Random Process Analysis With R

by Bittelli, Marco; Olmi, Roberto; Rosa, Rodolfo

• ISBN13: 9780198862512
• ISBN10: 0198862512
• Format: Hardcover
• Copyright: 2023-01-13
• Publisher: Oxford University Press

Author Biography

Marco Bittelli, Professor, Department of Agricultural and Food Sciences, University of Bologna, Italy,Roberto Olmi, Senior Researcher, Institute of Applied Physics, National Research Council, Italy,Rodolfo Rosa, Professor, Department of Physics and Matter Technologies, National Research Council,
Italy

Marco Bittelli received a degree in Agricultural Sciences from the University of Bologna, Italy, in 1994 and an M.S. and a Ph.D. in Soil Physics from Washington State University, USA, in 2001. He teaches Soil and Environmental Physics, Statistics and Philosophy of Science courses at the University
of Bologna.


Roberto Olmi received a degree in Physics from the University of Firenze, Italy, in 1983. Since 1984 he has been a researcher at the Institute of Research on Electromagnetic Waves of the National Research Council in Firenze.


Rodolfo Rosa received a degree in Physics in 1968 and in Philosophy in 1977 from the University of Bologna. From 1969 to 1992, he was a researcher at the National Research Council-Institute of Microelectronics and Microsystems, Bologna. From 1992 to 2014 he was a Professor at the Faculty of
Statistics at the University of Bologna, where he taught courses on Statistics for Experimental Research, Chaos and Complexity, and Probability and Stochastic Processes.

Table of Contents

1. Introduction
2. Historical Background
3. Introduction to Stochastic Processes
4. Poisson Processes
5. Random Walk
6. ARMA Processes
7. Spectrum Analysis
8. Markov Chain Monte Carlo
9. Bayesian Inference and Stochastic Processes
10. Genetic Algorithms: an Evolutionary-based Global Random Search
11. The Problem of Accuracy
12. Spatial Analysis
13. How Random is a Random Process?
Appendix A: Bootstrap
Appendix B: JAGS
List of symbols
List of R Codes
References
Index