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 familiarise themselves with stochastic processes before going onto 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.

Book Information
ISBN 9781032153735
Author Olga Korosteleva
Format Hardback
Page Count 216
Imprint Taylor & Francis Ltd
Publisher Taylor & Francis Ltd
Weight(grams) 156g