Introduction to Stochastic Processes with R(Hardcover)

Robert P. Dobrow

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商品描述

An introduction to stochastic processes through the use of R

Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural and social sciences. The use of simulation, by means of the popular statistical software R, makes theoretical results come alive with practical, hands-on demonstrations.

Written by a highly-qualified expert in the field, the author presents numerous examples from a wide array of disciplines, which are used to illustrate concepts and highlight computational and theoretical results. Developing readers’ problem-solving skills and mathematical maturity, Introduction to Stochastic Processes with R features:

  • More than 200 examples and 600 end-of-chapter exercises
  • A tutorial for getting started with R, and appendices that contain review material in probability and matrix algebra
  • Discussions of many timely and stimulating topics including Markov chain Monte Carlo, random walk on graphs, card shuffling, Black–Scholes options pricing, applications in biology and genetics, cryptography, martingales, and stochastic calculus
  • Introductions to mathematics as needed in order to suit readers at many mathematical levels
  • A companion web site that includes relevant data files as well as all R code and scripts used throughout the book

Introduction to Stochastic Processes with R is an ideal textbook for an introductory course in stochastic processes. The book is aimed at undergraduate and beginning graduate-level students in the science, technology, engineering, and mathematics disciplines. The book is also an excellent reference for applied mathematicians and statisticians who are interested in a review of the topic.

商品描述(中文翻譯)

《使用 R 介紹隨機過程》

《使用 R 介紹隨機過程》是一本易於理解且平衡的隨機過程理論介紹,強調概率論在自然科學和社會科學中的實際應用。通過流行的統計軟體 R 進行模擬,使理論結果變得生動且實用,並提供實際的操作演示。

本書由該領域的高資歷專家撰寫,提供了來自各個學科領域的眾多例子,用於說明概念並突出計算和理論結果。《使用 R 介紹隨機過程》培養讀者的問題解決能力和數學素養,特點包括:

- 超過 200 個例子和 600 個章末習題
- 一個 R 入門教程,以及包含概率和矩陣代數復習材料的附錄
- 討論許多時下引人入勝的話題,包括馬可夫鏈蒙特卡羅、圖上的隨機遊走、洗牌、Black-Scholes 選擇權定價、生物學和遺傳學中的應用、密碼學、鞅和隨機微積分
- 根據讀者的數學水平,提供所需的數學介紹
- 附帶網站,包含相關的數據文件以及書中使用的所有 R 代碼和腳本

《使用 R 介紹隨機過程》是一本理想的隨機過程入門教材,適用於理學、工學、工程學和數學學科的本科和研究生入門學生。本書也是應用數學家和統計學家對該主題進行復習的優秀參考書。

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