000 03069nam a22005055i 4500
001 978-1-4614-4057-4
003 DE-He213
005 20140220082813.0
007 cr nn 008mamaa
008 121204s2013 xxu| s |||| 0|eng d
020 _a9781461440574
_9978-1-4614-4057-4
024 7 _a10.1007/978-1-4614-4057-4
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aPBWL
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.2
_223
100 1 _aVrbik, Jan.
_eauthor.
245 1 0 _aInformal Introduction to Stochastic Processes with Maple
_h[electronic resource] /
_cby Jan Vrbik, Paul Vrbik.
264 1 _aNew York, NY :
_bSpringer New York :
_bImprint: Springer,
_c2013.
300 _aX, 287 p. 54 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aUniversitext,
_x0172-5939
505 0 _aContents -- 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.
520 _aThe 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.
650 0 _aMathematics.
650 0 _aDistribution (Probability theory).
650 0 _aMathematical statistics.
650 1 4 _aMathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aStatistics and Computing/Statistics Programs.
650 2 4 _aOperations Research, Management Science.
700 1 _aVrbik, Paul.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9781461440567
830 0 _aUniversitext,
_x0172-5939
856 4 0 _uhttp://dx.doi.org/10.1007/978-1-4614-4057-4
912 _aZDB-2-SMA
999 _c95057
_d95057