Stochastic Analysis For Poisson Point Processes
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Stochastic Analysis For Poisson Point Processes
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Author : Giovanni Peccati
language : en
Publisher: Springer
Release Date : 2016-07-07
Stochastic Analysis For Poisson Point Processes written by Giovanni Peccati and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-07-07 with Mathematics categories.
Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics. Due to its close ties with stereology and spatial statistics, the results in this area are relevant for a large number of important applications, e.g. to the mathematical modeling and statistical analysis of telecommunication networks, geostatistics and image analysis. In recent years – due mainly to the impetus of the authors and their collaborators – a powerful connection has been established between stochastic geometry and the Malliavin calculus of variations, which is a collection of probabilistic techniques based on the properties of infinite-dimensional differential operators. This has led in particular to the discovery of a large number of new quantitative limit theorems for high-dimensional geometric objects. This unique book presents an organic collection of authoritative surveys written by the principal actors in this rapidly evolving field, offering a rigorous yet lively presentation of its many facets.
Point Processes
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Author : D.R. Cox
language : en
Publisher: Routledge
Release Date : 2018-12-19
Point Processes written by D.R. Cox and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-12-19 with Mathematics categories.
There has been much recent research on the theory of point processes, i.e., on random systems consisting of point events occurring in space or time. Applications range from emissions from a radioactive source, occurrences of accidents or machine breakdowns, or of electrical impluses along nerve fibres, to repetitive point events in an individual's medical or social history. Sometimes the point events occur in space rather than time and the application here raneg from statistical physics to geography. The object of this book is to develop the applied mathemathics of point processes at a level which will make the ideas accessible both to the research worker and the postgraduate student in probability and statistics and also to the mathemathically inclined individual in another field interested in using ideas and results. A thorough knowledge of the key notions of elementary probability theory is required to understand the book, but specialised "pure mathematical" coniderations have been avoided.
Poisson Point Processes And Their Application To Markov Processes
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Author : Kiyosi Itô
language : en
Publisher: Springer
Release Date : 2015-12-24
Poisson Point Processes And Their Application To Markov Processes written by Kiyosi Itô and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-24 with Mathematics categories.
An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and a specified point a ∈ S called a boundary. The problem is to obtain all possible recurrent extensions of a given minimal process (i.e., the process on S \ {a} which is absorbed on reaching the boundary a). The study in this lecture is restricted to a simpler case of the boundary a being a discontinuous entrance point, leaving a more general case of a continuous entrance point to future works. He established a one-to-one correspondence between a recurrent extension and a pair of a positive measure k(db) on S \ {a} (called the jumping-in measure and a non-negative number m
Stochastic Point Processes
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Author : S. Kidambi Srinivasan
language : en
Publisher: Alpha Science Int'l Ltd.
Release Date : 2003
Stochastic Point Processes written by S. Kidambi Srinivasan and has been published by Alpha Science Int'l Ltd. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Mathematics categories.
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.
Random Point Processes
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Author : Donald Lee Snyder
language : en
Publisher: Wiley-Interscience
Release Date : 1975
Random Point Processes written by Donald Lee Snyder and has been published by Wiley-Interscience this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with Mathematics categories.
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.
Doubly Stochastic Poisson Processes
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Author : J. Grandell
language : en
Publisher: Springer
Release Date : 2006-11-14
Doubly Stochastic Poisson Processes written by J. Grandell and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-14 with Mathematics categories.
Poisson Point Processes
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Author : Roy L. Streit
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-09-15
Poisson Point Processes written by Roy L. Streit 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 2010-09-15 with Technology & Engineering categories.
"Poisson Point Processes provides an overview of non-homogeneous and multidimensional Poisson point processes and their numerous applications. Readers will find constructive mathematical tools and applications ranging from emission and transmission computed tomography to multiple target tracking and distributed sensor detection, written from an engineering perspective. A valuable discussion of the basic properties of finite random sets is included. Maximum likelihood estimation techniques are discussed for several parametric forms of the intensity function, including Gaussian sums, together with their Cramer-Rao bounds. These methods are then used to investigate: -Several medical imaging techniques, including positron emission tomography (PET), single photon emission computed tomography (SPECT), and transmission tomography (CT scans) -Various multi-target and multi-sensor tracking applications, -Practical applications in areas like distributed sensing and detection, -Related finite point processes such as marked processes, hard core processes, cluster processes, and doubly stochastic processes, Perfect for researchers, engineers and graduate students working in electrical engineering and computer science, Poisson Point Processes will prove to be an extremely valuable volume for those seeking insight into the nature of these processes and their diverse applications.
An Introduction To The Theory Of Point Processes
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Author : D.J. Daley
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-11-12
An Introduction To The Theory Of Point Processes written by D.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 2007-11-12 with Mathematics categories.
This is the second volume of the reworked second edition of a key work on Point Process Theory. Fully revised and updated by the authors who have reworked their 1988 first edition, it brings together the basic theory of random measures and point processes in a unified setting and continues with the more theoretical topics of the first edition: limit theorems, ergodic theory, Palm theory, and evolutionary behaviour via martingales and conditional intensity. The very substantial new material in this second volume includes expanded discussions of marked point processes, convergence to equilibrium, and the structure of spatial point processes.
An Introduction To Stochastic Modeling
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Author : Howard M. Taylor
language : en
Publisher: Academic Press
Release Date : 2014-05-10
An Introduction To Stochastic Modeling written by Howard M. Taylor and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Mathematics categories.
An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.