Stochastic Processes with R (eBook, PDF)

An Introduction

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Stochastic Processes with R: An Introduction cuts through the heavy theory that is present in most courses on random processes and serves as practical guide to simulated trajectories and real-life applications for stochastic processes. The light yet detailed text provides a solid foundation that is an ideal companion for undergraduate statistics students looking to familiarize themselves with stochastic processes before going on to more advanced courses.Key Features Provides complete R codes for all simulations and calculations Substantial scientific or popular applications of each process wit...

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