# Электронная книга: Robert Dobrow P. «Introduction to Stochastic Processes with R»

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 manytimely 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 manymathematical 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 beginninggraduate-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. Издательство: "John Wiley&Sons Limited"
ISBN: 9781118740729 электронная книга Купить за 9652.07 руб и скачать на Litres |

### Другие книги схожей тематики:

Автор | Книга | Описание | Год | Цена | Тип книги |
---|---|---|---|---|---|

Viswanathan Arunachalam | Introduction to Probability and Stochastic Processes with Applications | An easily accessible, real-world approach to probability and stochastic processes Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment… — @John Wiley&Sons Limited, @ @ @ @ Подробнее... | 10578.82 | электронная книга | |

Vigirdas Mackevicius | Introduction to Stochastic Analysis. Integrals and Differential Equations | This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology… — @John Wiley&Sons Limited, @ @ @ @ Подробнее... | 8347.17 | электронная книга | |

Cho W. S. To | Introduction to Dynamics and Control in Mechanical Engineering Systems | One of the first books to provide in-depth and systematic application of finite element methods to the field of stochastic structural dynamics The parallel developments of the Finite Element Methods… — @John Wiley&Sons Limited, @ @ @ @ Подробнее... | 7964.88 | электронная книга | |

Moyal Pascal | Stochastic Modeling and Analysis of Telecom Networks | This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and… — @John Wiley&Sons Limited, @ @ @ @ Подробнее... | 15375.34 | электронная книга | |

Dietrich Stoyan | Stochastic Geometry and Its Applications | An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in many modern branches of physics, materials sciences, engineering, biology and environmental… — @John Wiley&Sons Limited, @ @ @ @ Подробнее... | 8802.98 | электронная книга | |

Oliver Ibe C. | Fundamentals of Stochastic Networks | An interdisciplinary approach to understanding queueing and graphical networks In today's era of interdisciplinary studies and research activities, network models are becoming increasingly important… — @John Wiley&Sons Limited, @ @ @ @ Подробнее... | 11316.87 | электронная книга | |

Oliver Ibe C. | Elements of Random Walk and Diffusion Processes | Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes… — @John Wiley&Sons Limited, @ @ @ @ Подробнее... | 7798.58 | электронная книга | |

Mario Cerrato | The Mathematics of Derivatives Securities with Applications in MATLAB | Quantitative Finance is expanding rapidly. One of the aspects of the recent financial crisis is that, given the complexity of financial products, the demand for people with high numeracy skills is… — @John Wiley&Sons Limited, @ @ @ @ Подробнее... | 5853.56 | электронная книга | |

David Insua | Bayesian Analysis of Stochastic Process Models | Bayesian analysis of complex models based on stochastic processes has in recent years become a growing area. This book provides a unified treatment of Bayesian analysis of models based on stochastic… — @John Wiley&Sons Limited, @ @ @ @ Подробнее... | 8953.17 | электронная книга | |

Eubank Randall | Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators | Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators provides a uniquely broad compendium of the key mathematical concepts and results that are relevant for… — @John Wiley&Sons Limited, @ @ @ @ Подробнее... | 7800.84 | электронная книга | |

Wetterau Daniel | Financial Modelling. Theory, Implementation and Practice with MATLAB Source | Financial modelling Theory, Implementation and Practice with Matlab Source Jörg Kienitz and Daniel Wetterau Financial Modelling – Theory, Implementation and Practice with MATLAB Source is a unique… — @John Wiley&Sons Limited, @ @ @ @ Подробнее... | 10536.4 | электронная книга | |

Aliakbar Haghighi Montazer | Delayed and Network Queues | Presents an introduction to differential equations, probability, and stochastic processes with real-world applications of queues with delay and delayed network queues Featuring recent advances in… — @John Wiley&Sons Limited, @ @ @ @ Подробнее... | 9265.99 | электронная книга | |

Guojun Gan | Measure, Probability, and Mathematical Finance. A Problem-Oriented Approach | An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the underlying mathematical theory behind… — @John Wiley&Sons Limited, @ @ @ @ Подробнее... | 10810.32 | электронная книга | |

Dirk Kroese P. | Simulation and the Monte Carlo Method | This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solving Simulation and the Monte… — @John Wiley&Sons Limited, @ @ @ @ Подробнее... | 10038.89 | электронная книга |

### Look at other dictionaries:

**Stochastic processes and boundary value problems**— In mathematics, some boundary value problems can be solved using the methods of stochastic analysis. Perhaps the most celebrated example is Shizuo Kakutani s 1944 solution of the Dirichlet problem for the Laplace operator using Brownian motion.… … Wikipedia**Filtering problem (stochastic processes)**— In the theory of stochastic processes, the filtering problem is a mathematical model for a number of filtering problems in signal processing and the like. The general idea is to form some kind of best estimate for the true value of some system,… … Wikipedia**Infinitesimal generator (stochastic processes)**— In mathematics mdash; specifically, in stochastic analysis mdash; the infinitesimal generator of a stochastic process is a partial differential operator that encodes a great deal of information about the process. The generator is used in… … Wikipedia**Stochastic differential equation**— A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, thus resulting in a solution which is itself a stochastic process. SDE are used to model diverse phenomena such as… … Wikipedia**Continuous stochastic process**— Not to be confused with Continuous time stochastic process. In the probability theory, a continuous stochastic process is a type of stochastic process that may be said to be continuous as a function of its time or index parameter. Continuity is a … Wikipedia**Maurice Bartlett**— Maurice Stevenson Bartlett, oft M. S. Bartlett zitiert, (* 18. Juni 1910 in Chiswick, London[1]; † 8. Januar 2002 in Exmouth, Devon) war ein britischer Statistiker. Inhaltsverzeichnis 1 Leben 2 Schriften … Deutsch Wikipedia**Kalman filter**— Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… … Wikipedia**M. S. Bartlett**— Born 18 June 1910(1910 06 18) Died 8 January 2002(2002 01 08) (aged 91) … Wikipedia**probability theory**— Math., Statistics. the theory of analyzing and making statements concerning the probability of the occurrence of uncertain events. Cf. probability (def. 4). [1830 40] * * * Branch of mathematics that deals with analysis of random events.… … Universalium**evolution**— evolutional, adj. evolutionally, adv. /ev euh looh sheuhn/ or, esp. Brit., /ee veuh /, n. 1. any process of formation or growth; development: the evolution of a language; the evolution of the airplane. 2. a product of such development; something… … Universalium**Markov chain**— A simple two state Markov chain. A Markov chain, named for Andrey Markov, is a mathematical system that undergoes transitions from one state to another, between a finite or countable number of possible states. It is a random process characterized … Wikipedia