Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Introduction to Stochastic Processes Using R

Introduction to Stochastic Processes Using R

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9789819956005
Condition
New
Product Description

This textbook presents some basic stochastic processes, mainly Markov processes. It begins with a brief introduction to the framework of stochastic processes followed by the thorough discussion on Markov chains, which is the simplest and the most important class of stochastic processes. The book then elaborates the theory of Markov chains in detail including classification of states, the first passage distribution, the concept of periodicity and the limiting behaviour of a Markov chain in terms of associated stationary and long run distributions. The book first illustrates the theory for some typical Markov chains, such as random walk, gambler's ruin problem, Ehrenfest model and Bienayme-Galton-Watson branching process; and then extends the discussion when time parameter is continuous. It presents some important examples of a continuous time Markov chain, which include Poisson process, birth process, death process, birth and death processes and their variations. These processesplay a fundamental role in the theory and applications in queuing and inventory models, population growth, epidemiology and engineering systems. The book studies in detail the Poisson process, which is the most frequently applied stochastic process in a variety of fields, with its extension to a renewal process. The book also presents important basic concepts on Brownian motion process, a stochastic process of historic importance. It covers its few extensions and variations, such as Brownian bridge, geometric Brownian motion process, which have applications in finance, stock markets, inventory etc. The book is designed primarily to serve as a textbook for a one semester introductory course in stochastic processes, in a post-graduate program, such as Statistics, Mathematics, Data Science and Finance. It can also be used for relevant courses in other disciplines. Additionally, it provides sufficient background material for studying inference in stochastic processes. The book thus fulfils the need of a concise but clear and student-friendly introduction to various types of stochastic processes.

Available Colors
Available Sizes
1 Offer Price Range: $99.00 - $99.00
BEST PRICE

Single Product Purchase

$89.10
@ Link.springer.com with extra coupon Get Coupon & BUY

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$99.00 $99.00

10% OFF
This deals requires coupon Get Code Here
$89.10
See Site In stock Visit Store

Similar Products

Herzinfarkt was nun?

$49.99

Down Syndrome

$109.99

Schritte ins Ungewisse

$24.99

Aus der Sammlung des Archologischen Institutes der Universitt Heidelberg

$39.99

My Books Summer Grade 2 Fiction - Classroom Set

$795.00

Patch-Clamp Methods and Protocols

$249.99

Static Analysis

$54.99

Stanzereitechnik

$59.99

Progress in Materials Science and Engineering

$84.99

Online-Publishing fr Studenten und Wissenschaftler

$69.99

Development and Sustainability

$219.99

Mathematik fr Wirtschaftswissenschaftler

$49.99

The Appropriation of Religion in Southeast Asia and Beyond

$159.99

Education

$74.99

Craft Production and Social Change in Northern China

$169.99

Regieren in der Bundesrepublik Deutschland

$74.99

Grundlagen der Bankenwerbung aus verhaltenswissenschaftlicher Sicht

$59.99

Global Security, Safety, and Sustainability

$39.99

Affektive Strungen

$59.99

Joyce, Multilingualism, and the Ethics of Reading

$54.99

Water Scarcity, Land Degradation and Desertification in the Mediterranean Region

$129.00

Physics of Climate

$109.99

Molecular Cytogenetics

$109.99

HIV/AIDS: Immunochemistry, Reductionism and Vaccine Design

$54.99

Oncolytic Viruses

$199.99

Truth and Fake in the Post-Factual Digital Age

$54.99

Evolutionre Fhrung

$44.99

The Business Plan

$39.99

Glocal Governance

$37.99

Regional Science in Business

$169.99

The Modelling of Radiation Damage in Metals Using Ehrenfest Dynamics

$84.99

Integrated Terrestrial and Non-Terrestrial Networks

$54.99

Foams and Emulsions

$449.99

Aneural Organisms in Neurobiology

$39.99

Hufige Strungsbilder bei Kindern und Jugendlichen

$49.99

Governments and Marriage Education Policy

$54.99

Mashups

$39.99

Shelley's German Afterlives

$39.99

Building Multiplayer Games in Unity

$54.99

Forest Diversity and Function

$329.99