The Central Limit Theorems for Space-time Point Processes
Author: Xin Qi
Publisher:
Published: 2007
Total Pages: 140
ISBN-13:
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An Introduction to the Theory of Point Processes
Author: D.J. Daley
Publisher: Springer Science & Business Media
Published: 2007-11-12
Total Pages: 590
ISBN-13: 0387213376
DOWNLOAD EBOOKThis is the second volume of the reworked second edition of a key work on Point Process Theory. Fully revised and updated by the authors who have reworked their 1988 first edition, it brings together 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.
An Introduction to the Theory of Point Processes
Author: D.J. Daley
Publisher: Springer Science & Business Media
Published: 2006-04-10
Total Pages: 487
ISBN-13: 0387215646
DOWNLOAD EBOOKPoint 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 their Introduction to the Theory of Point Processes in two volumes with sub-titles Elementary Theory and Models and General Theory and Structure. Volume One contains the introductory chapters from the first edition, together with an informal treatment of some of the later material intended to make it more accessible to readers primarily interested in models and applications. The main new material in this volume relates to marked point processes and to processes evolving in time, where the conditional intensity methodology provides a basis for model building, inference, and prediction. There are abundant examples whose purpose is both didactic and to illustrate further applications of the ideas and models that are the main substance of the text.
Stochastic Space—Time Models and Limit Theorems
Author: L. Arnold
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 270
ISBN-13: 9400953909
DOWNLOAD EBOOKApproach your problems from It isn't that they can't see the right end and begin with the solution. the answers. Then one day, It is that they can't see the perhaps you will find the problem. final question. G.K. Chesterton. The Scandal 'The Hermit Clad 1n Crane of Father Brown 'The Point of Feathers' in R. van Gulik's a Pin'. The Chinese Maze Murders. Growing specialisation and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches wich were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD" , "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.
Basics of Applied Stochastic Processes
Author: Richard Serfozo
Publisher: Springer Science & Business Media
Published: 2009-01-24
Total Pages: 452
ISBN-13: 3540893326
DOWNLOAD EBOOKStochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system’s data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.
Lectures on the Poisson Process
Author: Günter Last
Publisher: Cambridge University Press
Published: 2017-10-26
Total Pages: 315
ISBN-13: 1107088011
DOWNLOAD EBOOKA modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.
Point Processes and Their Statistical Inference
Author: Alan Karr
Publisher: Routledge
Published: 2017-09-06
Total Pages: 509
ISBN-13: 1351423835
DOWNLOAD EBOOKMaintaining the excellent features that made the first edition so popular, this outstanding reference/text presents the only comprehensive treatment of the theory of point processes and statistical inference for point processes-highlighting both pointprocesses on the real line and sp;,.tial point processes. Thoroughly updated and revised to reflect changes since publication of the firstedition, the expanded Second EdiLion now contains a better organized and easierto-understand treatment of stationary point processes ... expanded treatment ofthe multiplicative intensity model ... expanded treatment of survival analysis . ..broadened consideration of applications ... an expanded and extended bibliographywith over 1,000 references ... and more than 3('() end-of-chapter exercises.
Fundamentals of Stochastic Models
Author: Zhe George Zhang
Publisher: CRC Press
Published: 2023-05-18
Total Pages: 815
ISBN-13: 1000865967
DOWNLOAD EBOOKStochastic modeling is a set of quantitative techniques for analyzing practical systems with random factors. This area is highly technical and mainly developed by mathematicians. Most existing books are for those with extensive mathematical training; this book minimizes that need and makes the topics easily understandable. Fundamentals of Stochastic Models offers many practical examples and applications and bridges the gap between elementary stochastics process theory and advanced process theory. It addresses both performance evaluation and optimization of stochastic systems and covers different modern analysis techniques such as matrix analytical methods and diffusion and fluid limit methods. It goes on to explore the linkage between stochastic models, machine learning, and artificial intelligence, and discusses how to make use of intuitive approaches instead of traditional theoretical approaches. The goal is to minimize the mathematical background of readers that is required to understand the topics covered in this book. Thus, the book is appropriate for professionals and students in industrial engineering, business and economics, computer science, and applied mathematics.
Large Deviations and Applications
Author: S. R. S. Varadhan
Publisher: SIAM
Published: 1984-01-31
Total Pages: 74
ISBN-13: 0898711894
DOWNLOAD EBOOKMany situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solutions in special situations when certain parameters get large or small.
Stochastic-Process Limits
Author: Ward Whitt
Publisher: Springer Science & Business Media
Published: 2006-04-11
Total Pages: 616
ISBN-13: 0387217487
DOWNLOAD EBOOKFrom the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective readers. [... It] is intended to be accessible to those with less background. This book is a must to researchers and graduate students interested in these areas." ISI Short Book Reviews
