Point Process Theory and Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Point Process Theory and Applications write by Martin Jacobsen. This book was released on 2006-07-27. Point Process Theory and Applications available in PDF, EPUB and Kindle. 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
An Introduction to the Theory of Point Processes
An Introduction to the Theory of Point Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook An Introduction to the Theory of Point Processes write by D.J. Daley. This book was released on 2006-04-10. An Introduction to the Theory of Point Processes available in PDF, EPUB and Kindle. Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present their Introduction to the Theory of Point Processes in two volumes with sub-titles Elementary Theory and Models and General Theory and Structure. Volume One contains the introductory chapters from the first edition, together with an informal treatment of some of the later material intended to make it more accessible to readers primarily interested in models and applications. The main new material in this volume relates to marked point processes and to processes evolving in time, where the conditional intensity methodology provides a basis for model building, inference, and prediction. There are abundant examples whose purpose is both didactic and to illustrate further applications of the ideas and models that are the main substance of the text.
An Introduction to the Theory of Point Processes
An Introduction to the Theory of Point Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook An Introduction to the Theory of Point Processes write by Daryl J. Daley. This book was released on 2013-03-14. An Introduction to the Theory of Point Processes available in PDF, EPUB and Kindle. Stochastic point processes are sets of randomly located points in time, on the plane or in some general space. This book provides a general introduction to the theory, starting with simple examples and an historical overview, and proceeding to the general theory. It thoroughly covers recent work in a broad historical perspective in an attempt to provide a wider audience with insights into recent theoretical developments. It contains numerous examples and exercises. This book aims to bridge the gap between informal treatments concerned with applications and highly abstract theoretical treatments.
Point Processes and Jump Diffusions
Point Processes and Jump Diffusions - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Point Processes and Jump Diffusions write by Tomas Björk. This book was released on 2021-06-17. Point Processes and Jump Diffusions available in PDF, EPUB and Kindle. Develop a deep understanding and working knowledge of point-process theory as well as its applications in finance.
Stationary Stochastic Processes
Stationary Stochastic Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stationary Stochastic Processes write by Georg Lindgren. This book was released on 2012-10-01. Stationary Stochastic Processes available in PDF, EPUB and Kindle. Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field’s widely scattered applications in engineering and science. In addition, it reviews sample function properties and spectral representations for stationary processes and fields, including a portion on stationary point processes. Features Presents and illustrates the fundamental correlation and spectral methods for stochastic processes and random fields Explains how the basic theory is used in special applications like detection theory and signal processing, spatial statistics, and reliability Motivates mathematical theory from a statistical model-building viewpoint Introduces a selection of special topics, including extreme value theory, filter theory, long-range dependence, and point processes Provides more than 100 exercises with hints to solutions and selected full solutions This book covers key topics such as ergodicity, crossing problems, and extremes, and opens the doors to a selection of special topics, like extreme value theory, filter theory, long-range dependence, and point processes, and includes many exercises and examples to illustrate the theory. Precise in mathematical details without being pedantic, Stationary Stochastic Processes: Theory and Applications is for the student with some experience with stochastic processes and a desire for deeper understanding without getting bogged down in abstract mathematics.
