Marked Point Processes On The Real Line

Marked Point Processes On The Real Line by Günter Last. Download it Marked Point Processes On The Real Line books also available in PDF, EPUB, and Mobi Format for read it on your Kindle device, PC, phones or tablets. This book gives a self-contained introduction to the dynamic martingale approach to marked point processes (MPP).. Click Get Books for free books.

Marked Point Processes On The Real Line

Marked Point Processes On The Real Line
Author: Günter Last
Publisher: Springer Science & Business Media
ISBN: 9780387945477
Size: 40.14 MB
Format: PDF, Mobi
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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.
Marked Point Processes on the Real Line
Language: en
Pages: 490
Authors: Günter Last, Andreas Brandt
Categories: Mathematics
Type: BOOK - Published: 1995-08-10 - Publisher: Springer Science & Business Media
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
Stationary Marked Point Processes
Language: en
Pages: 200
Authors: Karl Sigman
Categories: Mathematics
Type: BOOK - Published: 1995-05-15 - Publisher: Chapman and Hall/CRC
Taking an applied point of view, this book provides an accessible introduction to the theory of stationary random marked point processes on the non-negative real line. The reader will be able to gain an intuitive understanding of stationary marked point processes and be able to apply the theory to stochastic
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