Point process theory and applications: marked point and...

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Point process theory and applications: marked point and piecewise deterministic processes

Name: Point process theory and applications: marked point and piecewise deterministic processes
ISBN: 9780817644635

Jacobsen M.

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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

Categorias:

Mathematics

Ano:

2006

Editora:

Birkhäuser

Idioma:

english

Páginas:

329

ISBN 10:

0817644636