Introduction to Stochastic Processes with R(Hardcover)
暫譯: 使用 R 的隨機過程導論(精裝版)

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)

透過 R 認識隨機過程

隨機過程導論與 R 是一本易於理解且平衡的隨機過程理論介紹,強調機率理論在自然科學和社會科學中的實際應用。透過流行的統計軟體 R 進行模擬,使理論結果以實際的、動手的示範方式呈現。

本書由該領域的高級專家撰寫,作者提供了來自各個學科的眾多範例,用以說明概念並突顯計算和理論結果。隨機過程導論與 R 旨在培養讀者的問題解決能力和數學成熟度,內容包括:


  • 超過 200 個範例和 600 個章末練習題

  • 一個 R 的入門教程,以及包含機率和矩陣代數複習材料的附錄

  • 討論許多及時且引人入勝的主題,包括馬可夫鏈蒙地卡羅、圖上的隨機漫步、洗牌、布萊克-斯科爾斯選擇定價、生物學和遺傳學的應用、密碼學、馬丁蓋爾和隨機微積分

  • 根據需要介紹數學,以適應不同數學水平的讀者

  • 一個伴隨的網站,包含相關的數據檔案以及全書使用的所有 R 代碼和腳本

隨機過程導論與 R 是隨機過程入門課程的理想教科書。本書針對科學、技術、工程和數學學科的本科生及初級研究生。對於有興趣回顧該主題的應用數學家和統計學家來說,本書也是一個極好的參考資料。