An introduction to the theory of point processes. Volume I : elementary theory and methods / D. J. Daley, D. Vere-Jones

Auteur: Daley, Daryl J. (1939-) - AuteurCo-auteur: Vere-Jones, David - AuteurType de document: Monographie Collection: Probability and its applications Langue: anglaisPays: Etats UnisÉditeur: New York : Springer, cop. 2003Edition: 2nd editionDescription: 1 vol. (XXI-469 p.) ; 24 cm ISBN: 9780387955414 ; br. Note: ... This first volume includes eight chapters and three appendices. The first five chapters have been changed only a few in comparison with the first edition. The main changes concern the Chapters 6-8, entitled now as follows: 6. Models constructed via conditioning: Cox, cluster, and marked point processes, 7. Conditional intensities and likelihoods, 8. Second-order properties of stationary point processes. Chapter 7 includes links to simulation and prediction algorithms for point processes. The three Appendices of the first edition are included in the first volume of this edition. They concern topology and measure theory; measures on metric spaces as well as conditional expectations, stopping times and martingales. The second edition of the first volume is an updated and extended introduction to point processes suitable as a textbook with many exercises for beginners as well as a source for scientists interesting in high level applications of point processes. (zbMath)Bibliographie: Bibliogr. p. 432-451. Index. Sujets MSC: 60G55 Probability theory and stochastic processes -- Stochastic processes -- Point processes
60G57 Probability theory and stochastic processes -- Stochastic processes -- Random measures
60-02 Probability theory and stochastic processes -- Research exposition (monographs, survey articles)
60G10 Probability theory and stochastic processes -- Stochastic processes -- Stationary processes
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... This first volume includes eight chapters and three appendices. The first five chapters have been changed only a few in comparison with the first edition. The main changes concern the Chapters 6-8, entitled now as follows: 6. Models constructed via conditioning: Cox, cluster, and marked point processes, 7. Conditional intensities and likelihoods, 8. Second-order properties of stationary point processes. Chapter 7 includes links to simulation and prediction algorithms for point processes. The three Appendices of the first edition are included in the first volume of this edition. They concern topology and measure theory; measures on metric spaces as well as conditional expectations, stopping times and martingales.

The second edition of the first volume is an updated and extended introduction to point processes suitable as a textbook with many exercises for beginners as well as a source for scientists interesting in high level applications of point processes. (zbMath)

Bibliogr. p. 432-451. Index

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