Point Process Theory and Applications
Author | : Martin Jacobsen |
Publisher | : Springer Science & Business Media |
Total Pages | : 325 |
Release | : 2006-07-27 |
ISBN-10 | : 9780817644635 |
ISBN-13 | : 0817644636 |
Rating | : 4/5 (35 Downloads) |
Download or read book Point Process Theory and Applications written by Martin Jacobsen and published by Springer Science & Business Media. This book was released on 2006-07-27 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematically rigorous exposition of the basic theory of marked point processes and piecewise deterministic stochastic processes Point processes are constructed from scratch with detailed proofs Includes applications with examples and exercises in survival analysis, branching processes, ruin probabilities, sports (soccer), finance and risk management, and queueing theory Accessible to a wider cross-disciplinary audience