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| 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 |
978-1-000-53737-6
Stochastic processes with R / Korosteleva, Olga [VerfasserIn]; 2022 (Online-Ressource)
68900531