Catalogue de la bibliothèque de l'I2M Search for 'su:Probability theory and stochastic processes'
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Search results for 'su:Probability theory and stochastic processes' at Catalogue de la bibliothèque de l'I2M13335040 puzzles and problems in probability and mathematical statistics 9780387735122
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=14918
By Wolfgang Schwarz.
Springer 2008
, Forty puzzles and problems in probability and mathematical statistics are listed in the book by Wolfgang Schwarz. First, the reader is confronted with these puzzles and problems and asked to think about them as well as to think about possible solutions to the problems. If the problems are too difficult for the reader to be solved by himself, in the second part of the book hints are given for each problem how to proceed to find the solution. Again, if these hints are insufficient for the reader to solve the problem or puzzle, the final part of the book contains the formal solutions in great details.
The puzzles and problems listed in the book are very stimulating and provocative in the sense of forcing the reader’s ambition before accepting help in form of hints or complete solutions. The puzzles and problems are taken from probability theory as well as from applied probability in the field of mathematical statistics. (Zentralblatt)
9780387735122

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=14918A course in financial calculus 9780521890779
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=12267
By Alison Etheridge.
2008
. 1 vol. (VIII-196 p.)
, This book provides a self-contained first course in financial mathematics. Binomial trees are used to introduce the idea of arbitrage pricing. This involves key definitions and results on martingales and stochastic calculus in discrete time. In Chapter 3 Brownian motion and martingales in continuous time are introduced. In Chapter 4 the construction of stochastic integrals with respect to Brownian motion is sketched. In particular there are sections on Itô's formula, Girsanov's theorem, the Brownian representation theorem as well as the Feynman-Kac representation. Chapter 5 is dealing with the Black Scholes model. In particular, the Black-Scholes price and hedging strategies for European options are derived. Furthermore there are sections on the Black-Scholes currency model, dividends as well as the market price of risk. In Chapter 6 several other types of options are discussed; these include multistage options, lookback and barrier options, Asian as well as American options. The final chapter introduces more advanced topics including stock price models with jumps, and stochastic volatility. There are some 140 exercises (without solutions). Many of them contain additional material not covered in the main text (this is concerning e.g. several popular interest rate models). This is a well written textbook which should be suitable for final year undergraduate and first year graduate students having some background in probability theory. (Zentralblatt)
24.
9780521890779

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=12267A course in probability theory 0121741516
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=10359
By Kai Lai Chung.
2001
. 1 vol. (xvi-419 p.)
23.
0121741516

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=10359A first course in probability models and statistical inference 0387941142
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=8287
By J. H. C. Creighton.
Springer-Verlag 1994
. 717 p.
25.
0387941142

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=8287A first course in stochastic processes 0123985528
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=2920
By Samuel Karlin, Howard M. Taylor.
1975
. 1 vol. (XVI-557 p.)
23.
0123985528

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=2920A graduate course in probability
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=7326
By Howard G. Tucker.
Academic Press 1967
. 1 vol. (XIII-273 p.)
, The aim of the author is a text for a year course in analytic probability for students with a first year background in analysis, but not necessarily with a background in probability. The text covers the most-used forms of the convergence theorems, theorems on sums of independent random variables, infinitely divisible distributions, and the central limit theorem. The last two chapters are concerned with martingales and properties of stochastic processes, especially the Poisson process and Brownian motion.
The text is explicit and clear and there are extensive problem sets, so the intent of the book is achieved.
The author disclaims the intent to widely cover the field, and extensive variation of the course would require supplementary material. (MathSciNet)
24.

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=7326A history of inverse probability 0387988076
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15658
By Andrew I. Dale.
Springer 1999
0387988076

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15658A history of probability and statistics and their applications before 1750 0471471291
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=12297
By Anders Hald.
Wiley 2003
. 1 vol. (XIII-586 p.)
, As the author himself says on page 4 a fuller title of the book would be “A history of probability theory and statistics and their applications to games of chance, astronomy, demography, and life insurance before 1750, with some comments on later developments”. Its main aim is to deal with these aspects of history: with problems, methods and with persons. Being not a historian of science but a retired professor of statistics the author relied on secondary literature whenever he touched really historical or nonmathematical issues like evaluations, dates, biographical and bibliographical details. (Zentralblatt)
23.
0471471291

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=12297A history of the central limit theorem 9780387878560
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15450
By Hans Fischer.
Springer 2011
9780387878560

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15450A minicourse on stochastic partial differential equations 9783540859932
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=13682
By Davar Khoshnevisan, Firas Rassoul-Agha.
Springer 2009
, Minicours organisés par le Département de mathématiques de l'Université de l'Utah du 8 au 19 may 2006 à l'Université de l'Utah. Contient des exercices
9783540859932

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=13682A modern approach to probability theory 0817638075
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=10394
By Bert Fristedt, Lawrence Gray.
Birkhauser 1997
. 1 vol. (XX-756 p.)
24.
0817638075

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=10394A natural introduction to probability theory 9783764321888
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15906
By Ronald Meester.
Birkhäuser 2003
9783764321888

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15906A path to combinatorics for undergraduates 9780817642884
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15860
By Titu Andreescu, Zuming Feng.
Birkhäuser 2004
9780817642884

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15860A probability path 081764055X
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=9347
By Sidney I. Resnick.
1999
. 1 vol. (XII-453 p.)
24.
081764055X

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=9347A second course in stochastic processes 0123986508
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=8023
By Samuel Karlin, Howard M. Taylor.
1981
. 1 vol. (XVIII-542 p.)
, Suite de l'ouvrage "A first course in stochastic processes"
24.
0123986508

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=8023A stochastic maximum principle for optimal control of diffusions 9780582988934
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=206
By U.G. Haussmann.
Longman Scientific and Technical 1986
. 1 vol. (109 p.)
25.
9780582988934

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=206A weak convergence approach to the theory of large deviations 0471076724
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=9425
By Paul Dupuis, Richard S. Ellis.
Wiley 1997
. 1 vol. (XVII-479 p.
24.
0471076724

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=9425Adaptive Markov control processes 0387969667
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=13131
By O. Hernández-Lerma.
Springer 1989
, The purpose of this book is to present some recent developments on the theory of adaptive controlled Markov processes (CMP's) - also known as Markov decision processes or Markov dynamic programs -, i.e., CMP's that depend on unknown parameters. Thus, at each decision time, the controller or decision-maker must estimate the true parameter values and then adapt the control actions to the estimated values. (Zentralblatt)
0387969667

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=13131Adaptive statistical procedures and related topics 0940600099
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15014
By John Van Ryzin.
Institute of Mathematical Statistics 1986
, From the preface: "Herbert Robbins, Higgins Professor of mathematical statistics, Columbia University, and senior mathematician, Brookhaven National Laboratory, celebrated his 70th birthday on January 12, 1985. In honor of this occasion and to pay tribute to his pioneering and influential work in statistics and probability, a symposium was held at Brookhaven National Laboratory on June 7–11, 1985. The idea of the symposium, entitled `Adaptive statistical procedures and related topics', was to cover the broad range of topics in which Professor Robbins has made fundamental contributions. The term `adaptive' in the title was meant to capture the spirit of his work in the areas of stochastic approximation, empirical Bayes and sequential analysis. All these areas have the common feature that they adapt to approximate some ideal or optimal statistical procedure as observations accumulate in number and/or time. In addition to this a number of invited speakers, many of whom were or are students and/or colleagues of Professor Robbins, chose to speak on a related topic in probability or statistics. Those papers are also given in this volume.''
0940600099

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15014Additive and cancellative interacting particle systems 354009508X
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=2946
By David Griffeath.
Springer 1979
. 1 vol. (IV-108 p.)
25.
354009508X

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=2946ADN, mots et modèles 9782701136967
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=10537
By Stéphane Robin, François Rodolphe, Sophie Schbath.
2003
. 1 vol. (144 p.)
24.
9782701136967

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=10537Advanced probability theory 0824778731
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=8324
By Janos Galambos.
1988
. 1 vol. (405 p.)
24.
0824778731

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=8324Advances in large margin classifiers 0262194481
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=9692
By Alexander J. Smola, Peter L. Bartlett, Bernhard Scholkopf,... [et al.].
The MIT Press 2000
. 1 vol. (VI-412 p.)
26.
0262194481

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=9692Advances in probability distributions with given marginals 9789401055345
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15865
By G. DallʾAglio, S. Kotz and G. Salinetti.
Kluwer 1991
, Papers from the symposium on distributions with given marginals held in Rome, April 1990
9789401055345

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15865Adventures in stochastic processes 9781461203872
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=16154
By Sidney Resnick.
Birkhäuser 2002
9781461203872

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=16154Agrégation limitée par diffusion interne et temps de coupure sur les groupes discrets à croissance polynomiale
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=9699
By par Sébastien Blachère.
2000
. 1 vol. (117 p.)
30.

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=9699Algebraic structures and operator calculus 9789401047203
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=16060
By Philip Feinsilver and René Schott.
Kluwer 1993
9789401047203

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=16060Algorithmes adaptatifs et approximations stochastiques 9782225812217
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=2760
By Albert Benveniste, Michel Métivier, Pierre Priouret.
1987
. 1 vol. (XIII-367 p.)
24.
9782225812217

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=2760Algorithmes stochastiques 3540606998
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=8777
By Marie Duflo.
Springer (Ellipses 1-9) 1996
. 1 vol. (XIII-319 p.)
24.
3540606998

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=8777Almost sure convergence 0126727503
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=4544
By William F. Stout.
Academic Press 1974
. 1 vol. (X-381 p.)
24.
0126727503

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=4544Amarts and set function processes 9783540128670
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=14633
By Allan Gut, Klaus D. Schmidt.
Springer-Verlag 1983
9783540128670

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=14633American Mathematical Society translations 0821817086
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=1076
By K. Noshiro, A. P. Matorin, L. S. Pontryagin... [et al.].
AMS 1960
. 1 vol. (IV-356 p.)
26.
0821817086

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=1076An introduction to analysis on Wiener space 3540601708
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=8590
By Ali Suleyman Ustunel.
Springer 1995
. 1 vol. (X-93 p.)
24.
3540601708

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=8590An introduction to continuity, extrema, and related topics for general Gaussian processes 9780940600171
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15035
By Robert J. Adler.
Institute of Mathematical Statistics 1990
9780940600171

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15035An introduction to continuous-time stochastic processes 9780817644284
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=14808
By Vincenzo Capasso, David Bakstein.
Birkhäuser 2005
, This is an introductory text on continuous time stochastic processes and their applications to finance and biology. The first part of the book reviews basic probability and then covers the basic continuous time processes such as Brownian motion, point processes, etc. It then introduces the Itô integral and Itô formula, and develops the basic theory of stochastic differential equations, inclusive of Lyapunov-type stability criteria. Proofs that are very technical are omitted.
The second part of the book deals with applications. The chapter on finance and insurance covers option pricing, interest rate models and insurance risk. The chapter on biology and medicine considers a variety of models of population dynamics and an application to neurosciences.
Four appendices cover the background from analysis required in the book, viz., measure and integration, probability measures on metric spaces, elliptic and parabolic p.d.e.'s, and stability theory for ordinary differential equations.
The book will be useful for applied mathematicians who are not probabilists to get a quick flavour of the techniques of stochastic calculus, and for professional probabilists to get a quick flavour of the applications. (MathScinet)
9780817644284

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=14808An introduction to Kolmogorov complexity and its applications 0387948686
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=9553
By Ming Li, Paul Vitanyi.
Springer 1997
. 1 vol. (xx-637 p.)
25.
0387948686

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=9553An introduction to Markov processes 3540234519
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=11175
By Daniel W. Stroock.
Springer 2005
. 1 vol. (XIV-171 p.)
25.
3540234519

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=11175An introduction to probabilistic modeling 0387964606
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=8127
By Pierre Brémaud.
Springer 1988
. 1 vol. (xvi, 207 p.)
, This is a very nice book for a first course in probability theory for advanced undergraduate students, i.e., students with the basic ideas of real analysis in their pockets. The material and the order in which it is presented are traditional. But the way it is presented and the list of special topics is what sets it apart from most textbooks of the same level. A specially nice chapter is the one devoted to the study of the different convergence modes. Experts in pedagogy should decide whether the inclusion of the solutions to the problems is a handicap or not, but do not miss the opportunity of trying it. Beware of some annoying misprints. (Zentralblatt)
25.
0387964606

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=8127An introduction to probability and stochastic processes 0387977848
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=8623
By Marc A. Berger.
1993
. 205 p.
25.
0387977848

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=8623An introduction to probability theory and its applications
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=4875
By William Feller.
1968
. 1 vol. (XVIII-509 p.)
, 3rd edition
21.

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=4875An introduction to probability theory and its applications 0471257095
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=5038
By William Feller.
Wiley 1971
. 1 vol. (XXIV-669 p.)
24.
0471257095

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=5038An introduction to probability theory and its applications s.n.
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=12597
By William Feller.
Wiley 1950
. 1 vol. (XII-419 p.)
24.
s.n.

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=12597An introduction to probability theory and mathematical statistics 0471731358
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=4973
By V. K. Rohatgi.
Wiley 1976
. 1 vol. (xiv-684 p.)
24.
0471731358

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=4973An introduction to random matrices 9780521194525
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15011
By Greg W. Anderson, Alice Guionnet, Ofer Zeitouni.
Cambridge University Press 2011
. 1 vol. (XIV-491 p.)
, The goal of the given book is to present a rigorous introduction to the basic theory of random matrices, including free probability, to be accessible to graduate students in mathematics or related sciences who have mastered probability theory at the graduate level, but not necessarily the advanced fields of functional analysis, algebra and geometry... (Zentralblatt)
24.
9780521194525

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15011An introduction to sparse stochastic processes 9781107058545
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=16208
By Michael Unser and Pouya D. Tafti.
2014
. 1 vol.(XVIII-367 p.)
25.
9781107058545

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=16208An introduction to stochastic processes and their applications 9780387977836
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=7863
By Petar Todorovic.
Springer 1992
. 1 vol. (289 p.)
24.
9780387977836

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=7863An introduction to superprocesses 0821827065
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=11190
By Alison M. Etheridge.
AMS 2000
. 1 vol. (XII-187 p.)
26.
0821827065

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=11190An introduction to the theory of large deviations 9781461385141
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=2883
By D.W. Stroock.
Springer 1984
9781461385141

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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=2883An introduction to the theory of point processes 9780387213378
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15404
By D. J. Daley, D. Vere-Jones.
Birkhauser : Springer series in statistics. Probability and its applications -> Springer à partir de 1995 : Probability and its applications 2008
. 1 vol. (XVII-573 p.)
, ... Volume II (Chapters 9–15) contains most of the material that appeared in Chapters 7–14 of the first edition, as well as a significant number of new topics. Chapter 9 presents a detailed treatment of the general theory of random measures and point processes, a topic touched on only briefly in Volume I. This is followed by Chapter 10, on special classes such as completely random measures and infinitely divisible point processes, which also includes new material on Markov properties of point processes on general metric spaces. Convergence concepts are introduced in Chapter 11. Stationary point processes and random measures are the subject of Chapter 12, with new material on long-range dependence and self-similarity. Chapter 13 is devoted to Palm theory and includes a new section on fractal dimensions. The martingale approach to marked point processes on R+ is exploited in Chapter 14, on so-called "evolutionary'' processes—i.e., processes that evolve in time. Finally, Chapter 15 focuses on particular properties of spatial and space-time point processes.
As was the case with the first edition, each topic is carefully motivated and an extensive literature review is provided. Heuristic explanations accompany rigorous proofs, and numerous examples and exercises (without solutions) are given. While the more basic material in Volume I is more widely accessible, Volume II will be of particular use to the specialist with a good background in probability, measure theory, and topology. In his review of the first edition of this book, Alan Karr predicted that it was "likely to become the reference on point process theory''. His prediction was correct; both volumes of the second edition belong on the shelf of any modern probability theorist. (MathSciNet)
24.
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http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15404An introduction to the theory of point processes 9780387955414
http://catalogue.cmi.univ-mrs.fr/cgi-bin/koha/opac-detail.pl?biblionumber=15420
By D. J. Daley, D. Vere-Jones.
Birkhauser : Springer series in statistics. Probability and its applications -> Springer à partir de 1995 : Probability and its applications 2003
. 1 vol. (XXI-469 p.)
, ... 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)
24.
9780387955414