Marked Point Processes on the Real Line : The Dynamical Approach

Language: English

Published by Springer, Springer, 1995

0387945474 / 9780387945477

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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.

Seller Inventory # 9780387945477

Title
Marked Point Processes on the Real Line : The Dynamical Approach
Author
Günter Last
Publisher
Springer, Springer
Publication year
1995
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0387945474
ISBN 13
9780387945477
Item weight
922 grams
Dimensions
241x160x33 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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