Stationary Marked Point Processes: An Intuitive Approach - Couverture rigide

Sigman, Karl

 
9780412984310: Stationary Marked Point Processes: An Intuitive Approach

Synopsis

Taking an applied point of view, this book provides an accessible introduction to the theory of stationary random marked point processes on the non-negative real line. The reader will be able to gain an intuitive understanding of stationary marked point processes and be able to apply the theory to stochastic modeling. The emphasis is on time averages and asymptotic stationarity. Proofs of the main results are given using shift-coupling methods and measure theory is kept to a minimum. Examples and exercises are given involving explicit construction of time and event stationary versions, using the 'inspection paradox' as an intuitive guide. The Rate Conservation Law is given and used in applications to queueing theory. The prerequisites are a background in probability theory and stochastic processes up to conditional expectation.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Taking an applied point of view, this book provides an accessible introduction to the theory of stationary random marked point processes on the non-negative real line. The reader will be able to gain an intuitive understanding of stationary marked point processes and be able to apply the theory to stochastic modeling. The emphasis is on time averages and asymptotic stationarity. Proofs of the main results are given using shift-coupling methods and measure theory is kept to a minimum. Examples and exercises are given involving explicit construction of time and event stationary versions, using the 'inspection paradox' as an intuitive guide. The Rate Conservation Law is given and used in applications to queueing theory. The prerequisites are a background in probability theory and stochastic processes up to conditional expectation.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9780412056512: Stationary Marked Point Processes

Edition présentée

ISBN 10 :  0412056518 ISBN 13 :  9780412056512
Editeur : Chapman and Hall, 1994
Couverture rigide