Informal introduction to stochastic processes with maple
Auteur :
Vrbik, Jan / Vrbik, Paul
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9781461440567
Date de publication :
1 déc. 2012
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
This introduction covers Markov Chains, Birth and Death processes, Brownian motion and Autoregressive models, using the Maple computer-algebra system to simplify both the underlying mathematics and the conceptual understanding of random processes.