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- DescriptionThe 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, n-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. .
- Author(s)Jan Vrbik,Paul Vrbik
- PublisherSpringer-Verlag New York Inc.
- Date of Publication01/12/2012
- Series TitleUniversitext
- Place of PublicationNew York, NY
- Country of PublicationUnited States
- ImprintSpringer-Verlag New York Inc.
- Content Note54 black & white illustrations, 5 black & white tables, biography
- Weight424 g
- Width156 mm
- Height234 mm
- Spine15 mm
- Format DetailsTrade paperback (US)
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