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Informal Introduction to Stochastic Processes with Maple

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.

Product details
Publisher : Springer; 2013th edition (Dec 1 2012)
Language : English
Paperback : 297 pages
ISBN-10 : 1461440564
ISBN-13 : 978-1461440567
Item weight : 4.57 kg
Dimensions : 15.5 x 1.73 x 23.5 cm
Best Sellers Rank: #677,219 in Books (See Top 100 in Books)
#123 in Business Operations Research
#124 in Operations Research (Books)
#143 in Mathematical & Statistical Software (Books)
Customer Reviews: 5.0
3 ratings

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