Marked Point Processes on the Real Line

Name: Marked Point Processes on the Real Line
Brand: Springer-Verlag New York Inc.
SKU: 9780387945477
Price: 5023 CZK
Availability: InStock

The Dynamical Approach

Autor: Andreas Brandt, Günter Last

Jazyk:

Vazba: Pevná

Vydavatel: Springer-Verlag New York Inc.

Dostupnost: Skladem u dodavatele

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This book gives a self-contained introduction to the dynamic martingale approach to marked point pro...

Informace o knize

Autor

Andreas Brandt, Günter Last

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

1995

Stránek

490

EAN

9780387945477

ISBN

0387945474

Enbook ID

01384078

Vydavatel

Springer-Verlag New York Inc.

Hmotnost

910

Rozměry

166 x 243 x 34

Kompletní popis

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 filtering problem for certain classes of MPPs.

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Marked Point Processes on the Real Line

The Dynamical Approach

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také