Shortcuts
Please wait while page loads.
SISSA Library . Default .
PageMenu- Main Menu-
Page content

Catalogue Display

An Introduction to the Theory of Point Processes

An Introduction to the Theory of Point Processes
Catalogue Information
Field name Details
Dewey Class 519.2
Title An Introduction to the Theory of Point Processes ([EBook]) / by D. J. Daley, D. Vere-Jones
Author Daley, Daryl J.
Added Personal Name Vere-Jones, D.
Other name(s) SpringerLink (Online service)
Publication New York, NY : Springer New York , 1998
Physical Details XXI, 702 p. 1 illus. : online resource.
Series Springer Series in Statistics 0172-7397
ISBN 9781475720013
Summary Note 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.:
Contents note 1 Early History -- 2 Basic Properties of the Poisson Process -- 3 Simple Results for Stationary Point Processes on the Line -- 4 Renewal Processes -- 5 Finite Point Processes -- 6 Introduction to the General Theory of Random Measures -- 7 Introduction to the General Theory of Point Processes -- 8 Cluster Processes, Infinitely Divisible Processes, and Doubly Stochastic Processes -- 9 Convergence Concepts and Limit Theorems -- 10 Stationary Point Processes and Random Measures -- 11 Spectral Theory -- 12 Palm Theory -- 13 Conditional Intensities and Likelihoods -- 14 Exterior Conditioning -- Appendix 1 A Review of Some Basic Concepts of Topology and Measure Theory -- A1.1. Set Theory -- A1.2. Topologies -- A1.3. Finitely and Countably Additive Set Functions -- A1.4. Measurable Functions and Integrals -- A1.5. Product Spaces -- Appendix 2 Measures on Metric Spaces -- A2.1. Borel Sets, Dissecting Systems, and Atomic and Diffuse Measures -- A2.2. Regular and Tight Measures -- A2.3. Weak Convergence of Measures -- A2.4. Compactness Criteria for Weak Convergence -- A2.7. Measures on Topological Groups -- A2.8. Fourier Transforms -- Appendix 3 Conditional Expectations, Stopping Times, and Martingales -- A3.1. Conditional Expectations -- A3.2. Convergence Concepts -- A3.3. Processes and Stopping Times -- A3.4. Martingales -- References and Author Index.
System details note Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site http://dx.doi.org/10.1007/978-1-4757-2001-3
Links to Related Works
Subject References:
Authors:
Corporate Authors:
Series:
Classification:
Catalogue Information 48490 Beginning of record . Catalogue Information 48490 Top of page .

Reviews


This item has not been rated.    Add a Review and/or Rating48490
Quick Search