Introduction to Stochastic Processes Using R

Dettagli Bibliografici
Autori principali: Madhira, Sivaprasad (Autore), Deshmukh, Shailaja (Autore)
Ente Autore: SpringerLink (Online service)
Riassunto:XX, 651 p. 33 illus., 32 illus. in color.
text
Lingua:inglese
Pubblicazione: Singapore : Springer Nature Singapore : Imprint: Springer, 2023.
Edizione:1st ed. 2023.
Soggetti:
Accesso online:https://doi.org/10.1007/978-981-99-5601-2
Natura: Elettronico Libro
Sommario:
  • Basics of Stochastic Processes
  • Markov Chains
  • Long-run Behaviour of Markov Chains
  • Random Walks
  • Bienayme Galton Watson Branching Process
  • Continuous Time Markov Chains
  • Poisson Process
  • Birth and Death Processes
  • Brownian Motion Process
  • Renewal Process
  • Solutions Conceptual Exercises.