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 co...
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edizione: | 1st ed. 2013. |
| Serie: | Universitext
|
| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Informal Introduction to Stochastic Processes with Maple, Jan Vrbik, Paul Vrbik, New York (N.Y.), Springer, 2013, 1 vol. (X-287 p.), Universitext, 978-1-4614-4056-7 • Informal Introduction to Stochastic Processes with Maple, Texte imprimé, 9781461440581 • Informal Introduction to Stochastic Processes with Maple, Jan Vrbik, Paul Vrbik, New York (N.Y.), Springer, 2013, 1 vol. (X-287 p.), Universitext, 978-1-4614-4056-7 |
Sommario:
- Contents 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