.png){kind=logo}
Stock image for illustration purposes only - book cover, edition or condition may vary.
Marked Point Processes on the Real Line: The Dynamical Approach (Probability and Its Applications)
Last, Günter, Brandt, Andreas
€ 292.51
FREE Delivery in Ireland
Description for Marked Point Processes on the Real Line: The Dynamical Approach (Probability and Its Applications)
Hardcover. This text provides 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. Series: Probability and Its Applications. Num Pages: 504 pages, black & white illustrations. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 243 x 166 x 34. Weight in Grams: 910.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
1995
Publisher
Springer
Condition
New
Series
Probability and its Applications
Number of Pages
490
Place of Publication
New York, NY, United States
ISBN
9780387945477
SKU
V9780387945477
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Marked Point Processes on the Real Line: The Dynamical Approach (Probability and Its Applications)
"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)