Online-Ressource
Verfasst von:	Korosteleva, Olga [VerfasserIn]
Titel:	Stochastic processes with R
Titelzusatz:	an introduction
Verf.angabe:	Olga Korosteleva
Ausgabe:	First edition
Verlagsort:	Boca Raton ; London ; New York
Verlag:	CRC Press
Jahr:	2022
Umfang:	1 Online-Ressource (ix, 190 Seiten)
Gesamttitel/Reihe:	Chapman & Hall/CRC texts in statistical science
Fussnoten:	Description based on publisher supplied metadata and other sources
ISBN:	978-1-000-53737-6
Abstract:	Cover -- Half Title -- Series Page -- Title Page -- Copyright Page -- Contents -- Preface -- Author -- 1. Stochastic Process, Discrete-time Markov Chain -- 1.1. Definition of Stochastic Process -- 1.2. Discrete-time Markov Chain -- 1.3. Chapman-Kolmogorov Equations -- 1.4. Classification of States -- 1.5. Limiting Probabilities -- 1.6. Computations in R -- 1.7. Simulations in R -- 1.8. Applications of Markov Chain -- Exercises -- 2. Random Walk -- 2.1. Definition of Random Walk -- 2.2. Must-Know Facts About Random Walk -- 2.3. Simulations in R -- 2.4. Applications of Random Walk -- Exercises -- 3. Poisson Process -- 3.1. Definition and Must-Know Facts About Poisson -- 3.2. Simulations in R -- 3.3. Applications of Poisson Process -- Exercises -- 4. Nonhomogeneous Poisson Process -- 4.1. Definition of Nonhomogeneous Poisson Process -- 4.2. Simulations in R -- 4.3. Applications of Nonhomogeneous Poisson Process -- Exercises -- 5. Compound Poisson Process -- 5.1. Definition of Compound Poisson Process -- 5.2. Simulations in R -- 5.3. Applications of Compound Poisson Process -- Exercises -- 6. Conditional Poisson Process -- 6.1. Definition of Conditional Poisson Process -- 6.2. Simulations in R -- 6.3. Applications of Conditional Poisson Process -- Exercises -- 7. Birth-and-Death Process -- 7.1. Definition of Birth-and-Death Process -- 7.2. Simulations in R -- 7.3. Applications of Birth-and-Death Process -- Exercises -- 8. Branching Process -- 8.1. Definition of Branching Process -- 8.2. Simulations in R -- 8.3. Applications of Branching Process -- Exercises -- 9. Brownian Motion -- 9.1. Definition of Brownian Motion -- 9.2. Processes Derived from Brownian Motion -- 9.2.1. Brownian Bridge -- 9.2.2. Brownian Motion with Drift and Volatility -- 9.2.3. Geometric Brownian Motion -- 9.2.4. The Ornstein-Uhlenbeck Process -- 9.3. Simulations in R.
URL:	Aggregator: https://ebookcentral.proquest.com/lib/kxp/detail.action?docID=6840769
Schlagwörter:	(s)Markov-Kette    / (s)Irrfahrtsproblem    / (s)Poisson-Prozess    / (s)Brownsche Bewegung    / (s)R <Programm>
Datenträger:	Online-Ressource
Sprache:	eng
Bibliogr. Hinweis:	Erscheint auch als : Druck-Ausgabe: Korosteleva, Olga, 1974 - : Stochastic processes with R. - First edition. - Boca Raton : CRC Press, Taylor & Francis Group, 2022. - ix, 190 Seiten
Sach-SW:	Electronic books
K10plus-PPN:	178608824X
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Lokale URL UB:	Zum Volltext