Point Process Calculus In Time And Space

Author : Pierre Brémaud
Publisher : Springer Nature
ISBN 13 : 3030627535
Total Pages : 556 pages
Book Rating : 4.39/5 ( download)

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Download or read book Point Process Calculus in Time and Space written by Pierre Brémaud and published by Springer Nature. This book was released on 2020-12-05 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to the theory and applications of point processes, both in time and in space. Presenting the two components of point process calculus, the martingale calculus and the Palm calculus, it aims to develop the computational skills needed for the study of stochastic models involving point processes, providing enough of the general theory for the reader to reach a technical level sufficient for most applications. Classical and not-so-classical models are examined in detail, including Poisson–Cox, renewal, cluster and branching (Kerstan–Hawkes) point processes.The applications covered in this text (queueing, information theory, stochastic geometry and signal analysis) have been chosen not only for their intrinsic interest but also because they illustrate the theory. Written in a rigorous but not overly abstract style, the book will be accessible to earnest beginners with a basic training in probability but will also interest upper graduate students and experienced researchers.

Author : Donald L. Snyder
Publisher : Springer Science & Business Media
ISBN 13 : 1461231663
Total Pages : 489 pages
Book Rating : 4.60/5 ( download)

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Download or read book Random Point Processes in Time and Space written by Donald L. Snyder and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a revision of Random Point Processes written by D. L. Snyder and published by John Wiley and Sons in 1975. More emphasis is given to point processes on multidimensional spaces, especially to pro cesses in two dimensions. This reflects the tremendous increase that has taken place in the use of point-process models for the description of data from which images of objects of interest are formed in a wide variety of scientific and engineering disciplines. A new chapter, Translated Poisson Processes, has been added, and several of the chapters of the fIrst edition have been modifIed to accommodate this new material. Some parts of the fIrst edition have been deleted to make room. Chapter 7 of the fIrst edition, which was about general marked point-processes, has been eliminated, but much of the material appears elsewhere in the new text. With some re luctance, we concluded it necessary to eliminate the topic of hypothesis testing for point-process models. Much of the material of the fIrst edition was motivated by the use of point-process models in applications at the Biomedical Computer Labo ratory of Washington University, as is evident from the following excerpt from the Preface to the first edition. "It was Jerome R. Cox, Jr. , founder and [1974] director of Washington University's Biomedical Computer Laboratory, who ftrst interested me [D. L. S.

Author : Donald Lee Snyder
Publisher :
ISBN 13 : 9783540975779
Total Pages : 481 pages
Book Rating : 4.72/5 ( download)

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Download or read book Random Point Processes in Time and Space written by Donald Lee Snyder and published by . This book was released on 1991-01 with total page 481 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 : 4.16/5 ( download)

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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 : Francois Baccelli
Publisher : Springer Science & Business Media
ISBN 13 : 1461575613
Total Pages : 116 pages
Book Rating : 4.10/5 ( download)

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Download or read book Palm Probabilities and Stationary Queues written by Francois Baccelli and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 116 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 : 4.95/5 ( download)

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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 : Martin Jacobsen
Publisher : Springer Science & Business Media
ISBN 13 : 0817644636
Total Pages : 325 pages
Book Rating : 4.35/5 ( download)

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Download or read book Point Process Theory and Applications written by Martin Jacobsen and published by Springer Science & Business Media. This book was released on 2006-07-27 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematically rigorous exposition of the basic theory of marked point processes and piecewise deterministic stochastic processes Point processes are constructed from scratch with detailed proofs Includes applications with examples and exercises in survival analysis, branching processes, ruin probabilities, sports (soccer), finance and risk management, and queueing theory Accessible to a wider cross-disciplinary audience

Author : Jeffrey S Rosenthal
Publisher : World Scientific
ISBN 13 : 9811207925
Total Pages : 213 pages
Book Rating : 4.21/5 ( download)

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Download or read book A First Look At Stochastic Processes written by Jeffrey S Rosenthal and published by World Scientific. This book was released on 2019-09-26 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.

Author : D.J. Daley
Publisher : Springer Science & Business Media
ISBN 13 : 0387215646
Total Pages : 487 pages
Book Rating : 4.48/5 ( download)

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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 : Elias T. Krainski
Publisher : CRC Press
ISBN 13 : 0429629850
Total Pages : 284 pages
Book Rating : 4.53/5 ( download)

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Download or read book Advanced Spatial Modeling with Stochastic Partial Differential Equations Using R and INLA written by Elias T. Krainski and published by CRC Press. This book was released on 2018-12-07 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modeling spatial and spatio-temporal continuous processes is an important and challenging problem in spatial statistics. Advanced Spatial Modeling with Stochastic Partial Differential Equations Using R and INLA describes in detail the stochastic partial differential equations (SPDE) approach for modeling continuous spatial processes with a Matérn covariance, which has been implemented using the integrated nested Laplace approximation (INLA) in the R-INLA package. Key concepts about modeling spatial processes and the SPDE approach are explained with examples using simulated data and real applications. This book has been authored by leading experts in spatial statistics, including the main developers of the INLA and SPDE methodologies and the R-INLA package. It also includes a wide range of applications: * Spatial and spatio-temporal models for continuous outcomes * Analysis of spatial and spatio-temporal point patterns * Coregionalization spatial and spatio-temporal models * Measurement error spatial models * Modeling preferential sampling * Spatial and spatio-temporal models with physical barriers * Survival analysis with spatial effects * Dynamic space-time regression * Spatial and spatio-temporal models for extremes * Hurdle models with spatial effects * Penalized Complexity priors for spatial models All the examples in the book are fully reproducible. Further information about this book, as well as the R code and datasets used, is available from the book website at http://www.r-inla.org/spde-book. The tools described in this book will be useful to researchers in many fields such as biostatistics, spatial statistics, environmental sciences, epidemiology, ecology and others. Graduate and Ph.D. students will also find this book and associated files a valuable resource to learn INLA and the SPDE approach for spatial modeling.