Introduction to Stochastic Processes Using R
| Main Authors: | , |
|---|---|
| Autor Corporativo: | |
| Resumo: | XX, 651 p. 33 illus., 32 illus. in color. text |
| Idioma: | inglês |
| Publicado em: |
Singapore :
Springer Nature Singapore : Imprint: Springer,
2023.
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| Edição: | 1st ed. 2023. |
| Assuntos: | |
| Acesso em linha: | https://doi.org/10.1007/978-981-99-5601-2 |
| Formato: | Recurso Electrónico Livro |
Sumário:
- 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.