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
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
The main theme of the meeting was to illustrate the use of stochastic processes in the study of topological problems in quantum physics and statistical mechanics. Much discussion of current problems...
This book has developed over the past fifteen years from a modern course on stochastic chemical kinetics for graduate students in physics, chemistry and biology. The first part presents a systematic...
The book presents, for the first time, a detailed analysis of harmonizable processes and fields (in the weak sense) that contain the corresponding stationary theory as a subclass. It also gives the...
'Et moi, ... , si j'avait su comment en revenIT, One service mathematics has rendered the je n'y serais point allt\.' human race. It has put common sense back where it belongs, on the topmost shelf...
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