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Author : Johannes Kerstan
Publisher :
ISBN 13 : 9780835728409
Total Pages : 542 pages
Book Rating : 4.7/5 (284 download)
Download or read book Infinitely Divisible Point Processes written by Johannes Kerstan and published by . This book was released on with total page 542 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Johannes Kerstan
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 552 pages
Book Rating : 4.3/5 (91 download)
Download or read book Infinitely Divisible Point Processes written by Johannes Kerstan and published by John Wiley & Sons. This book was released on 1978 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Johannes Kerstan
Publisher :
ISBN 13 :
Total Pages : 516 pages
Book Rating : 4.:/5 (247 download)
Download or read book Infinitely Divisible Stochastic Point Processes written by Johannes Kerstan and published by . This book was released on 1977 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Daryl J. Daley
Publisher : Springer Science & Business Media
ISBN 13 : 1475720017
Total Pages : 720 pages
Book Rating : 4.4/5 (757 download)
Download or read book An Introduction to the Theory of Point Processes written by Daryl J. Daley and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Alfonso Rocha-Arteaga
Publisher : Springer Nature
ISBN 13 : 3030227006
Total Pages : 135 pages
Book Rating : 4.0/5 (32 download)
Download or read book Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition written by Alfonso Rocha-Arteaga and published by Springer Nature. This book was released on 2019-11-02 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination. These topics are developed around a decreasing chain of classes of distributions Lm, m = 0,1,...,∞, from the class L0 of selfdecomposable distributions to the class L∞ generated by stable distributions through convolution and convergence. The book is divided into five chapters. Chapter 1 studies basic properties of Lm classes needed for the subsequent chapters. Chapter 2 introduces Ornstein-Uhlenbeck type processes generated by a Lévy process through stochastic integrals based on Lévy processes. Necessary and sufficient conditions are given for a generating Lévy process so that the OU type process has a limit distribution of Lm class. Chapter 3 establishes the correspondence between selfsimilar additive processes and selfdecomposable distributions and makes a close inspection of the Lamperti transformation, which transforms selfsimilar additive processes and stationary type OU processes to each other. Chapter 4 studies multivariate subordination of a cone-parameter Lévy process by a cone-valued Lévy process. Finally, Chapter 5 studies strictly stable and Lm properties inherited by the subordinated process in multivariate subordination. In this revised edition, new material is included on advances in these topics. It is rewritten as self-contained as possible. Theorems, lemmas, propositions, examples and remarks were reorganized; some were deleted and others were newly added. The historical notes at the end of each chapter were enlarged. This book is addressed to graduate students and researchers in probability and mathematical statistics who are interested in learning more on Lévy processes and infinitely divisible distributions.
Author : Sato Ken-Iti
Publisher : Cambridge University Press
ISBN 13 : 9780521553025
Total Pages : 504 pages
Book Rating : 4.5/5 (53 download)
Download or read book Lévy Processes and Infinitely Divisible Distributions written by Sato Ken-Iti and published by Cambridge University Press. This book was released on 1999 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alan Karr
Publisher : Routledge
ISBN 13 : 1351423835
Total Pages : 509 pages
Book Rating : 4.3/5 (514 download)
Download or read book Point Processes and Their Statistical Inference written by Alan Karr and published by Routledge. This book was released on 2017-09-06 with total page 509 pages. Available in PDF, EPUB and Kindle. Book excerpt: Maintaining the excellent features that made the first edition so popular, this outstanding reference/text presents the only comprehensive treatment of the theory of point processes and statistical inference for point processes-highlighting both pointprocesses on the real line and sp;,.tial point processes. Thoroughly updated and revised to reflect changes since publication of the firstedition, the expanded Second EdiLion now contains a better organized and easierto-understand treatment of stationary point processes ... expanded treatment ofthe multiplicative intensity model ... expanded treatment of survival analysis . ..broadened consideration of applications ... an expanded and extended bibliographywith over 1,000 references ... and more than 3('() end-of-chapter exercises.
Author : D.J. Daley
Publisher : Springer Science & Business Media
ISBN 13 : 0387215646
Total Pages : 487 pages
Book Rating : 4.3/5 (872 download)
Download or read book An Introduction to the Theory of Point Processes written by D.J. Daley and published by Springer Science & Business Media. This book was released on 2006-04-10 with total page 487 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : JAY R. Goldman
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (227 download)
Download or read book Infinitely Divisible Point Processes in Rn written by JAY R. Goldman and published by . This book was released on 1966 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent work on infinitely divisible point processes on the line is generalized to Rn. Two special classes of infinitely divisible point processes, regular and singular processes, are singled out by dependency relations among disjoint sets of Rn. Every stationary infinitely divisible point process is the superposition of a regular and a singular process and all regular processes can be realized as Poisson cluster processes. (Author).
Author : Benjamin Arras
Publisher : Springer
ISBN 13 : 3030150178
Total Pages : 104 pages
Book Rating : 4.0/5 (31 download)
Download or read book On Stein's Method for Infinitely Divisible Laws with Finite First Moment written by Benjamin Arras and published by Springer. This book was released on 2019-04-24 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. Two methods are presented and developed to obtain such quantitative results. At the root of these methods stands a Stein characterizing identity discussed in the third chapter and obtained thanks to a covariance representation of infinitely divisible distributions. The first method is based on characteristic functions and Stein type identities when the involved sequence of random variables is itself infinitely divisible with finite first moment. In particular, based on this technique, quantitative versions of compound Poisson approximation of infinitely divisible distributions are presented. The second method is a general Stein's method approach for univariate selfdecomposable laws with finite first moment. Chapter 6 is concerned with applications and provides general upper bounds to quantify the rate of convergence in classical weak limit theorems for sums of independent random variables. This book is aimed at graduate students and researchers working in probability theory and mathematical statistics.
Author : Henry P. McKean
Publisher : American Mathematical Society
ISBN 13 : 1470477874
Total Pages : 159 pages
Book Rating : 4.4/5 (74 download)
Download or read book Stochastic Integrals written by Henry P. McKean and published by American Mathematical Society. This book was released on 2024-05-23 with total page 159 pages. Available in PDF, EPUB and Kindle. Book excerpt: This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations. —E. B. Dynkin, Mathematical Reviews This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Itô lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds. Originally published in 1969, this classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.
Author : D.R. Cox
Publisher : Routledge
ISBN 13 : 1351423851
Total Pages : 171 pages
Book Rating : 4.3/5 (514 download)
Download or read book Point Processes written by D.R. Cox and published by Routledge. This book was released on 2018-12-19 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: There has been much recent research on the theory of point processes, i.e., on random systems consisting of point events occurring in space or time. Applications range from emissions from a radioactive source, occurrences of accidents or machine breakdowns, or of electrical impluses along nerve fibres, to repetitive point events in an individual's medical or social history. Sometimes the point events occur in space rather than time and the application here raneg from statistical physics to geography. The object of this book is to develop the applied mathemathics of point processes at a level which will make the ideas accessible both to the research worker and the postgraduate student in probability and statistics and also to the mathemathically inclined individual in another field interested in using ideas and results. A thorough knowledge of the key notions of elementary probability theory is required to understand the book, but specialised "pure mathematical" coniderations have been avoided.
Author : Giovanni Peccati
Publisher : Springer
ISBN 13 : 3319052330
Total Pages : 359 pages
Book Rating : 4.3/5 (19 download)
Download or read book Stochastic Analysis for Poisson Point Processes written by Giovanni Peccati and published by Springer. This book was released on 2016-07-07 with total page 359 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics. Due to its close ties with stereology and spatial statistics, the results in this area are relevant for a large number of important applications, e.g. to the mathematical modeling and statistical analysis of telecommunication networks, geostatistics and image analysis. In recent years – due mainly to the impetus of the authors and their collaborators – a powerful connection has been established between stochastic geometry and the Malliavin calculus of variations, which is a collection of probabilistic techniques based on the properties of infinite-dimensional differential operators. This has led in particular to the discovery of a large number of new quantitative limit theorems for high-dimensional geometric objects. This unique book presents an organic collection of authoritative surveys written by the principal actors in this rapidly evolving field, offering a rigorous yet lively presentation of its many facets.
Author : Martin Haenggi
Publisher : Cambridge University Press
ISBN 13 : 1107014697
Total Pages : 301 pages
Book Rating : 4.1/5 (7 download)
Download or read book Stochastic Geometry for Wireless Networks written by Martin Haenggi and published by Cambridge University Press. This book was released on 2013 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analyse wireless network performance and improve design choices for future architectures and protocols with this rigorous introduction to stochastic geometry.
Author : Michel Talagrand
Publisher : Springer Nature
ISBN 13 : 3030825957
Total Pages : 727 pages
Book Rating : 4.0/5 (38 download)
Download or read book Upper and Lower Bounds for Stochastic Processes written by Michel Talagrand and published by Springer Nature. This book was released on 2022-01-01 with total page 727 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an in-depth account of modern methods used to bound the supremum of stochastic processes. Starting from first principles, it takes the reader to the frontier of current research. This second edition has been completely rewritten, offering substantial improvements to the exposition and simplified proofs, as well as new results. The book starts with a thorough account of the generic chaining, a remarkably simple and powerful method to bound a stochastic process that should belong to every probabilist’s toolkit. The effectiveness of the scheme is demonstrated by the characterization of sample boundedness of Gaussian processes. Much of the book is devoted to exploring the wealth of ideas and results generated by thirty years of efforts to extend this result to more general classes of processes, culminating in the recent solution of several key conjectures. A large part of this unique book is devoted to the author’s influential work. While many of the results presented are rather advanced, others bear on the very foundations of probability theory. In addition to providing an invaluable reference for researchers, the book should therefore also be of interest to a wide range of readers.
Author : R.-D. Reiss
Publisher : Springer Science & Business Media
ISBN 13 : 1461393086
Total Pages : 261 pages
Book Rating : 4.4/5 (613 download)
Download or read book A Course on Point Processes written by R.-D. Reiss and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: This graduate-level textbook provides a straight-forward and mathematically rigorous introduction to the standard theory of point processes. The author's aim is to present an account which concentrates on the essentials and which places an emphasis on conveying an intuitive understanding of the subject. As a result, it provides a clear presentation of how statistical ideas can be viewed from this perspective and particular topics covered include the theory of extreme values and sampling from finite populations. Prerequisites are that the reader has a basic grounding in the mathematical theory of probability and statistics, but otherwise the book is self-contained. It arises from courses given by the author over a number of years and includes numerous exercises ranging from simple computations to more challenging explorations of ideas from the text.
Author : Fred W. Steutel
Publisher : CRC Press
ISBN 13 : 020301412X
Total Pages : 562 pages
Book Rating : 4.2/5 (3 download)
Download or read book Infinite Divisibility of Probability Distributions on the Real Line written by Fred W. Steutel and published by CRC Press. This book was released on 2003-10-03 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: Infinite Divisibility of Probability Distributions on the Real Line reassesses classical theory and presents new developments, while focusing on divisibility with respect to convolution or addition of independent random variables. This definitive, example-rich text supplies approximately 100 examples to correspond with all major chapter topics and reviews infinite divisibility in light of the central limit problem. It contrasts infinite divisibility with finite divisibility, discusses the preservation of infinite divisibility under mixing for many classes of distributions, and investigates self-decomposability and stability on the nonnegative reals, nonnegative integers, and the reals.
