Informal Introduction to Stochastic Processes with Maple

  • Jan Vrbik
  • Paul Vrbik

Part of the Universitext book series (UTX)

Table of contents

  1. Front Matter
    Pages i-x
  2. Jan Vrbik, Paul Vrbik
    Pages 1-4
  3. Jan Vrbik, Paul Vrbik
    Pages 5-38
  4. Jan Vrbik, Paul Vrbik
    Pages 39-71
  5. Jan Vrbik, Paul Vrbik
    Pages 73-90
  6. Jan Vrbik, Paul Vrbik
    Pages 91-110
  7. Jan Vrbik, Paul Vrbik
    Pages 111-131
  8. Jan Vrbik, Paul Vrbik
    Pages 133-160
  9. Jan Vrbik, Paul Vrbik
    Pages 161-175
  10. Jan Vrbik, Paul Vrbik
    Pages 177-195
  11. Jan Vrbik, Paul Vrbik
    Pages 197-213
  12. Jan Vrbik, Paul Vrbik
    Pages 215-250
  13. Jan Vrbik, Paul Vrbik
    Pages 251-267
  14. Jan Vrbik, Paul Vrbik
    Pages 269-279
  15. Back Matter
    Pages 281-287

About this book

Introduction

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.

Keywords

Autoregressive model Brownian Motion Markov chain Stochastic process

Authors and affiliations

  • Jan Vrbik
    • 1
  • Paul Vrbik
    • 2
  1. 1.St. CatharinesCanada
  2. 2., Computing Science Dept.The University of Western OntarioLondonCanada

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4614-4057-4
  • Copyright Information Springer Science+Business Media, LLC 2013
  • Publisher Name Springer, New York, NY
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-1-4614-4056-7
  • Online ISBN 978-1-4614-4057-4
  • Series Print ISSN 0172-5939
  • Series Online ISSN 2191-6675
  • About this book