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Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes
Hardcover
Series: Probability and Its Applications (Duplicate)
Business GeneralGeneral MathematicsProbability & Statistics
ISBN13: 9780817642150
Publisher: Birkhauser
Published: Dec 15 2005
Pages: 328
Weight: 1.32
Height: 0.81 Width: 6.30 Depth: 9.56
Language: English
This text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over time, and shows how this theory may be used to treat piecewise deterministic stochastic processes in continuous time. The point processes are constructed from scratch with detailed proofs. The second part of the book addresses applications of the just developed theory; this analysis of various models in applied statistics and probability includes examples and exercises. Graduate students and researchers will find this text an excellent resource, requiring for mastery a solid foundation in probability theory, measure and integration, as well as some knowledge of stochastic processes and martingales. However, the material is presented so as to be accessible to a wider cross-disciplinary audience.
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