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

Brandt, Andreas; Last, Günter

 
9780387945477: Marked Point Processes on the Real Line: The Dynamical Approach (Probability and Its Applications)
Hardcover
ISBN 10: 0387945474 ISBN 13: 9780387945477
Verlag: Springer, 1995

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.

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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.

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Verlag
Springer
Erscheinungsdatum
1995
Sprache
Englisch
ISBN 10 
0387945474
ISBN 13 
9780387945477
Einband
Tapa dura
Anzahl der Seiten
508
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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Hamburg
Deutschland

Weitere beliebte Ausgaben desselben Titels

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

Vorgestellte Ausgabe

ISBN 10:  1461497876 ISBN 13:  9781461497875
Verlag: Springer, 2014
Softcover