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Introduction to Stochastic Processes with R (Hardcover)
Loot Price: R3,067
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Introduction to Stochastic Processes with R (Hardcover)
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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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