An introduction to the theory of point processes Volume 2, General theory and structure / D.J. Daley, D. Vere-Jones

Date :

Type : Livre / Book

Langue / Language : anglais / English

ISBN : 978-0-387-21337-8

ISBN : 978-1-4899-8538-5

EAN : 9780387213378

Processus ponctuels

Processus stationnaires

Classification Dewey : 519.2

Collection : Probability and its applications / published in associations with the Applied probability Trust ; S Asmussen , J. Gani , P. Jagers , T. G. Kutz editors / New York : Springer

Relation : An introduction to the theory of point processes Volume 2, General theory and structure / D.J. Daley, D. Vere-Jones / Version électronique de la seconde édition datant de 2008 / New York, NY : Springer New York

Résumé / Abstract : Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present An Introduction to the Theory of Point Processes in two volumes with subtitles Volume I: Elementary Theory and Methods and Volume II: General Theory and Structure. Volume I contains the introductory chapters from the first edition together with an account of basic models, second order theory, and an informal account of prediction, with the aim of making the material accessible to readers primarily interested in models and applications. It also has three appendices that review the mathematical background needed mainly in Volume II. Volume II sets out the basic theory of random measures and point processes in a unified setting and continues with the more theoretical topics of the first edition: limit theorems, ergodic theory, Palm theory, and evolutionary behaviour via martingales and conditional intensity. The very substantial new material in this second volume includes expanded discussions of marked point processes, convergence to equilibrium, and the structure of spatial point processes.