Point process theory and applications: marked point and piecewise deterministic processes/ Martin Jacobsen
Material type: TextSeries: (Probability and its applications)Publication details: Boston: Birkhauser, 2006Description: x, 328 p. : ill. ; 24 cmISBN: 9780817642150Subject(s): Point processes | Stochastic processes | Mathematical optimization | MathematicsDDC classification: 519.23
Contents:
Simple and marked point processes --
Construction of SPPs and MPPs --
Compensators and martingales --
Likelihood processes --
Independence --
PDMPs --
Survival analysis --
Branching, ruin, soccer --
A model from finance --
Examples of queueing models.
Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
General Books | Central Library, Sikkim University General Book Section | 519.23 JAC/P (Browse shelf(Opens below)) | Available | P25266 |
Total holds: 0
Browsing Central Library, Sikkim University shelves, Shelving location: General Book Section Close shelf browser (Hides shelf browser)
519.22 KUS/S Stochastic approximation and recursive algorithms and applications/ | 519.23 CAO/S Stochastic Learning and Optimization/ | 519.23 JAC/ Limits theorems for stochastic processes/ | 519.23 JAC/P Point process theory and applications: marked point and piecewise deterministic processes/ | 519.23 KEM / Finite Markov chains/ | 519.23 OLE/P Probability, Statistics, and Stochastic Processes/ | 519.23 ROS/S Stochastic Processes,/ |
Simple and marked point processes --
Construction of SPPs and MPPs --
Compensators and martingales --
Likelihood processes --
Independence --
PDMPs --
Survival analysis --
Branching, ruin, soccer --
A model from finance --
Examples of queueing models.
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