Stochastic Processes with R : An Introduction.

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...

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Bibliographic Details
Main Author: Korosteleva, Olga (Author)
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: [Place of publication not identified] : Chapman and Hall/CRC, 2022.
Edition:First edition.
Series:Chapman & Hall/CRC texts in statistical science
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary: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 familiarise themselves with stochastic processes before going onto more advanced courses. Key Features: ⁰́Ø Provides complete R codes for all simulations and calculations ⁰́Ø Substantial scientific or popular applications of each process with occasional statistical analysis. ⁰́Ø Helpful definitions and examples are provided for each process. ⁰́Ø End of chapter exercises cover theoretical applications and practice calculations.
Physical Description:1 online resource (128 pages).
ISBN:9781003244288
1003244289
9781000537338
1000537331
9781000537376
1000537374