Martin Jacobsen
Birkhäuser Boston
2006e druk, 2005
9780817642150
Point Process Theory and Applications
Marked Point and Piecewise Deterministic Processes
Specificaties
Gebonden, 328 blz.
|
Engels
Birkhäuser Boston |
2006e druk, 2005
ISBN13: 9780817642150
Rubricering
Onderdeel van serie
Probability and Its Applications
Levertijd ongeveer 8 werkdagen
Samenvatting
Mathematically rigorous exposition of the basic theory of marked point processes and piecewise deterministic stochastic processes
Point processes are constructed from scratch with detailed proofs
Includes applications with examples and exercises in survival analysis, branching processes, ruin probabilities, sports (soccer), finance and risk management, and queueing theory
Accessible to a wider cross-disciplinary audience
Specificaties
ISBN13:9780817642150
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:328
Uitgever:Birkhäuser Boston
Druk:2006
Inhoudsopgave
* Preface Part I: Theory * Introduction * Simple and Marked Point Processes * Construction of SPPs and MPPs * Compensators and Mrtingales * Likelihood Processes * Independence * Piecewise Deterministic Markov Processes (PDMPs) Part II: Applications * Survival Analysis * Branching, Ruin, Soccer * A Model from Finance * Examples of Queueing Models Part III: Appendices * Appendix A: Differentiation of Cadlag Functions * Appendix B: Filtrations, Processes, Martingales * Bibliographical Notes * References * Notation Index * Index