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Introduction to Stochastic Processes with Applications in the Biosciences
 

Summary: Introduction to Stochastic Processes with
Applications in the Biosciences
David F. Anderson
University of Wisconsin at Madison
Copyright c 2011 by David F. Anderson.
Contents
1 Introduction and Review of Background Material 4
1.1 Stochastic Versus Deterministic Models . . . . . . . . . . . . . . . . . 5
1.2 A Review of Linear Differential and Difference Equations . . . . . . . 9
1.2.1 Linear differential equations . . . . . . . . . . . . . . . . . . . 9
1.2.2 Linear Difference Equations . . . . . . . . . . . . . . . . . . . 11
1.3 Matlab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2 A Quick Review of Probability Theory 16
2.1 The Probability Space . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.1.1 The sample space . . . . . . . . . . . . . . . . . . . . . . . 16
2.1.2 The collection of events F . . . . . . . . . . . . . . . . . . . . 17
2.1.3 The probability measure P . . . . . . . . . . . . . . . . . . . . 18
2.2 Conditional Probability and Independence . . . . . . . . . . . . . . . 19
2.3 Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

  

Source: Anderson, David F. - Department of Mathematics, University of Wisconsin at Madison

 

Collections: Mathematics