Dobrow, Robert P.,

Introduction to stochastic processes with R / Robert P. Dobrow. - 1 online resource (581 pages) : illustrations

Includes bibliographical references and index.

Markov chains : first steps -- Markov chains for the long term -- Branching processes -- Markov chain Monte Carlo -- Poisson process -- Continuous time -- Brownian motion -- A gentle introduction to stochastic calculus.

9781118740705 (e-book)


Stochastic processes.
R (Computer program language)


Electronic books.

QC20.7.S8 / D63 2016eb

519.2/302855133