Stochastic Processes with R

An Introduction

Olga Korosteleva (Autor)

Buch | Softcover

190 Seiten

2024
Chapman & Hall/CRC (Verlag)
978-1-032-15473-2 (ISBN)

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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 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

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.

1 Stochastic Process. Discrete-time Markov Chain 2 Random Walk 3 Poisson Process 4 Nonhomogeneous Poisson Process 5 Compound Poisson Process 6 Conditional Poisson Process 7 Birth-and-Death Process 8 Branching Process 9 Brownian Motion

Erscheinungsdatum	04.01.2022
Reihe/Serie	Chapman & Hall/CRC Texts in Statistical Science
Zusatzinfo	57 Line drawings, color; 57 Illustrations, color
Sprache	englisch
Maße	156 x 234 mm
Gewicht	360 g
Themenwelt	Mathematik / Informatik ► Mathematik
ISBN-10	1-032-15473-X / 103215473X
ISBN-13	978-1-032-15473-2 / 9781032154732
Zustand	Neuware