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Poisson Point Processes and Their Application to Markov Processes

Poisson Point Processes and Their Application to Markov Processes
Author: Kiyosi Itô
Publisher: Springer
Total Pages: 54
Release: 2015-12-24
Genre: Mathematics
ISBN: 981100272X

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An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and a specified point a ∈ S called a boundary. The problem is to obtain all possible recurrent extensions of a given minimal process (i.e., the process on S \ {a} which is absorbed on reaching the boundary a). The study in this lecture is restricted to a simpler case of the boundary a being a discontinuous entrance point, leaving a more general case of a continuous entrance point to future works. He established a one-to-one correspondence between a recurrent extension and a pair of a positive measure k(db) on S \ {a} (called the jumping-in measure and a non-negative number m


Point Process Theory and Applications

Point Process Theory and Applications
Author: Martin Jacobsen
Publisher: Springer Science & Business Media
Total Pages: 325
Release: 2006-07-27
Genre: Mathematics
ISBN: 0817644636

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Mathematically rigorous exposition of the basic theory of marked point processes and piecewise deterministic stochastic processes Point processes are constructed from scratch with detailed proofs Includes applications with examples and exercises in survival analysis, branching processes, ruin probabilities, sports (soccer), finance and risk management, and queueing theory Accessible to a wider cross-disciplinary audience


Random Point Processes

Random Point Processes
Author: Donald Lee Snyder
Publisher: Wiley-Interscience
Total Pages: 504
Release: 1975
Genre: Mathematics
ISBN:

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Point Processes

Point Processes
Author: D.R. Cox
Publisher: Routledge
Total Pages: 171
Release: 2018-12-19
Genre: Mathematics
ISBN: 1351423851

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There has been much recent research on the theory of point processes, i.e., on random systems consisting of point events occurring in space or time. Applications range from emissions from a radioactive source, occurrences of accidents or machine breakdowns, or of electrical impluses along nerve fibres, to repetitive point events in an individual's medical or social history. Sometimes the point events occur in space rather than time and the application here raneg from statistical physics to geography. The object of this book is to develop the applied mathemathics of point processes at a level which will make the ideas accessible both to the research worker and the postgraduate student in probability and statistics and also to the mathemathically inclined individual in another field interested in using ideas and results. A thorough knowledge of the key notions of elementary probability theory is required to understand the book, but specialised "pure mathematical" coniderations have been avoided.


Markov Point Processes and Their Applications

Markov Point Processes and Their Applications
Author: M. N. M. Van Lieshout
Publisher: World Scientific
Total Pages: 185
Release: 2000
Genre: Mathematics
ISBN: 1860940714

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This text employs a stochastic approach to studying Markov object processes, showing that they form a flexible class of models for a range of problems involving the interpretation of spatial data. Applications can be found in many fields of study.


Poisson Point Processes

Poisson Point Processes
Author: Roy L. Streit
Publisher: Springer Science & Business Media
Total Pages: 274
Release: 2010-09-15
Genre: Technology & Engineering
ISBN: 1441969233

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"Poisson Point Processes provides an overview of non-homogeneous and multidimensional Poisson point processes and their numerous applications. Readers will find constructive mathematical tools and applications ranging from emission and transmission computed tomography to multiple target tracking and distributed sensor detection, written from an engineering perspective. A valuable discussion of the basic properties of finite random sets is included. Maximum likelihood estimation techniques are discussed for several parametric forms of the intensity function, including Gaussian sums, together with their Cramer-Rao bounds. These methods are then used to investigate: -Several medical imaging techniques, including positron emission tomography (PET), single photon emission computed tomography (SPECT), and transmission tomography (CT scans) -Various multi-target and multi-sensor tracking applications, -Practical applications in areas like distributed sensing and detection, -Related finite point processes such as marked processes, hard core processes, cluster processes, and doubly stochastic processes, Perfect for researchers, engineers and graduate students working in electrical engineering and computer science, Poisson Point Processes will prove to be an extremely valuable volume for those seeking insight into the nature of these processes and their diverse applications.


Marked Point Processes on the Real Line

Marked Point Processes on the Real Line
Author: Günter Last
Publisher: Springer Science & Business Media
Total Pages: 522
Release: 1995-08-10
Genre: Mathematics
ISBN: 9780387945477

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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.


Lectures on the Poisson Process

Lectures on the Poisson Process
Author: Günter Last
Publisher: Cambridge University Press
Total Pages: 315
Release: 2017-10-26
Genre: Mathematics
ISBN: 1107088011

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A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.


Point Processes and Their Statistical Inference

Point Processes and Their Statistical Inference
Author: Alan Karr
Publisher: Routledge
Total Pages: 509
Release: 2017-09-06
Genre: Mathematics
ISBN: 1351423835

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Maintaining 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.


Excursions of Markov Processes

Excursions of Markov Processes
Author: Robert M. Blumenthal
Publisher: Springer Science & Business Media
Total Pages: 287
Release: 2012-12-06
Genre: Mathematics
ISBN: 1468494120

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Let {Xti t ~ O} be a Markov process in Rl, and break up the path X t into (random) component pieces consisting of the zero set ({ tlX = O}) and t the "excursions away from 0," that is pieces of path X. : T ::5 s ::5 t, with Xr- = X = 0, but X. 1= 0 for T