Introduction to Stochastic Processes Using R
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 the...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Singapore
Springer Nature Singapore
2023, 2023
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| Edition: | 1st ed. 2023 |
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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