Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes

Author:   Martin Jacobsen
Publisher:   Birkhauser Boston Inc
Edition:   2006 ed.
ISBN:  

9780817642150


Pages:   328
Publication Date:   15 December 2005
Format:   Hardback
Availability:   Out of print, replaced by POD   Availability explained
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Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes


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Full Product Details

Author:   Martin Jacobsen
Publisher:   Birkhauser Boston Inc
Imprint:   Birkhauser Boston Inc
Edition:   2006 ed.
Dimensions:   Width: 15.50cm , Height: 2.00cm , Length: 23.50cm
Weight:   1.440kg
ISBN:  

9780817642150


ISBN 10:   0817642153
Pages:   328
Publication Date:   15 December 2005
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of print, replaced by POD   Availability explained
We will order this item for you from a manufatured on demand supplier.

Table of Contents

* Preface Part I: Theory * Introduction * Simple and Marked Point Processes * Construction of SPPs and MPPs * Compensators and Mrtingales * Likelihood Processes * Independence * Piecewise Deterministic Markov Processes (PDMPs) Part II: Applications * Survival Analysis * Branching, Ruin, Soccer * A Model from Finance * Examples of Queueing Models Part III: Appendices * Appendix A: Differentiation of Cadlag Functions * Appendix B: Filtrations, Processes, Martingales * Bibliographical Notes * References * Notation Index * Index

Reviews

From the reviews: The most remarkable aspect of the book is the reader-friendly structure and the style in which it has been written. The importance of the book both from the practical and from the theoretical standpoint is unquestionable. This book will be an essential part of every mathematical library. --ZENTRALBLATT Math This book consists of three parts: (I) Theory, (II) Applications and (III) Appendices, that concisely summarize necessary mathematical concepts which are often found scattered among numerous texts. ! The most remarkable aspect of the book is its reader-friendly structure and the style in which it has been written. The importance of this book, both from the practical and from the theoretical standpoint, is unquestionable. It will be an essential part of every mathematical library. (V. K. Oganyan, Mathematical Reviews, Issue 2007 a) This book deals with marked point processes on the positive real axis. It is rigorously written and largely self-contained. ! Each chapter starts with an appealing introduction, including hints to the most important references. The reader is guided by clearly stated comments and hints. ! Many examples and exercises are given ! . This book is suitable for advanced graduate and postgraduate students in mathematics with some preknowledge in this area. It will also be valuable for preparing a respective lecture course. (Martin Schlather, Journal of the American Statistical Association, Vol. 102 (479), 2007) The book will serve as a guide to the comprehensive study of the subject, and--more likely--as a reference book, inevitably a standard one. ! Martin Jacobsen write an accessible book is a true gift to the mathematics community. ! This is a good book, and an important one. ! Every researcher with even a passing interest in the subject will want this book on his or her shelf. (Philip Protter, SIAM Review, Vol. 49 (1), 2007)


From the reviews: ""The most remarkable aspect of the book is the reader-friendly structure and the style in which it has been written. The importance of the book both from the practical and from the theoretical standpoint is unquestionable. This book will be an essential part of every mathematical library.""   —ZENTRALBLATT Math ""This book consists of three parts: (I) Theory, (II) Applications and (III) Appendices, that concisely summarize necessary mathematical concepts which are often found scattered among numerous texts. … The most remarkable aspect of the book is its reader-friendly structure and the style in which it has been written. The importance of this book, both from the practical and from the theoretical standpoint, is unquestionable. It will be an essential part of every mathematical library."" (V. K. Oganyan, Mathematical Reviews, Issue 2007 a) ""This book deals with marked point processes on the positive real axis. It is rigorously written and largely self-contained. … Each chapter starts with an appealing introduction, including hints to the most important references. The reader is guided by clearly stated comments and hints. … Many examples and exercises are given … . This book is suitable for advanced graduate and postgraduate students in mathematics with some preknowledge in this area. It will also be valuable for preparing a respective lecture course."" (Martin Schlather, Journal of the American Statistical Association, Vol. 102 (479), 2007) ""The book will serve as a guide to the comprehensive study of the subject, and—more likely—as a reference book, inevitably a standard one. … Martin Jacobsen write an accessible book is a true gift to the mathematics community. … This is a good book, and an important one. … Every researcher with even a passing interest in the subject will want this book on his or her shelf."" (Philip Protter, SIAM Review, Vol. 49 (1), 2007)


From the reviews: <p> The most remarkable aspect of the book is the reader-friendly structure and the style in which it has been written. The importance of the book both from the practical and from the theoretical standpoint is unquestionable. This book will be an essential part of every mathematical library. a ZENTRALBLATT Math <p> This book consists of three parts: (I) Theory, (II) Applications and (III) Appendices, that concisely summarize necessary mathematical concepts which are often found scattered among numerous texts. a ] The most remarkable aspect of the book is its reader-friendly structure and the style in which it has been written. The importance of this book, both from the practical and from the theoretical standpoint, is unquestionable. It will be an essential part of every mathematical library. (V. K. Oganyan, Mathematical Reviews, Issue 2007 a) <p> This book deals with marked point processes on the positive real axis. It is rigorously written and largely self-contained. a ] Each chapter starts with an appealing introduction, including hints to the most important references. The reader is guided by clearly stated comments and hints. a ] Many examples and exercises are given a ] . This book is suitable for advanced graduate and postgraduate students in mathematics with some preknowledge in this area. It will also be valuable for preparing a respective lecture course. (Martin Schlather, Journal of the American Statistical Association, Vol. 102 (479), 2007)


<p>From the reviews: <p> The most remarkable aspect of the book is the reader-friendly structure and the style in which it has been written. The importance of the book both from the practical and from the theoretical standpoint is unquestionable. This book will be an essential part of every mathematical library. ZENTRALBLATT Math<p> This book consists of three parts: (I) Theory, (II) Applications and (III) Appendices, that concisely summarize necessary mathematical concepts which are often found scattered among numerous texts. The most remarkable aspect of the book is its reader-friendly structure and the style in which it has been written. The importance of this book, both from the practical and from the theoretical standpoint, is unquestionable. It will be an essential part of every mathematical library. (V. K. Oganyan, Mathematical Reviews, Issue 2007 a)<p> This book deals with marked point processes on the positive real axis. It is rigorously written and largely self-contained. E


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