Introduction to stochastic processes with R - Dobrow, Robert P. (Hoboken, New Jersey : John Wiley & Sons, 2016)
Markov chains : first steps -- Markov chains for the long term -- Branching processes -- Markov chain Monte Carlo -- Poisson process -- Continuous time -- Brownian motion -- A gentle introduction to stochastic calculus.
Includes bibliographical references and index.
Description based on print version record and CIP data provided by publisher.
Keywords: Stochastic processes; R (Computer program language); R (Computer program language); Stochastic processes; MATHEMATICS / Applied; MATHEMATICS / Probability & Statistics / General; Electronic books