Introduction to Stochastic Processes with R (Hardcover)

Robert P. Dobrow

ISBN 10: 1118740653 / ISBN 13: 9781118740651

Published by John Wiley & Sons Inc, New York, 2016

About this Item

Hardcover. 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 exercisesA tutorial for getting started with R, and appendices that contain review material in probability and matrix algebraDiscussions of many timely and stimulating topics including Markov chain Monte Carlo, random walk on graphs, card shuffling, BlackScholes options pricing, applications in biology and genetics, cryptography, martingales, and stochastic calculusIntroductions to mathematics as needed in order to suit readers at many mathematical levelsA 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. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Seller Inventory # 9781118740651

Bibliographic Details

Title: Introduction to Stochastic Processes with R ...

Publisher: John Wiley & Sons Inc, New York

Publication Date: 2016

Binding: Hardcover

Condition: new

Edition: 1st Edition

About this title

Synopsis:

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.

About the Author:

Robert P. Dobrow, PhD, is Professor of Mathematics and Statistics at Carleton College. He has taught probability and stochastic processes for over 15 years and has authored numerous research papers in Markov chains, probability theory and statistics.