Coverart for item
The Resource Marked point processes on the real line : the dynamic approach, Gunther Last, Andreas Brandt

Marked point processes on the real line : the dynamic approach, Gunther Last, Andreas Brandt

Label
Marked point processes on the real line : the dynamic approach
Title
Marked point processes on the real line
Title remainder
the dynamic approach
Statement of responsibility
Gunther Last, Andreas Brandt
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Last, Günter
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Brandt, Andreas
Series statement
Probability and its applications
http://library.link/vocab/subjectName
  • Point processes
  • Martingales (Mathematics)
Label
Marked point processes on the real line : the dynamic approach, Gunther Last, Andreas Brandt
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages [471]-479) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Overview -- 2. Measurability concepts for stochastic processes, point and jump processes and random measures -- 3. Projections -- 4. The compensator: definition and basic properties -- 5. The poisson process -- 6. The marked poisson process -- 7. Continuous time Markov chains -- 8. Existence and uniqueness of point process distributions -- 9. Stochastic ordering -- 10. Absolute continuity -- 11. Filtering -- Appendixes: -- A1. Monotone class theorems -- A2. Kernels and disintegration -- A3. Conditional probabilities and conditional distributions -- A4. Lebesque-Stieltjes calculus -- A5. Random times and hazard measures -- A6. Order Statistics -- A7. Martingales -- A8. Stochastic ordering
Control code
32545189
Dimensions
25 cm
Extent
xiv, 490 pages
Isbn
9780387945477
Isbn Type
(hardcover : alk. paper)
Lccn
95018596
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(WaOLN)1683973
Label
Marked point processes on the real line : the dynamic approach, Gunther Last, Andreas Brandt
Publication
Bibliography note
Includes bibliographical references (pages [471]-479) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Overview -- 2. Measurability concepts for stochastic processes, point and jump processes and random measures -- 3. Projections -- 4. The compensator: definition and basic properties -- 5. The poisson process -- 6. The marked poisson process -- 7. Continuous time Markov chains -- 8. Existence and uniqueness of point process distributions -- 9. Stochastic ordering -- 10. Absolute continuity -- 11. Filtering -- Appendixes: -- A1. Monotone class theorems -- A2. Kernels and disintegration -- A3. Conditional probabilities and conditional distributions -- A4. Lebesque-Stieltjes calculus -- A5. Random times and hazard measures -- A6. Order Statistics -- A7. Martingales -- A8. Stochastic ordering
Control code
32545189
Dimensions
25 cm
Extent
xiv, 490 pages
Isbn
9780387945477
Isbn Type
(hardcover : alk. paper)
Lccn
95018596
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(WaOLN)1683973

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