Point process calculus in time and space : an introduction with applications / Pierre Brémaud.

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 mode...

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Bibliographic Details
Main Author: Brémaud, Pierre (Author)
Format: eBook
Language:English
Published: Cham, Switzerland : Springer, [2020]
Series:Probability theory and stochastic modelling ; v. 98.
Subjects:
Online Access:Click for online access

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245 1 0 |a Point process calculus in time and space :  |b an introduction with applications /  |c Pierre Brémaud. 
264 1 |a Cham, Switzerland :  |b Springer,  |c [2020] 
300 |a 1 online resource (xiii, 556 pages) :  |b illustrations 
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490 1 |a Probability theory and stochastic modelling,  |x 2199-3130 ;  |v volume 98 
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. 
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. 
504 |a Includes bibliographical references and index. 
588 0 |a Online resource; title from PDF title page (SpringerLink, viewed February 16, 2021). 
650 0 |a Point processes. 
650 0 |a Martingales (Mathematics) 
650 7 |a Martingalas (Matemáticas)  |2 embne 
650 7 |a Point processes  |2 fast 
650 7 |a Martingales (Mathematics)  |2 fast 
650 7 |a Fourier analysis  |2 fast 
650 7 |a Probabilities  |2 fast 
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830 0 |a Probability theory and stochastic modelling ;  |v v. 98.  |x 2199-3130 
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