| 書目名稱 | Informal Introduction to Stochastic Processes with Maple | | 編輯 | Jan Vrbik,Paul Vrbik | | 視頻video | http://file.papertrans.cn/465/464819/464819.mp4 | | 概述 | Complex ideas are presented in an informal way, while maintaining mathematical rigor.Emphasis is on historically neglected generating functions.Key ideas are demonstrated by Monte Carlo simulation don | | 叢書名稱 | Universitext | | 圖書封面 |  | | 描述 | .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..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.... | | 出版日期 | Textbook 2013 | | 關(guān)鍵詞 | Autoregressive model; Brownian Motion; Markov chain; Stochastic process | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4614-4057-4 | | isbn_softcover | 978-1-4614-4056-7 | | isbn_ebook | 978-1-4614-4057-4Series ISSN 0172-5939 Series E-ISSN 2191-6675 | | issn_series | 0172-5939 | | copyright | Springer Science+Business Media, LLC 2013 |
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