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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Marked Point Processes on the Real Line: The Dynamical Approach

Marked Point Processes on the Real Line: The Dynamical Approach

Last, Günter
Brandt, Andreas

Hardcover

Series: Probability and Its Applications

Probability & Statistics

ISBN10: 0387945474
ISBN13: 9780387945477
Publisher: Springer Nature
Published: Aug 10 1995
Pages: 490
Weight: 1.95
Height: 1.13 Width: 6.14 Depth: 9.21
Language: English
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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