 x 17 mm
Von/Mit:	Paul Vrbik (u. a.)
Erscheinungsdatum:	01.12.2012
Gewicht:	0,458 kg

Artikel-ID: 106517470