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Point Process Theory and Applications

Name: Point Process Theory and Applications
Brand: Springer, Basel
SKU: 9780817642150
Price: 478.39 RON
Availability: InStock

Marked Point Processes and Piecewise Deterministic Processes

Autor: M. Jacobsen

Limbă:

Legare: Copertă tare

Editura: Springer, Basel

Disponibilitate: În depozitul extern în cantități mici

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478.39 lei

Mathematically rigorous exposition of the basic theory of marked point processes and piecewise deter...

Informații despre carte

Autor

M. Jacobsen

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2005

Pagini

328

EAN

9780817642150

ISBN

0817642153

Enbook ID

01399302

Editura

Springer, Basel

Greutate

669

Dimensiuni

156 x 234 x 20

Descriere completă

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 audienceThis 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 focus is on point processes that generate only finitely many points in finite time intervals, resulting in piecewise deterministic processes with "few jumps". The point processes are constructed from scratch with detailed proofs and their distributions characterized using compensating measures and martingale structures. Piecewise deterministic processes are defined and identified with certain marked point processes, which are then used in particular to construct and study a large class of piecewise deterministic Markov processes, whether time homogeneous or not.§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 in survival analysis, branching processes, ruin probabilities, sports (soccer), finance and risk management (arbitrage and portfolio trading strategies), and queueing theory.§Graduate students and researchers interested in probabilistic modeling and its applications 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, an explanatory introduction to each chapter highlights those portions that are crucial and those that can be omitted by non-specialists, making the material more accessible to a wider cross-disciplinary audience.

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Point Process Theory and Applications

Marked Point Processes and Piecewise Deterministic Processes

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