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Stochastic Processes with R
An Introduction




ISBN 9781032153735
Published February 17, 2022 by Chapman and Hall/CRC
200 Pages 57 Color Illustrations

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Book Description

Stochastic Processes with R: An Introduction cuts through the heavy theory that is present in most courses on random processes and serves as practical guide to simulated trajectories and real-life applications for stochastic processes. The light yet detailed text provides a solid foundation that is an ideal companion for undergraduate statistics students looking to familiarize themselves with stochastic processes before going on to more advanced courses.

Key Features

  • Provides complete R codes for all simulations and calculations
  • Substantial scientific or popular applications of each process with occasional statistical analysis
  • Helpful definitions and examples are provided for each process
  • End of chapter exercises cover theoretical applications and practice calculations

 

Table of Contents

Preface

Chapter 1 Stochastic Process. Discrete-time Markov Chain

Chapter 2 Random Walk

Chapter 3 Poisson Process

Chapter 4 Nonhomogeneous Poisson Process

Chapter 5 Compound Poisson Process

Chapter 6 Conditional Poisson Process

Chapter 7 Birth-and-Death Process

Chapter 8 Branching Process

Chapter 9 Brownian Motion

Recommended books

List of Notation

Index

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Author(s)

Biography

Olga Korosteleva, PhD, is a professor of statistics in the Department of Mathematics and Statistics at California State University, Long Beach (CSULB). She earned her Bachelor’s degree in mathematics in 1996 from Wayne State University in Detroit, and her PhD in statistics from Purdue University in West Lafayette, Indiana, in 2002. Since then she has been teaching statistics and mathematics courses at CSULB.

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CRC Press
Title: Stochastic Processes with R
ISBN:  9781032153735
was successfully transmitted to the Library of Congress.