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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.
Stochastic differential equations. --- Stochastic processes -- Mathematical models. --- Stochastic processes. --- Stochastic processes --- Mathematics --- Physical Sciences & Mathematics --- Mathematical Statistics --- Computer programs --- Computer programs. --- Maple (Computer file) --- Mathematics. --- Operations research. --- Management science. --- Probabilities. --- Statistics. --- Probability Theory and Stochastic Processes. --- Statistics and Computing/Statistics Programs. --- Operations Research, Management Science. --- Distribution (Probability theory. --- Mathematical statistics. --- Statistical inference --- Statistics, Mathematical --- Statistics --- Probabilities --- Sampling (Statistics) --- Distribution functions --- Frequency distribution --- Characteristic functions --- Statistical methods --- Statistics . --- Quantitative business analysis --- Management --- Problem solving --- Operations research --- Statistical decision --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Statistical analysis --- Statistical data --- Statistical science --- Econometrics --- Probability --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk
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