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Introduction to Stochastic Processes with R 1st Edition
| Robert P. Dobrow (Author) Find all the books, read about the author, and more. See search results for this author |
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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.
- ISBN-101118740653
- ISBN-13978-1118740651
- Edition1st
- PublisherWiley
- Publication dateFebruary 26, 2016
- LanguageEnglish
- Dimensions6.14 x 1.32 x 9.21 inches
- Print length502 pages
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From the Inside Flap
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 freeware 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:
- Over 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 interesting supplemental 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 website 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.
From the Back Cover
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 freeware 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:
- Over 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 interesting supplemental 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 website 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.
About the Author
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Product details
- Publisher : Wiley; 1st edition (February 26, 2016)
- Language : English
- Hardcover : 502 pages
- ISBN-10 : 1118740653
- ISBN-13 : 978-1118740651
- Item Weight : 1.78 pounds
- Dimensions : 6.14 x 1.32 x 9.21 inches
- Best Sellers Rank: #819,174 in Books (See Top 100 in Books)
- #988 in Statistics (Books)
- #1,573 in Probability & Statistics (Books)
- Customer Reviews:
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(In past years, I have experimented with a variety of other textbooks for teaching undergraduate Stochastic Processes. Among them were Hoel/Post/Stone's "Introduction to Stochastic Processes", Lawler's "Introduction to Stochastic Processes", and Karlin and Pinsky's "An Introduction to Stochastic Modeling".)
With Dobrow's text I have finally found the perfect textbook for the course. Here are some of its great features:
1. Clear and thorough exposition at the "right level" for a calculus-based treatment of the material. Good balance between theory and applications. Lots of helpful figures throughout the text.
2. Interesting choice of topics and references to research (especially in the chapter on MCMC methods).
3. Works well as a fairly self contained course resource. Relevant review topics are summarized in the appendices. The book also includes a brief (but for the use of the book sufficient) introduction to R as well as a collection of downloadable script files .
4. Lots of well chosen exercises at the end of each chapter. I assigned many of them as homework problems. A small criticism: It would be nice to also have a few fairly tough "challenge" problems amongst the exercises. (But of course one can always supplement problems from other sources.)
I highly recommend this book. Will definitely use it again as the main textbook for a future Stochastic Processes course.
linking material with R is nice
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Mucho código y bueno






