Point Process Calculus in Time and Space: An Introduction With Applications - Couverture rigide

Livre 31 sur 34: Probability Theory and Stochastic Modelling

Brémaud, Pierre

 
9783030627522: Point Process Calculus in Time and Space: An Introduction With Applications
Couverture rigide
ISBN 10 : 3030627527 ISBN 13 : 9783030627522
Editeur : Springer Nature Switzerland AG, 2020

Synopsis

This book provides an introduction to the theory and applications of point processes, both in time and in space. Presenting the two components of point process calculus, the martingale calculus and the Palm calculus, it aims to develop the computational skills needed for the study of stochastic models involving point processes, providing enough of the general theory for the reader to reach a technical level sufficient for most applications.

Classical and not-so-classical models are examined in detail, including Poisson-Cox, renewal, cluster and branching (Kerstan-Hawkes) point processes.The applications covered in this text (queueing, information theory, stochastic geometry and signal analysis) have been chosen not only for their intrinsic interest but also because they illustrate the theory.

Written in a rigorous but not overly abstract style, the book will be accessible to earnest beginners with a basic training in probability but will also interest upper graduate students and experienced researchers.





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À propos de l?auteur

Pierre Brémaud is an Emeritus Professor of the École polytechnique fédérale de Lausanne and alumnus of the École Polytechnique in France. He obtained his Doctorate in Mathematics from the University of Paris VI and his PhD from the department of Electrical Engineering and Computer Science of the University of California at Berkeley. He is a major contributor to the theory of stochastic processes and their applications, and has authored or co-authored several reference and textbooks on the subject.


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Éditeur
Springer Nature Switzerland AG
Date d'édition
2020
Langue
anglais
ISBN 10 
3030627527
ISBN 13 
9783030627522
Reliure
Relié
Nombre de pages
569
Coordonnées du fabricant
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Darmstadt
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Autres éditions populaires du même titre

9783030627553: Point Process Calculus in Time and Space: An Introduction With Applications

Edition présentée

ISBN 10 :  3030627551 ISBN 13 :  9783030627553
Editeur : Springer Nature Switzerland AG, 2021
Couverture souple