Informal Introduction to Stochastic Processes with Maple

• Κύριοι συγγραφείς: Vrbik, Jan (Συγγραφέας), Vrbik, Paul (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Springer, 2013.
• Σειρά: Universitext,
• Θέματα: Mathematics.; Operations research.; Management science.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistics and Computing/Statistics Programs.; Operations Research, Management Science.

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...

Πίνακας περιεχομένων:

• 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.