Stochastic Analysis For Poisson Point Processes PDF Download
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| Author | : Giovanni Peccati |
| Publisher | : Springer |
| Total Pages | : 359 |
| Release | : 2016-07-07 |
| Genre | : Mathematics |
| ISBN | : 3319052330 |
Download Stochastic Analysis for Poisson Point Processes Book in PDF, ePub and Kindle
Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics. Due to its close ties with stereology and spatial statistics, the results in this area are relevant for a large number of important applications, e.g. to the mathematical modeling and statistical analysis of telecommunication networks, geostatistics and image analysis. In recent years – due mainly to the impetus of the authors and their collaborators – a powerful connection has been established between stochastic geometry and the Malliavin calculus of variations, which is a collection of probabilistic techniques based on the properties of infinite-dimensional differential operators. This has led in particular to the discovery of a large number of new quantitative limit theorems for high-dimensional geometric objects. This unique book presents an organic collection of authoritative surveys written by the principal actors in this rapidly evolving field, offering a rigorous yet lively presentation of its many facets.
| Author | : D.R. Cox |
| Publisher | : Routledge |
| Total Pages | : 188 |
| Release | : 2018-12-19 |
| Genre | : Mathematics |
| ISBN | : 135142386X |
Download Point Processes Book in PDF, ePub and Kindle
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.
| Author | : Roy L. Streit |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 274 |
| Release | : 2010-09-15 |
| Genre | : Technology & Engineering |
| ISBN | : 1441969233 |
Download Poisson Point Processes Book in PDF, ePub and Kindle
"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.
| Author | : Günter Last |
| Publisher | : Cambridge University Press |
| Total Pages | : 315 |
| Release | : 2017-10-26 |
| Genre | : Mathematics |
| ISBN | : 1107088011 |
Download Lectures on the Poisson Process Book in PDF, ePub and Kindle
A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.
| Author | : Donald Lee Snyder |
| Publisher | : Wiley-Interscience |
| Total Pages | : 508 |
| Release | : 1975 |
| Genre | : Mathematics |
| ISBN | : |
Download Random Point Processes Book in PDF, ePub and Kindle
| Author | : Günter Last |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 522 |
| Release | : 1995-08-10 |
| Genre | : Mathematics |
| ISBN | : 9780387945477 |
Download Marked Point Processes on the Real Line Book in PDF, ePub and Kindle
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.
| Author | : Kiyosi Itô |
| Publisher | : Springer |
| Total Pages | : 54 |
| Release | : 2015-12-24 |
| Genre | : Mathematics |
| ISBN | : 981100272X |
Download Poisson Point Processes and Their Application to Markov Processes Book in PDF, ePub and Kindle
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
| Author | : J. Grandell |
| Publisher | : Springer |
| Total Pages | : 244 |
| Release | : 2006-11-14 |
| Genre | : Mathematics |
| ISBN | : 3540382585 |
Download Doubly Stochastic Poisson Processes Book in PDF, ePub and Kindle
| Author | : D.J. Daley |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 487 |
| Release | : 2006-04-10 |
| Genre | : Mathematics |
| ISBN | : 0387215646 |
Download An Introduction to the Theory of Point Processes Book in PDF, ePub and Kindle
Point 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.
| Author | : Mark Pinsky |
| Publisher | : Academic Press |
| Total Pages | : 584 |
| Release | : 2010-11-18 |
| Genre | : Mathematics |
| ISBN | : 0123814170 |
Download An Introduction to Stochastic Modeling Book in PDF, ePub and Kindle
Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Fourth Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems. New to this edition: Realistic applications from a variety of disciplines integrated throughout the text, including more biological applications Plentiful, completely updated problems Completely updated and reorganized end-of-chapter exercise sets, 250 exercises with answers New chapters of stochastic differential equations and Brownian motion and related processes Additional sections on Martingale and Poisson process Realistic applications from a variety of disciplines integrated throughout the text Extensive end of chapter exercises sets, 250 with answers Chapter 1-9 of the new edition are identical to the previous edition New! Chapter 10 - Random Evolutions New! Chapter 11- Characteristic functions and Their Applications
