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＜電子ブック＞
Point Process Calculus in Time and Space : An Introduction with Applications / by Pierre Brémaud
(Probability Theory and Stochastic Modelling. ISSN:21993149 ; 98)

版	1st ed. 2020.
出版者	(Cham : Springer International Publishing : Imprint: Springer)
出版年	2020
本文言語	英語
大きさ	XIII, 556 p. 8 illus : online resource
著者標目	*Brémaud, Pierre author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Fourier analysis FREE:Probability Theory FREE:Fourier Analysis
一般注記	Introduction -- Generalities -- Poisson Process on the Line -- Spatial Poisson Processes -- Renewal and Regenerative Processes -- Point Processes with a Stochastic Intensity -- Exvisible Intensity of Finite Point Processes -- Palm Probability on the Line -- Palm Probability in Space -- The Power Spectral Measure -- Information Content of Point Processes -- Point Processes in Queueing -- Hawkes Point Processes -- Appendices -- Bibliography -- Index. This book provides an introduction to the theory and applications of point processes, both in time and in space. Presenting the two components of point process calculus, the martingale calculus and the Palm calculus, it aims to develop the computational skills needed for the study of stochastic models involving point processes, providing enough of the general theory for the reader to reach a technical level sufficient for most applications. Classical and not-so-classical models are examined in detail, including Poisson–Cox, renewal, cluster and branching (Kerstan–Hawkes) point processes.The applications covered in this text (queueing, information theory, stochastic geometry and signal analysis) have been chosen not only for their intrinsic interest but also because they illustrate the theory. Written in a rigorous but not overly abstract style, the book will be accessible to earnest beginners with a basic training in probability but will alsointerest upper graduate students and experienced researchers HTTP:URL=https://doi.org/10.1007/978-3-030-62753-9

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