Point Process Calculus in Time and Space

An Introduction with Applications

Häftad, Engelska, 2021

Av Pierre Brémaud, Pierre Bremaud

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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.

Produktinformation

Utgivningsdatum2021-12-07
Mått155 x 235 x 31 mm
Vikt855 g
FormatHäftad
SpråkEngelska
SerieProbability Theory and Stochastic Modelling
Antal sidor556
FörlagSpringer Nature Switzerland AG
ISBN9783030627553

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Pierre Brémaud is an Emeritus Professor of the École polytechnique fédérale de Lausanne and alumnus of the École Polytechnique in France. He obtained his Doctorate in Mathematics from the University of Paris VI and his PhD from the department of Electrical Engineering and Computer Science of the University of California at Berkeley. He is a major contributor to the theory of stochastic processes and their applications, and has authored or co-authored several reference and textbooks on the subject.

Introduction.- Generalities.- Poisson Process on the Line.- Spatial Poisson Processes.- Renewal and Regenerative Processes.- Point Processes with a Stochastic Intensity.- Exvisible Intensity of Finite Point Processes.- Palm Probability on the Line.- Palm Probability in Space.- The Power Spectral Measure.- Information Content of Point Processes.- Point Processes in Queueing.- Hawkes Point Processes.- Appendices.- Bibliography.- Index.