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Introduction to Stochastic Processes
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Introduction to Stochastic Processes
by Gordan Žitković
Publisher: The University of Texas at Austin 2010
Number of pages: 107
Description:
Contents: Probability review; Mathematica in 15 minutes; Stochastic Processes; The simple random walk; Generating functions; Random walks - advanced methods; Branching processes; Markov Chains; The 'Stochastics' package; Classification of States; More on Transience and recurrence; Absorption and reward; Stationary and Limiting Distribution; Solved Problems.