國立虎尾科技大學 |

Point Process Calculus in Time and Space = An Introduction with Applications /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Point Process Calculus in Time and Space/ by Pierre Brémaud.
其他題名:	An Introduction with Applications /
作者:	Brémaud, Pierre.
面頁冊數:	XIII, 556 p. 8 illus.online resource. :
Contained By:	Springer Nature eBook
標題:	Fourier Analysis. -
電子資源:	https://doi.org/10.1007/978-3-030-62753-9
ISBN:	9783030627539

Point Process Calculus in Time and Space = An Introduction with Applications /
Brémaud, Pierre.

Point Process Calculus in Time and SpaceAn Introduction with Applications /[electronic resource] :by Pierre Brémaud. - 1st ed. 2020. - XIII, 556 p. 8 illus.online resource. - Probability Theory and Stochastic Modelling,982199-3130 ;. - Probability Theory and Stochastic Modelling,76.

Introduction -- Generalities -- Poisson Process on the Line -- Spatial Poisson Processes -- Renewal and Regenerative Processes -- Point Processes with a Stochastic Intensity -- Exvisible Intensity of Finite Point Processes -- Palm Probability on the Line -- Palm Probability in Space -- The Power Spectral Measure -- Information Content of Point Processes -- Point Processes in Queueing -- Hawkes Point Processes -- Appendices -- Bibliography -- Index. .

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.

ISBN: 9783030627539

Standard No.: 10.1007/978-3-030-62753-9doiSubjects--Topical Terms:

672627
Fourier Analysis.

LC Class. No.: QA273.A1-274.9

Dewey Class. No.: 519.2

Point Process Calculus in Time and Space = An Introduction with Applications /
LDR:02980nam a22004335i 4500 001 1030651
003 DE-He213
005 20201205091439.0
007 cr nn 008mamaa
008 210318s2020 gw | s |||| 0|eng d
020 $a 9783030627539 $9 978-3-030-62753-9
024 7 $a 10.1007/978-3-030-62753-9 $2 doi
035 $a 978-3-030-62753-9
050 4 $a QA273.A1-274.9
050 4 $a QA274-274.9
072 7 $a PBT $2 bicssc
072 7 $a MAT029000 $2 bisacsh
072 7 $a PBT $2 thema
072 7 $a PBWL $2 thema
082 0 4 $a 519.2 $2 23
100 1 $a Brémaud, Pierre. $e author. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 1323029
245 1 0 $a Point Process Calculus in Time and Space $h [electronic resource] : $b An Introduction with Applications / $c by Pierre Brémaud.
250 $a 1st ed. 2020.
264 1 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2020.
300 $a XIII, 556 p. 8 illus. $b online resource.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
347 $a text file $b PDF $2 rda
490 1 $a Probability Theory and Stochastic Modelling, $x 2199-3130 ; $v 98
505 0 $a Introduction -- Generalities -- Poisson Process on the Line -- Spatial Poisson Processes -- Renewal and Regenerative Processes -- Point Processes with a Stochastic Intensity -- Exvisible Intensity of Finite Point Processes -- Palm Probability on the Line -- Palm Probability in Space -- The Power Spectral Measure -- Information Content of Point Processes -- Point Processes in Queueing -- Hawkes Point Processes -- Appendices -- Bibliography -- Index. .
520 $a 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.
650 2 4 $a Fourier Analysis. $3 672627
650 1 4 $a Probability Theory and Stochastic Processes. $3 593945
650 0 $a Fourier analysis. $3 639284
650 0 $a Probabilities. $3 527847
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
776 0 8 $i Printed edition: $z 9783030627522
776 0 8 $i Printed edition: $z 9783030627546
776 0 8 $i Printed edition: $z 9783030627553
830 0 $a Probability Theory and Stochastic Modelling, $x 2199-3130 ; $v 76 $3 1254049
856 4 0 $u https://doi.org/10.1007/978-3-030-62753-9
912 $a ZDB-2-SMA
912 $a ZDB-2-SXMS
950 $a Mathematics and Statistics (SpringerNature-11649)
950 $a Mathematics and Statistics (R0) (SpringerNature-43713)