| 書目名稱 | Introduction to Stochastic Processes Using R | | 編輯 | Sivaprasad Madhira,Shailaja Deshmukh | | 視頻video | http://file.papertrans.cn/475/474231/474231.mp4 | | 概述 | Augments the theory with R software for various computations associated with stochastic processes.Contains various kinds of conceptual, computational, and MCQ exercises at chapter end with solutions.P | | 圖書封面 |  | | 描述 | .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 m | | 出版日期 | Textbook 2023 | | 關(guān)鍵詞 | Stochastic Processes with R; Discrete time Markov Chains; Continuous time Markov Chains; Galton-Watson | | 版次 | 1 | | doi | https://doi.org/10.1007/978-981-99-5601-2 | | isbn_softcover | 978-981-99-5603-6 | | isbn_ebook | 978-981-99-5601-2 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapor |
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