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Marked Point Processes on the Real Line - The Dynamical Approach (Hardcover, 1995 ed.) Loot Price: R5,972
Discovery Miles 59 720
Repayment Terms: R560 pm x 12*
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Marked Point Processes on the Real Line - The Dynamical Approach (Hardcover, 1995 ed.): Gunter Last, Andreas Brandt

Marked Point Processes on the Real Line - The Dynamical Approach (Hardcover, 1995 ed.)

Gunter Last, Andreas Brandt

Series: Probability and Its Applications

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Loot Price R5,972 Discovery Miles 59 720 | Repayment Terms: R560 pm x 12*

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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.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Probability and Its Applications
Release date: August 1995
First published: 1995
Authors: Gunter Last • Andreas Brandt
Dimensions: 234 x 156 x 34mm (L x W x T)
Format: Hardcover
Pages: 490
Edition: 1995 ed.
ISBN-13: 978-0-387-94547-7
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN: 0-387-94547-4
Barcode: 9780387945477

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