Stochastic Processes with R

<p><strong><em>Stochastic Processes with R: An Introduction</em></strong> 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.</p><p>Key Features</p><ul> <p> </p> <li>Provides complete R codes for all simulations and calculations</li> <p> </p> <li>Substantial scientific or popular applications of each process with occasional statistical analysis</li> <p> </p> <li>Helpful definitions and examples are provided for each process</li> <p> </p> <li>End of chapter exercises cover theoretical applications and practice calculations</li> </ul>