Point Process Calculus in Time and Space (eBook)

An Introduction with Applications

Pierre Brémaud (Autor)

eBook Download: PDF

2020 | 1st ed. 2020
XIII, 556 Seiten
Springer International Publishing (Verlag)
978-3-030-62753-9 (ISBN)

Infos

This book provides an introduction to the theory and applications of point processes, both in time and in space. Presenting the two components of point process calculus, the martingale calculus and the Palm calculus, it aims to develop the computational skills needed for the study of stochastic models involving point processes, providing enough of the general theory for the reader to reach a technical level sufficient for most applications. 

Classical and not-so-classical models are examined in detail, including Poisson-Cox, renewal, cluster and branching (Kerstan-Hawkes) point processes.The applications covered in this text (queueing, information theory, stochastic geometry and signal analysis) have been chosen not only for their intrinsic interest but also because they illustrate the theory. 

Written in a rigorous but not overly abstract style, the book will be accessible to earnest beginners with a basic training in probability but will also interest upper graduate students and experienced researchers.

Pierre Brémaud is an Emeritus Professor of the École polytechnique fédérale de Lausanne and alumnus of the École Polytechnique in France. He obtained his Doctorate in Mathematics from the University of Paris VI and his PhD from the department of Electrical Engineering and Computer Science of the University of California at Berkeley. He is a major contributor to the theory of stochastic processes and their applications, and has authored or co-authored several reference and textbooks on the subject.

Produkt-Details

• Erscheint lt. Verlag: 5.12.2020
• Reihe/Serie: Probability Theory and Stochastic Modelling
• Reihe/Serie: Probability Theory and Stochastic Modelling
• Zusatzinfo: XIII, 556 p. 8 illus.
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Schlagworte: 60xx, 90xx, 93xx, 94xx • Information and Communication, Circuits • Information Theory • Martingales • Mathematical Programming • Palm Probability • Point Process • Poisson process • Queueing Theory • random measure • Renewal Theory • signal analysis • Stochastic Calculus • Stochastic Systems and Control
• ISBN-10: 3-030-62753-5 / 3030627535
• ISBN-13: 978-3-030-62753-9 / 9783030627539