Informal Introduction to Stochastic Processes with Maple

• Main Authors: Vrbik, Jan (Author), Vrbik, Paul (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2013.
• Series: Universitext,
• Subjects: 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...