Introduction to Stochastic Processes with R
eBook - ePub

Introduction to Stochastic Processes with R

  1. English
  2. ePUB (mobile friendly)
  3. Available on iOS & Android
eBook - ePub

Introduction to Stochastic Processes with R

About this book

An introduction to stochastic processes through the use of R

Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural and social sciences. The use of simulation, by means of the popular statistical software R, makes theoretical results come alive with practical, hands-on demonstrations.

Written by a highly-qualified expert in the field, the author presents numerous examples from a wide array of disciplines, which are used to illustrate concepts and highlight computational and theoretical results. Developing readers' problem-solving skills and mathematical maturity, Introduction to Stochastic Processes with R features:

  • More than 200 examples and 600 end-of-chapter exercises
  • A tutorial for getting started with R, and appendices that contain review material in probability and matrix algebra
  • Discussions of many timely and stimulating topics including Markov chain Monte Carlo, random walk on graphs, card shuffling, Black–Scholes options pricing, applications in biology and genetics, cryptography, martingales, and stochastic calculus
  • Introductions to mathematics as needed in order to suit readers at many mathematical levels
  • A companion web site that includes relevant data files as well as all R code and scripts used throughout the book

Introduction to Stochastic Processes with R is an ideal textbook for an introductory course in stochastic processes. The book is aimed at undergraduate and beginning graduate-level students in the science, technology, engineering, and mathematics disciplines. The book is also an excellent reference for applied mathematicians and statisticians who are interested in a review of the topic.

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Yes, you can access Introduction to Stochastic Processes with R by Robert P. Dobrow in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Wiley
Year
2016
Print ISBN
9781118740651
eBook ISBN
9781118740705
Edition
1
Topic
Mathematics
Subtopic
Probability & Statistics
Index
Mathematics

Table of contents

  1. COVER
  2. TITLE PAGE
  3. COPYRIGHT
  4. DEDICATION
  5. TABLE OF CONTENTS
  6. PREFACE
  7. ACKNOWLEDGMENTS
  8. LIST OF SYMBOLS AND NOTATION
  9. ABOUT THE COMPANION WEBSITE
  10. CHAPTER 1: INTRODUCTION AND REVIEW
  11. CHAPTER 2: MARKOV CHAINS: FIRST STEPS
  12. CHAPTER 3: MARKOV CHAINS FOR THE LONG TERM
  13. CHAPTER 4: BRANCHING PROCESSES
  14. CHAPTER 5: MARKOV CHAIN MONTE CARLO
  15. CHAPTER 6: POISSON PROCESS
  16. CHAPTER 7: CONTINUOUS-TIME MARKOV CHAINS
  17. CHAPTER 8: BROWNIAN MOTION
  18. CHAPTER 9: A GENTLE INTRODUCTION TO STOCHASTIC CALCULUS*
  19. APPENDIX A: GETTING STARTED WITH R
  20. APPENDIX B: PROBABILITY REVIEW
  21. APPENDIX C: SUMMARY OF COMMON PROBABILITY DISTRIBUTIONS
  22. APPENDIX D: MATRIX ALGEBRA REVIEW
  23. ANSWERS TO SELECTED ODD-NUMBERED EXERCISES
  24. REFERENCES
  25. INDEX
  26. END USER LICENSE AGREEMENT