Introduction to Stochastic Processes

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.