Marked Point Processes on the Real Line: The Dynamical Approach - Rilegato

Brandt, Andreas; Last, Günter

 
9780387945477: Marked Point Processes on the Real Line: The Dynamical Approach

Sinossi

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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Recensione

"It is obvious that the authors have had fun in writing this book; they want to share their enthusiasm for the subject with a broad readership...The authors are to be congratulated on the final product." (International Statistical Institute short book reviews)

Product Description

Book by Last Gnter Brandt Andreas

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Altre edizioni note dello stesso titolo

9781461497875: Marked Point Processes on the Real Line: The Dynamical Approach (Probability and Its Applications)

Edizione in evidenza

ISBN 10:  1461497876 ISBN 13:  9781461497875
Casa editrice: Springer, 2014
Brossura