Marked Point Processes on the Real Line: The Dynamical Approach (Probability and Its Applications) - Tapa dura

Brandt, Andreas; Last, Günter

 
9780387945477: Marked Point Processes on the Real Line: The Dynamical Approach (Probability and Its Applications)
Tapa dura
ISBN 10: 0387945474 ISBN 13: 9780387945477
Editorial: Springer, 1995

Sinopsis

This book gives a self-contained introduction to the dynamic martingale approach to marked point processes (MPP). Based on the notion of a compensator, this approach gives a versatile tool for analyzing and describing the stochastic properties of an MPP. In particular, the authors discuss the relationship of an MPP to its compensator and particular classes of MPP are studied in great detail. The theory is applied to study properties of dependent marking and thinning, to prove results on absolute continuity of point process distributions, to establish sufficient conditions for stochastic ordering between point and jump processes, and to solve the filtering problem for certain classes of MPPs.

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Críticas

"It is obvious that the authors have had fun in writing this book; they want to share their enthusiasm for the subject with a broad readership...The authors are to be congratulated on the final product." (International Statistical Institute short book reviews)

Reseña del editor

This book gives a self-contained introduction to the dynamic martingale approach to marked point processes (MPP). Based on the notion of a compensator, this approach gives a versatile tool for analyzing and describing the stochastic properties of an MPP. In particular, the authors discuss the relationship of an MPP to its compensator and particular classes of MPP are studied in great detail. The theory is applied to study properties of dependent marking and thinning, to prove results on absolute continuity of point process distributions, to establish sufficient conditions for stochastic ordering between point and jump processes, and to solve the filtering problem for certain classes of MPPs.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
1995
Idioma
Inglés
ISBN 10 
0387945474
ISBN 13 
9780387945477
Encuadernación
Tapa dura
Número de páginas
508
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
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Friedrich-Karl-Str. 9
Hamburg
Alemania

Otras ediciones populares con el mismo título

9781461497875: Marked Point Processes on the Real Line: The Dynamical Approach (Probability and Its Applications)

Edición Destacada

ISBN 10:  1461497876 ISBN 13:  9781461497875
Editorial: Springer, 2014
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