Random Measures Theory And Applications

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Random Measures Theory And Applications
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Author : Olav Kallenberg
language : en
Publisher: Springer
Release Date : 2017-04-12
Random Measures Theory And Applications written by Olav Kallenberg and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-04-12 with Mathematics categories.
Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.
Extreme Values Regular Variation And Point Processes
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Author : Sidney I. Resnick
language : en
Publisher: Springer
Release Date : 2013-12-20
Extreme Values Regular Variation And Point Processes written by Sidney I. Resnick and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-20 with Mathematics categories.
Extremes Values, Regular Variation and Point Processes is a readable and efficient account of the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variables and vectors. It presents a coherent treatment of the distributional and sample path fundamental properties of extremes and records. It emphasizes the core primacy of three topics necessary for understanding extremes: the analytical theory of regularly varying functions; the probabilistic theory of point processes and random measures; and the link to asymptotic distribution approximations provided by the theory of weak convergence of probability measures in metric spaces. The book is self-contained and requires an introductory measure-theoretic course in probability as a prerequisite. Almost all sections have an extensive list of exercises which extend developments in the text, offer alternate approaches, test mastery and provide for enjoyable muscle flexing by a reader. The material is aimed at students and researchers in probability, statistics, financial engineering, mathematics, operations research, civil engineering and economics who need to know about: asymptotic methods for extremes; models for records and record frequencies; stochastic process and point process methods and their applications to obtaining distributional approximations; pervasive applications of the theory of regular variation in probability theory, statistics and financial engineering. “This book is written in a very lucid way. The style is sober, the mathematics tone is pleasantly conversational, convincing and enthusiastic. A beautiful book!” Bulletin of the Dutch Mathematical Society “This monograph is written in a very attractive style. It contains a lot of complementary exercises and practically all important bibliographical reference.” Revue Roumaine deMathématiques Pures et Appliquées
Point Process Calculus In Time And Space
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Author : Pierre Brémaud
language : en
Publisher: Springer Nature
Release Date : 2020-12-05
Point Process Calculus In Time And Space written by Pierre Brémaud and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-12-05 with Mathematics categories.
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.
Foundations Of Modern Probability
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Author : Olav Kallenberg
language : en
Publisher:
Release Date : 2014-01-15
Foundations Of Modern Probability written by Olav Kallenberg and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-15 with categories.
Statistics Of Random Processes Ii
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Author : Robert Shevilevich Lipt︠s︡er
language : en
Publisher: Springer Science & Business Media
Release Date : 2001
Statistics Of Random Processes Ii written by Robert Shevilevich Lipt︠s︡er 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 2001 with Mathematics categories.
"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW
Stochastic Calculus And Applications
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Author : Samuel N. Cohen
language : en
Publisher: Birkhäuser
Release Date : 2015-11-18
Stochastic Calculus And Applications written by Samuel N. Cohen and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-11-18 with Mathematics categories.
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to work with stochastic calculus as well as with its applications."–Zentralblatt (from review of the First Edition)
Random And Vector Measures
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Author : Malempati Madhusudana Rao
language : en
Publisher: World Scientific
Release Date : 2012
Random And Vector Measures written by Malempati Madhusudana Rao and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Mathematics categories.
Deals with the structural analysis of vector and random (or both) valued countably additive measures, and used for integral representations of random fields. This book analyzes several stationary aspects and related processes.
An Introduction To Measure Theory
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Author : Terence Tao
language : en
Publisher: American Mathematical Soc.
Release Date : 2021-09-03
An Introduction To Measure Theory written by Terence Tao and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-03 with Education categories.
This is a graduate text introducing the fundamentals of measure theory and integration theory, which is the foundation of modern real analysis. The text focuses first on the concrete setting of Lebesgue measure and the Lebesgue integral (which in turn is motivated by the more classical concepts of Jordan measure and the Riemann integral), before moving on to abstract measure and integration theory, including the standard convergence theorems, Fubini's theorem, and the Carathéodory extension theorem. Classical differentiation theorems, such as the Lebesgue and Rademacher differentiation theorems, are also covered, as are connections with probability theory. The material is intended to cover a quarter or semester's worth of material for a first graduate course in real analysis. There is an emphasis in the text on tying together the abstract and the concrete sides of the subject, using the latter to illustrate and motivate the former. The central role of key principles (such as Littlewood's three principles) as providing guiding intuition to the subject is also emphasized. There are a large number of exercises throughout that develop key aspects of the theory, and are thus an integral component of the text. As a supplementary section, a discussion of general problem-solving strategies in analysis is also given. The last three sections discuss optional topics related to the main matter of the book.
Lectures On Random Measures
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Author : Olav Kallenberg
language : en
Publisher:
Release Date : 1974
Lectures On Random Measures written by Olav Kallenberg and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1974 with Measure theory categories.
This work contains a description of the basic framework, and many of the more important structural properties of random measures and point processes. The aim has been to give a general treatment of known results together with a description of recent research in this field.
Gaussian Random Functions
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Author : M.A. Lifshits
language : en
Publisher: Springer Science & Business Media
Release Date : 1995-02-28
Gaussian Random Functions written by M.A. Lifshits 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 1995-02-28 with Mathematics categories.
It is well known that the normal distribution is the most pleasant, one can even say, an exemplary object in the probability theory. It combines almost all conceivable nice properties that a distribution may ever have: symmetry, stability, indecomposability, a regular tail behavior, etc. Gaussian measures (the distributions of Gaussian random functions), as infinite-dimensional analogues of tht