Articles liés à Point Process Theory and Applications: Marked Point...

Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes - Couverture rigide

Livre 14 sur 35: Probability and Its Applications

Jacobsen, Martin

 
9780817642150: Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes
Couverture rigide
ISBN 10 : 0817642153 ISBN 13 : 9780817642150
Editeur : Birkhauser Boston Inc, 2005

Synopsis

This text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over time, and shows how this theory may be used to treat piecewise deterministic stochastic processes in continuous time. The point processes are constructed from scratch with detailed proofs. The second part of the book addresses applications of the just developed theory; this analysis of various models in applied statistics and probability includes examples and exercises. Graduate students and researchers will find this text an excellent resource, requiring for mastery a solid foundation in probability theory, measure and integration, as well as some knowledge of stochastic processes and martingales. However, the material is presented so as to be accessible to a wider cross-disciplinary audience.

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

Éditeur
Birkhauser Boston Inc
Date d'édition
2005
Langue
anglais
ISBN 10 
0817642153
ISBN 13 
9780817642150
Reliure
Relié
Nombre de pages
340
Coordonnées du fabricant
non disponible
Personne responsable
non disponible