Mixed Poisson Processes

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Mixed Poisson Processes

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Author : J Grandell
language : en
Publisher: CRC Press
Release Date : 1997-05-01

Mixed Poisson Processes written by J Grandell and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-05-01 with Mathematics categories.

To date, Mixed Poisson processes have been studied by scientists primarily interested in either insurance mathematics or point processes. Work in one area has often been carried out without knowledge of the other area. Mixed Poisson Processes is the first book to combine and concentrate on these two themes, and to distinguish between the notions of distributions and processes. The first part of the text gives special emphasis to the estimation of the underlying intensity, thinning, infinite divisibility, and reliability properties. The second part is, to a greater extent, based on Lundberg's thesis.

Mixed Poisson Processes

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Author : J Grandell
language : en
Publisher: CRC Press
Release Date : 2020-10-29

Mixed Poisson Processes written by J Grandell and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-10-29 with Mathematics categories.

To date, Mixed Poisson processes have been studied by scientists primarily interested in either insurance mathematics or point processes. Work in one area has often been carried out without knowledge of the other area. Mixed Poisson Processes is the first book to combine and concentrate on these two themes, and to distinguish between the notions of distributions and processes. The first part of the text gives special emphasis to the estimation of the underlying intensity, thinning, infinite divisibility, and reliability properties. The second part is, to a greater extent, based on Lundberg's thesis.

Estimation In Mixed Poisson Process Models

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Author : Etsuo Miyaoka
language : en
Publisher:
Release Date : 1987

Estimation In Mixed Poisson Process Models written by Etsuo Miyaoka and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with categories.

Stochastic Processes In Science Engineering And Finance

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Author : Frank Beichelt
language : en
Publisher: CRC Press
Release Date : 2006-02-22

Stochastic Processes In Science Engineering And Finance written by Frank Beichelt and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-02-22 with Mathematics categories.

This book presents a self-contained introduction to stochastic processes with emphasis on their applications in science, engineering, finance, computer science, and operations research. It provides theoretical foundations for modeling time-dependent random phenomena in these areas and illustrates their application by analyzing numerous practical examples. The treatment assumes few prerequisites, requiring only the standard mathematical maturity acquired by undergraduate applied science students. It includes an introductory chapter that summarizes the basic probability theory needed as background. Numerous exercises reinforce the concepts and techniques discussed and allow readers to assess their grasp of the subject. Solutions to most of the exercises are provided in an appendix. While focused primarily on practical aspects, the presentation includes some important proofs along with more challenging examples and exercises for those more theoretically inclined. Mastering the contents of this book prepares readers to apply stochastic modeling in their own fields and enables them to work more creatively with software designed for dealing with the data analysis aspects of stochastic processes.

Lectures On The Poisson Process

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Author : Günter Last
language : en
Publisher: Cambridge University Press
Release Date : 2017-10-26

Lectures On The Poisson Process written by Günter Last and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-10-26 with Mathematics categories.

A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.

An Introduction To The Theory Of Point Processes

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Author : Daryl J. Daley
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14

An Introduction To The Theory Of Point Processes written by Daryl J. Daley and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Mathematics categories.

Stochastic point processes are sets of randomly located points in time, on the plane or in some general space. This book provides a general introduction to the theory, starting with simple examples and an historical overview, and proceeding to the general theory. It thoroughly covers recent work in a broad historical perspective in an attempt to provide a wider audience with insights into recent theoretical developments. It contains numerous examples and exercises. This book aims to bridge the gap between informal treatments concerned with applications and highly abstract theoretical treatments.

Multivariate Mixed Poisson Processes

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Author : Mathias Zocher
language : en
Publisher:
Release Date : 2005

Multivariate Mixed Poisson Processes written by Mathias Zocher and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with categories.

Fractal Based Point Processes

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Author : Steven Bradley Lowen
language : en
Publisher: John Wiley & Sons
Release Date : 2005-09-19

Fractal Based Point Processes written by Steven Bradley Lowen and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-09-19 with Mathematics categories.

An integrated approach to fractals and point processes This publication provides a complete and integrated presentation of the fields of fractals and point processes, from definitions and measures to analysis and estimation. The authors skillfully demonstrate how fractal-based point processes, established as the intersection of these two fields, are tremendously useful for representing and describing a wide variety of diverse phenomena in the physical and biological sciences. Topics range from information-packet arrivals on a computer network to action-potential occurrences in a neural preparation. The authors begin with concrete and key examples of fractals and point processes, followed by an introduction to fractals and chaos. Point processes are defined, and a collection of characterizing measures are presented. With the concepts of fractals and point processes thoroughly explored, the authors move on to integrate the two fields of study. Mathematical formulations for several important fractal-based point-process families are provided, as well as an explanation of how various operations modify such processes. The authors also examine analysis and estimation techniques suitable for these processes. Finally, computer network traffic, an important application used to illustrate the various approaches and models set forth in earlier chapters, is discussed. Throughout the presentation, readers are exposed to a number of important applications that are examined with the aid of a set of point processes drawn from biological signals and computer network traffic. Problems are provided at the end of each chapter allowing readers to put their newfound knowledge into practice, and all solutions are provided in an appendix. An accompanying Web site features links to supplementary materials and tools to assist with data analysis and simulation. With its focus on applications and numerous solved problem sets, this is an excellent graduate-level text for courses in such diverse fields as statistics, physics, engineering, computer science, psychology, and neuroscience.

Applied Stochastic Processes

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Author : Mario Lefebvre
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-12-14

Applied Stochastic Processes written by Mario Lefebvre and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-14 with Mathematics categories.

Applied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic processes. Key features: -Presents carefully chosen topics such as Gaussian and Markovian processes, Markov chains, Poisson processes, Brownian motion, and queueing theory -Examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes -Serves graduate students in a variety of disciplines such as applied mathematics, operations research, engineering, finance, and business administration -Contains numerous examples and approximately 350 advanced problems, reinforcing both concepts and applications -Includes entertaining mini-biographies of mathematicians, giving an enriching historical context -Covers basic results in probability Two appendices with statistical tables and solutions to the even-numbered problems are included at the end. This textbook is for graduate students in applied mathematics, operations research, and engineering. Pure mathematics students interested in the applications of probability and stochastic processes and students in business administration will also find this book useful.

A Martingale Characterization Of Mixed Poisson Processes

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Author : Dietmar Pfeifer
language : en
Publisher:
Release Date : 1985

A Martingale Characterization Of Mixed Poisson Processes written by Dietmar Pfeifer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with categories.

It is shown that an elementary pure birth process is a mixed Poisson process if the sequence of post-jump intensities forms a martingale with respect to the delta-fields generated by the jump times of the process. In this case, the post-jump intensities converge a.s. to the mixing random variable of the process. Keyword: Applied probability. (Author).