Introduction to Stochastic Processes with R

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