Stochastic Processes with R

Stochastic Processes with R

Autore: Olga Korosteleva
Editore: CRC Press
Edizione: 1
Data di pubblicazione: 2022
ISBN: 9781032154732

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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

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