Stochastic Analysis for Poisson Point Processes : Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry

Language: English

Published by Palgrave Macmillan, 2016

3319052322 / 9783319052328

Series: Book 7 of 9 - Bocconi & Springer Series

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nach der Bestellung gedruckt Neuware - Printed after ordering - Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics. Due to its close ties with stereology and spatial statistics, the results in this area are relevant for a large number of important applications, e.g. to the mathematical modeling and statistical analysis of telecommunication networks, geostatistics and image analysis. In recent years - due mainly to the impetus of the authors and their collaborators - a powerful connection has been established between stochastic geometry and the Malliavin calculus of variations, which is a collection of probabilistic techniques based on the properties of infinite-dimensional differential operators. This has led in particular to the discovery of a large number of new quantitative limit theorems for high-dimensional geometric objects. This unique book presents an organic collection of authoritative surveys written bythe principal actors in this rapidly evolving field, offering a rigorous yet lively presentation of its many facets.

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Title
Stochastic Analysis for Poisson Point Processes : Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry
Author
Giovanni Peccati
Publisher
Palgrave Macmillan
Publication year
2016
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3319052322
ISBN 13
9783319052328
Item weight
711 grams
Dimensions
241x160x26 mm
Series
Book 7 of 9: Bocconi & Springer Series

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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