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OCoLC |
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m o d |
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230209s2016 xx o ||| 0 eng d |
| 040 |
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|a EBLCP
|b eng
|c EBLCP
|d OCLCQ
|d OCLCO
|d OCLCQ
|d EBLCP
|d OCLCQ
|d OCLCL
|d OCLCQ
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| 020 |
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|a 9781118740705
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| 020 |
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|a 111874070X
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| 035 |
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|a (OCoLC)1347027226
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| 082 |
0 |
4 |
|a 519.2/302855133
|q OCoLC
|2 23/eng/20230216
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| 049 |
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|a UAMI
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| 100 |
1 |
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|a Dobrow, Robert P.
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| 245 |
1 |
0 |
|a Introduction to Stochastic Processes with R
|h [electronic resource].
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| 260 |
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|a Newark :
|b John Wiley & Sons, Incorporated,
|c 2016.
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| 300 |
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|a 1 online resource (588 p.).
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| 490 |
1 |
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|a New York Academy of Sciences Ser.
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| 500 |
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|a Description based upon print version of record.
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| 505 |
0 |
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|a Intro -- TITLE PAGE -- COPYRIGHT -- DEDICATION -- TABLE OF CONTENTS -- PREFACE -- ACKNOWLEDGMENTS -- LIST OF SYMBOLS AND NOTATION -- NOTATION CONVENTIONS -- ABBREVIATIONS -- ABOUT THE COMPANION WEBSITE -- CHAPTER 1: INTRODUCTION AND REVIEW -- 1.1 DETERMINISTIC AND STOCHASTIC MODELS -- 1.2 WHAT IS A STOCHASTIC PROCESS? -- 1.3 MONTE CARLO SIMULATION -- 1.4 CONDITIONAL PROBABILITY -- 1.5 CONDITIONAL EXPECTATION -- CHAPTER 2: MARKOV CHAINS: FIRST STEPS -- 2.1 INTRODUCTION -- 2.2 MARKOV CHAIN CORNUCOPIA -- 2.3 BASIC COMPUTATIONS -- 2.4 LONG-TERM BEHAVIOR-THE NUMERICAL EVIDENCE -- 2.5 SIMULATION
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| 505 |
8 |
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|a 2.6 MATHEMATICAL INDUCTION* -- CHAPTER 3: MARKOV CHAINS FOR THE LONG TERM -- 3.1 LIMITING DISTRIBUTION -- 3.2 STATIONARY DISTRIBUTION -- 3.3 CAN YOU FIND THE WAY TO STATE a? -- 3.4 IRREDUCIBLE MARKOV CHAINS -- 3.5 PERIODICITY -- 3.6 ERGODIC MARKOV CHAINS -- 3.7 TIME REVERSIBILITY -- 3.8 ABSORBING CHAINS -- 3.9 REGENERATION AND THE STRONG MARKOV PROPERTY* -- 3.10 PROOFS OF LIMIT THEOREMS* -- CHAPTER 4: BRANCHING PROCESSES -- 4.1 INTRODUCTION -- 4.2 MEAN GENERATION SIZE -- 4.3 PROBABILITY GENERATING FUNCTIONS -- 4.4 EXTINCTION IS FOREVER -- CHAPTER 5: MARKOV CHAIN MONTE CARLO -- 5.1 INTRODUCTION
|
| 505 |
8 |
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|a 5.2 METROPOLIS-HASTINGS ALGORITHM -- 5.3 GIBBS SAMPLER -- 5.4 PERFECT SAMPLING* -- 5.5 RATE OF CONVERGENCE: THE EIGENVALUE CONNECTION* -- 5.6 CARD SHUFFLING AND TOTAL VARIATION DISTANCE* -- CHAPTER 6: POISSON PROCESS -- 6.1 INTRODUCTION -- 6.2 ARRIVAL, INTERARRIVAL TIMES -- 6.3 INFINITESIMAL PROBABILITIES -- 6.4 THINNING, SUPERPOSITION -- 6.5 UNIFORM DISTRIBUTION -- 6.6 SPATIAL POISSON PROCESS -- 6.7 NONHOMOGENEOUS POISSON PROCESS -- 6.8 PARTING PARADOX -- CHAPTER 7: CONTINUOUS-TIME MARKOV CHAINS -- 7.1 INTRODUCTION -- 7.2 ALARM CLOCKS AND TRANSITION RATES -- 7.3 INFINITESIMAL GENERATOR
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| 505 |
8 |
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|a 7.4 LONG-TERM BEHAVIOR -- 7.5 TIME REVERSIBILITY -- 7.6 QUEUEING THEORY -- 7.7 POISSON SUBORDINATION -- CHAPTER 8: BROWNIAN MOTION -- 8.1 INTRODUCTION -- 8.2 BROWNIAN MOTION AND RANDOM WALK -- 8.3 GAUSSIAN PROCESS -- 8.4 TRANSFORMATIONS AND PROPERTIES -- 8.5 VARIATIONS AND APPLICATIONS -- 8.6 MARTINGALES -- CHAPTER 9: A GENTLE INTRODUCTION TO STOCHASTIC CALCULUS* -- 9.1 INTRODUCTION -- 9.2 ITO INTEGRAL -- 9.3 STOCHASTIC DIFFERENTIAL EQUATIONS -- APPENDIX A: GETTING STARTED WITH R -- APPENDIX B: PROBABILITY REVIEW -- B.1 DISCRETE RANDOM VARIABLES -- B.2 JOINT DISTRIBUTION
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| 505 |
8 |
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|a B.3 CONTINUOUS RANDOM VARIABLES -- B.4 COMMON PROBABILITY DISTRIBUTIONS -- B.5 LIMIT THEOREMS -- B.6 MOMENT-GENERATING FUNCTIONS -- APPENDIX C: SUMMARY OF COMMON PROBABILITY DISTRIBUTIONS -- APPENDIX D: MATRIX ALGEBRA REVIEW -- D.1 BASIC OPERATIONS -- D.2 LINEAR SYSTEM -- D.3 MATRIX MULTIPLICATION -- D.4 DIAGONAL, IDENTITY MATRIX, POLYNOMIALS -- D.5 TRANSPOSE -- D.6 INVERTIBILITY -- D.7 BLOCK MATRICES -- D.8 LINEAR INDEPENDENCE AND SPAN -- D.9 BASIS -- D.10 VECTOR LENGTH -- D.11 ORTHOGONALITY -- D.12 EIGENVALUE, EIGENVECTOR -- D.13 DIAGONALIZATION -- ANSWERS TO SELECTED ODD-NUMBERED EXERCISES
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| 504 |
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|a REFERENCES
|
| 590 |
|
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
|
| 655 |
|
0 |
|a Electronic books.
|
| 758 |
|
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|i has work:
|a Introduction to Stochastic Processes with R (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCXm3YdVk6tKJm9Qf7MCKxC
|4 https://id.oclc.org/worldcat/ontology/hasWork
|
| 776 |
0 |
8 |
|i Print version:
|a Dobrow, Robert P.
|t Introduction to Stochastic Processes with R
|d Newark : John Wiley & Sons, Incorporated,c2016
|z 9781118740712
|
| 830 |
|
0 |
|a New York Academy of Sciences Ser.
|
| 856 |
4 |
0 |
|u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=7104014
|z Texto completo
|
| 938 |
|
|
|a ProQuest Ebook Central
|b EBLB
|n EBL7104014
|
| 994 |
|
|
|a 92
|b IZTAP
|
