語系:
繁體中文
English
說明(常見問題)
回圖書館首頁
手機版館藏查詢
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Introduction to stochastic processes...
~
Madhira, Sivaprasad.
FindBook
Google Book
Amazon
博客來
Introduction to stochastic processes using R
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Introduction to stochastic processes using R/ by Sivaprasad Madhira, Shailaja Deshmukh.
作者:
Madhira, Sivaprasad.
其他作者:
Deshmukh, Shailaja.
出版者:
Singapore :Springer Nature Singapore : : 2023.,
面頁冊數:
xx, 651 p. :ill., digital ;24 cm.
內容註:
Basics of Stochastic Processes -- Markov Chains -- Long-run Behaviour of Markov Chains -- Random Walks -- Bienayme Galton Watson Branching Process -- Continuous Time Markov Chains -- Poisson Process -- Birth and Death Processes -- Brownian Motion Process -- Renewal Process -- Solutions Conceptual Exercises.
Contained By:
Springer Nature eBook
標題:
Stochastic processes - Data processing. -
電子資源:
https://doi.org/10.1007/978-981-99-5601-2
ISBN:
9789819956012
Introduction to stochastic processes using R
Madhira, Sivaprasad.
Introduction to stochastic processes using R
[electronic resource] /by Sivaprasad Madhira, Shailaja Deshmukh. - Singapore :Springer Nature Singapore :2023. - xx, 651 p. :ill., digital ;24 cm.
Basics of Stochastic Processes -- Markov Chains -- Long-run Behaviour of Markov Chains -- Random Walks -- Bienayme Galton Watson Branching Process -- Continuous Time Markov Chains -- Poisson Process -- Birth and Death Processes -- Brownian Motion Process -- Renewal Process -- Solutions Conceptual Exercises.
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 processes play 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 most frequently applied stochastic process in a variety of fields, with its extension to a renewal process. The book also presents important basic concepts on Brownian motion process, a stochastic process of historic importance. It covers its few extensions and variations, such as Brownian bridge, geometric Brownian motion process, which have applications in finance, stock markets, inventory etc. The book is designed primarily to serve as a textbook for a one semester introductory course in stochastic processes, in a post-graduate program, such as Statistics, Mathematics, Data Science and Finance. It can also be used for relevant courses in other disciplines. Additionally, it provides sufficient background material for studying inference in stochastic processes. The book thus fulfils the need of a concise but clear and student-friendly introduction to various types of stochastic processes.
ISBN: 9789819956012
Standard No.: 10.1007/978-981-99-5601-2doiSubjects--Topical Terms:
579742
Stochastic processes
--Data processing.
LC Class. No.: QA274 / .M334 2023
Dewey Class. No.: 519.2302855133
Introduction to stochastic processes using R
LDR
:03409nmm a2200325 a 4500
001
2335407
003
DE-He213
005
20231103114017.0
006
m d
007
cr nn 008maaau
008
240402s2023 si s 0 eng d
020
$a
9789819956012
$q
(electronic bk.)
020
$a
9789819956005
$q
(paper)
024
7
$a
10.1007/978-981-99-5601-2
$2
doi
035
$a
978-981-99-5601-2
040
$a
GP
$c
GP
041
0
$a
eng
050
4
$a
QA274
$b
.M334 2023
072
7
$a
KCA
$2
bicssc
072
7
$a
BUS069030
$2
bisacsh
072
7
$a
KCA
$2
thema
082
0 4
$a
519.2302855133
$2
23
090
$a
QA274
$b
.M181 2023
100
1
$a
Madhira, Sivaprasad.
$3
3667762
245
1 0
$a
Introduction to stochastic processes using R
$h
[electronic resource] /
$c
by Sivaprasad Madhira, Shailaja Deshmukh.
260
$a
Singapore :
$b
Springer Nature Singapore :
$b
Imprint: Springer,
$c
2023.
300
$a
xx, 651 p. :
$b
ill., digital ;
$c
24 cm.
505
0
$a
Basics of Stochastic Processes -- Markov Chains -- Long-run Behaviour of Markov Chains -- Random Walks -- Bienayme Galton Watson Branching Process -- Continuous Time Markov Chains -- Poisson Process -- Birth and Death Processes -- Brownian Motion Process -- Renewal Process -- Solutions Conceptual Exercises.
520
$a
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 processes play 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 most frequently applied stochastic process in a variety of fields, with its extension to a renewal process. The book also presents important basic concepts on Brownian motion process, a stochastic process of historic importance. It covers its few extensions and variations, such as Brownian bridge, geometric Brownian motion process, which have applications in finance, stock markets, inventory etc. The book is designed primarily to serve as a textbook for a one semester introductory course in stochastic processes, in a post-graduate program, such as Statistics, Mathematics, Data Science and Finance. It can also be used for relevant courses in other disciplines. Additionally, it provides sufficient background material for studying inference in stochastic processes. The book thus fulfils the need of a concise but clear and student-friendly introduction to various types of stochastic processes.
650
0
$a
Stochastic processes
$x
Data processing.
$3
579742
650
0
$a
R (Computer program language)
$3
784593
650
1 4
$a
Quantitative Economics.
$3
3538570
650
2 4
$a
Stochastic Processes.
$3
906873
650
2 4
$a
Applied Probability.
$3
3599446
650
2 4
$a
Probability Theory.
$3
3538789
650
2 4
$a
Markov Process.
$3
3538809
700
1
$a
Deshmukh, Shailaja.
$3
3506174
710
2
$a
SpringerLink (Online service)
$3
836513
773
0
$t
Springer Nature eBook
856
4 0
$u
https://doi.org/10.1007/978-981-99-5601-2
950
$a
Economics and Finance (SpringerNature-41170)
筆 0 讀者評論
館藏地:
全部
電子資源
出版年:
卷號:
館藏
1 筆 • 頁數 1 •
1
條碼號
典藏地名稱
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
W9461612
電子資源
11.線上閱覽_V
電子書
EB QA274 .M334 2023
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
評論
新增評論
分享你的心得
Export
取書館
處理中
...
變更密碼
登入