Informal Introduction to Stochastic Processes with Maple (Universitext)

Book Details

• Publisher: Springer

• Author: Jan Vrbik

• Language: English

• Edition: 2013

• ISBN: 9781461440567

• Pages: 287

• Cover: Paperback

• Dimensions: 9.1 x 6.1 x 0.8 inches

• Weight: [Not Provided]

About the Book

Introduction to Stochastic Processes by Jan Vrbik provides a clear and accessible entry point into the world of stochastic processes, focusing on key topics such as Markov Chains, Birth and Death processes, Brownian motion, and Autoregressive models. Designed for students with a basic mathematical background, this book emphasizes simplifying both the underlying mathematics and the conceptual understanding of random processes.

The text is carefully structured to introduce necessary mathematical tools—such as difference equations and generating functions—in a manner that ensures even those with limited prior exposure to advanced mathematics can follow along. In addition, the book delegates more complex computations to a computer-algebra system, specifically Maple, while ensuring that other systems can be easily substituted, making it both practical and adaptable.

Numerous detailed examples are woven throughout the book, reinforcing key concepts and facilitating the learning process. This combination of theoretical clarity and computational support makes the book ideal for students pursuing courses in mathematics, statistics, or related fields.

Written by Jan Vrbik, a distinguished professor of Mathematics and Statistics at Brock University, and Paul Vrbik, a PhD candidate in Computer Science, this text draws on their combined academic expertise to provide a comprehensive and user-friendly guide to stochastic processes.