Verwandte Artikel zu Marked Point Processes on the Real Line: The Dynamical...
Marked Point Processes on the Real Line: The Dynamical Approach (Probability and Its Applications) - Hardcover
Inhaltsangabe
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.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Críticas
"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)
Reseña del editor
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.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
Neu kaufen
Diesen Artikel anzeigen
EUR 227,19
EUR 5,74 für den Versand von Vereinigtes Königreich nach Deutschland
Versandziele, Kosten & Dauer
Suchergebnisse für Marked Point Processes on the Real Line: The Dynamical...
Beispielbild für diese ISBN
Marked Point Processes on the Real Line : The Dynamical Approach
Anbieter: Buchpark, Trebbin, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Zustand: Sehr gut. Zustand: Sehr gut | Seiten: 508 | Sprache: Englisch | Produktart: Bücher. Artikel-Nr. 523024/2
Anzahl: 3 verfügbar
Beispielbild für diese ISBN
Marked Point Processes on the Real Line: The Dynamical Approach (Probability and Its Applications)
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. In. Artikel-Nr. ria9780387945477_new
Anzahl: Mehr als 20 verfügbar
Foto des Verkäufers
Marked Point Processes on the Real Line
Verlag:
Springer New York, Springer New York Aug 1995, 1995
ISBN 10: 0387945474
ISBN 13: 9780387945477
Neu
Hardcover
Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Buch. Zustand: Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 508 pp. Englisch. Artikel-Nr. 9780387945477
Anzahl: 2 verfügbar
Foto des Verkäufers
Marked Point Processes on the Real Line : The Dynamical Approach
Verlag:
Springer New York, Springer New York, 1995
ISBN 10: 0387945474
ISBN 13: 9780387945477
Neu
Hardcover
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Artikel-Nr. 9780387945477
Anzahl: 1 verfügbar