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Point process theory and applications: marked point and piecewise deterministic processes/ Martin Jacobsen

By: Jacobsen, MartinMaterial type: Text

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.

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Holdings
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

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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