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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 : 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 : Jay R. Goldman
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (396 download)
Download or read book Stochastic Point Processes Limit Theorems and Infinite Divisibility written by Jay R. Goldman and published by . This book was released on 1965 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 : 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 : 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 : 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 : 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 : 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 : 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 :
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.:/5 (227 download)
Download or read book Stationary Stochastic Point Processes 11. Stationary Stochastic Point Processes 111 written by and published by . This book was released on 1971 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt: ;Contents: Stationary infinitely divisible distributions; Regular and singular infinitely divisible distributions; A new approach to P(sub lambda, Q); Palm distributions in a generalized sense; The distributions (P)sub 0; Generalization of a result of Palm and Khinchin; Limit distributions for infinitesimal arrays of stationary renewal process; Some relations between P and P sub L.
Author : Robin Kingsley Milne
Publisher :
ISBN 13 :
Total Pages : 252 pages
Book Rating : 4.:/5 (222 download)
Download or read book Stochastic Analysis of Multivariate Point Processes written by Robin Kingsley Milne and published by . This book was released on 1971 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : S. Kidambi Srinivasan
Publisher : Alpha Science Int'l Ltd.
ISBN 13 : 9788173195594
Total Pages : 352 pages
Book Rating : 4.1/5 (955 download)
Download or read book Stochastic Point Processes written by S. Kidambi Srinivasan and published by Alpha Science Int'l Ltd.. This book was released on 2003 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Point Processes are interesting from many points of view. From and abstract point of view, point process is a simple version of random measure; these processes have acquired importance mainly due their viability in modeling a variety of phenomena spanning physical, biological, economic and engineering sciences. This volume with contributions from leading probabilists contains, besides surveys on the state-of-art of the theory, papers dealing with problems of queues, inventory, reliability and population evolution. There are also papers dealing with practical aspects like statistical inference and nonlinear filtering. The book will be of interest to a wide spectrum of people including those working in the area of operations research, signal processing, electrical communications & control and neural network.
Author : Peter A. W. Lewis
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 952 pages
Book Rating : 4.:/5 (44 download)
Download or read book Stochastic Point Processes: Statistical Analysis, Theory, and Applications written by Peter A. W. Lewis and published by John Wiley & Sons. This book was released on 1972 with total page 952 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Günter Last
Publisher : Cambridge University Press
ISBN 13 : 1107088011
Total Pages : 315 pages
Book Rating : 4.1/5 (7 download)
Download or read book Lectures on the Poisson Process written by Günter Last and published by Cambridge University Press. This book was released on 2017-10-26 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.
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 : Ole E Barndorff-Nielsen
Publisher : Springer Science & Business Media
ISBN 13 : 1461201977
Total Pages : 414 pages
Book Rating : 4.4/5 (612 download)
Download or read book Lévy Processes written by Ole E Barndorff-Nielsen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were considered most useful for applications to either Brownian motion or the Poisson process. Nowadays the need for modeling jumps, bursts, extremes and other irregular behavior of phenomena in nature and society has led to a renaissance of the theory of general Lévy processes. Researchers and practitioners in fields as diverse as physics, meteorology, statistics, insurance, and finance have rediscovered the simplicity of Lévy processes and their enormous flexibility in modeling tails, dependence and path behavior. This volume, with an excellent introductory preface, describes the state-of-the-art of this rapidly evolving subject with special emphasis on the non-Brownian world. Leading experts present surveys of recent developments, or focus on some most promising applications. Despite its special character, every topic is aimed at the non- specialist, keen on learning about the new exciting face of a rather aged class of processes. An extensive bibliography at the end of each article makes this an invaluable comprehensive reference text. For the researcher and graduate student, every article contains open problems and points out directions for futurearch. The accessible nature of the work makes this an ideal introductory text for graduate seminars in applied probability, stochastic processes, physics, finance, and telecommunications, and a unique guide to the world of Lévy processes.
