Stochastic Processes with R: An Introduction

ISBN-13: 9781032153735 / Angielski / Twarda / 2022 / 190 str.

Olga Korosteleva

Opis

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. 

Recenzje

"This book is useful for simulating Markov chains, Poisson processes, and Brownian motion. The book can be used as supplementary reading for a first course in stochastic processes at the undergraduate-graduate level."

- David J. Olive, Technometrics, November 2022.

Spis treści

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

O autorze

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.