Günter Last,
Andreas Brandt
Marked Point Processes on the Real Line
The Dynamical Approach
Gebonden Engels 1995 1995e druk 9780387945477Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9780387945477
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:490
Uitgever:Springer New York
Druk:1995
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