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Stochastic Processes with R : An Introduction.

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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:
Stochastic processes > Data processing.
R (Computer program language)
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • PrefaceChapter 1 Stochastic Process. Discrete-time Markov ChainChapter 2 Random WalkChapter 3 Poisson ProcessChapter 4 Nonhomogeneous Poisson ProcessChapter 5 Compound Poisson ProcessChapter 6 Conditional Poisson ProcessChapter 7 Birth-and-Death ProcessChapter 8 Branching ProcessChapter 9 Brownian MotionRecommended booksList of NotationIndex