Point process theory and applications: marked point and piecewise deterministic processes
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boston [u.a.]
Birkhäuser
2006
|
| Schriftenreihe: | Probability and its applications
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Klappentext |
| Beschreibung: | X, 328 S. |
| ISBN: | 0817642153 9780817642150 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV021295517 | ||
| 003 | DE-604 | ||
| 005 | 20230223 | ||
| 007 | t | ||
| 008 | 060117s2006 |||| 00||| eng d | ||
| 020 | |a 0817642153 |9 0-8176-4215-3 | ||
| 020 | |a 9780817642150 |9 978-0-8176-4215-0 | ||
| 035 | |a (OCoLC)63127470 | ||
| 035 | |a (DE-599)BVBBV021295517 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-824 |a DE-355 |a DE-19 |a DE-83 |a DE-11 |a DE-188 | ||
| 050 | 0 | |a QA274.42 | |
| 082 | 0 | |a 519.2/3 |2 22 | |
| 084 | |a QH 237 |0 (DE-625)141552: |2 rvk | ||
| 084 | |a SK 820 |0 (DE-625)143258: |2 rvk | ||
| 084 | |a SK 835 |0 (DE-625)143260: |2 rvk | ||
| 084 | |a 60G07 |2 msc | ||
| 084 | |a 60G55 |2 msc | ||
| 084 | |a 60G44 |2 msc | ||
| 084 | |a MAT 605f |2 stub | ||
| 100 | 1 | |a Jacobsen, Martin |d 1942- |e Verfasser |0 (DE-588)132959070 |4 aut | |
| 245 | 1 | 0 | |a Point process theory and applications |b marked point and piecewise deterministic processes |c Martin Jacobsen |
| 264 | 1 | |a Boston [u.a.] |b Birkhäuser |c 2006 | |
| 300 | |a X, 328 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Probability and its applications | |
| 650 | 7 | |a Processos estocásticos (aplicações) |2 larpcal | |
| 650 | 7 | |a Processos estocásticos pontuais |2 larpcal | |
| 650 | 4 | |a Processus ponctuels | |
| 650 | 4 | |a Processus stochastiques | |
| 650 | 4 | |a Point processes | |
| 650 | 4 | |a Stochastic processes | |
| 650 | 0 | 7 | |a Wahrscheinlichkeitsrechnung |0 (DE-588)4064324-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Punktprozess |0 (DE-588)4138173-7 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Punktprozess |0 (DE-588)4138173-7 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Wahrscheinlichkeitsrechnung |0 (DE-588)4064324-4 |D s |
| 689 | 1 | 1 | |a Punktprozess |0 (DE-588)4138173-7 |D s |
| 689 | 1 | |5 DE-604 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 0-8176-4463-6 |
| 856 | 4 | 2 | |m Digitalisierung UBRegensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014616283&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014616283&sequence=000002&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |3 Klappentext |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-014616283 | ||
Datensatz im Suchindex
| _version_ | 1804135090216763392 |
|---|---|
| adam_text | Contents
Preface
Parti Theory
1
1.1
1.2
2
2.1
2.2
3
3.1
3.2
3.3
4
4.1
4.2
4.3
4.4
4.5
4.6
4.7
4.8
5
5.1
5.2
vi
6
6.1
6.2
7
7.1
7.2
7.3
7.4
7.4.1
7.4.2
7.4.3
7.5
7.6
7.7
7.8
7.9
Partii
8
8.1
8.2
9
9.1
9.2
9.3
10
10.1
10.2
10.3
10.4
11
11.1
11.2
Partili
A Differentiation of Cadlag Functions
B Filtrations, Processes, Martingales
Contents
Bibliographical Notes
References
Notation Index
Index
This text offers a mathematically rigorous exposition of the basic theory of
marked point processes developing randomly over time, and shows how
this theory may be used to treat piecewise deterministic stochastic
processes in continuous time.
The focus is on point processes that generate only finitely many points in
finite time intervals, resulting in piecewise deterministic processes with
few jumps. The point processes are constructed from scratch with
detailed proofs and their distributions characterized using compensating
measures and martingale structures. Piecewise deterministic processes
are defined and identified with certain marked point processes, which are
then used in particular to construct and study a large class of piecewise
deterministic Markov processes, whether time homogeneous or not.
The second part of the book addresses applications of the just developed
theory. This analysis of various models in applied statistics and probabi¬
lity includes examples and exercises in survival analysis, branching
processes, ruin probabilities, sports (soccer), finance and risk manage¬
ment (arbitrage and portfolio trading strategies), and queueing theory.
Graduate students and researchers interested in probabilistic modeling
and its applications will find this text an excellent resource, requiring for
mastery a solid foundation in probability theory, measure and integration,
as well as some knowledge of stochastic processes and martingales.
However, an explanatory introduction to each chapter highlights those
portions that are crucial and those that can be omitted by non-specialists,
making the material more accessible to a wider cross-disciplinary audi¬
ence.
|
| adam_txt |
Contents
Preface
Parti Theory
1
1.1
1.2
2
2.1
2.2
3
3.1
3.2
3.3
4
4.1
4.2
4.3
4.4
4.5
4.6
4.7
4.8
5
5.1
5.2
vi
6
6.1
6.2
7
7.1
7.2
7.3
7.4
7.4.1
7.4.2
7.4.3
7.5
7.6
7.7
7.8
7.9
Partii
8
8.1
8.2
9
9.1
9.2
9.3
10
10.1
10.2
10.3
10.4
11
11.1
11.2
Partili
A Differentiation of Cadlag Functions
B Filtrations, Processes, Martingales
Contents
Bibliographical Notes
References
Notation Index
Index
This text offers a mathematically rigorous exposition of the basic theory of
marked point processes developing randomly over time, and shows how
this theory may be used to treat piecewise deterministic stochastic
processes in continuous time.
The focus is on point processes that generate only finitely many points in
finite time intervals, resulting in piecewise deterministic processes with
"few jumps." The point processes are constructed from scratch with
detailed proofs and their distributions characterized using compensating
measures and martingale structures. Piecewise deterministic processes
are defined and identified with certain marked point processes, which are
then used in particular to construct and study a large class of piecewise
deterministic Markov processes, whether time homogeneous or not.
The second part of the book addresses applications of the just developed
theory. This analysis of various models in applied statistics and probabi¬
lity includes examples and exercises in survival analysis, branching
processes, ruin probabilities, sports (soccer), finance and risk manage¬
ment (arbitrage and portfolio trading strategies), and queueing theory.
Graduate students and researchers interested in probabilistic modeling
and its applications will find this text an excellent resource, requiring for
mastery a solid foundation in probability theory, measure and integration,
as well as some knowledge of stochastic processes and martingales.
However, an explanatory introduction to each chapter highlights those
portions that are crucial and those that can be omitted by non-specialists,
making the material more accessible to a wider cross-disciplinary audi¬
ence. |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Jacobsen, Martin 1942- |
| author_GND | (DE-588)132959070 |
| author_facet | Jacobsen, Martin 1942- |
| author_role | aut |
| author_sort | Jacobsen, Martin 1942- |
| author_variant | m j mj |
| building | Verbundindex |
| bvnumber | BV021295517 |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274.42 |
| callnumber-search | QA274.42 |
| callnumber-sort | QA 3274.42 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 237 SK 820 SK 835 |
| classification_tum | MAT 605f |
| ctrlnum | (OCoLC)63127470 (DE-599)BVBBV021295517 |
| dewey-full | 519.2/3 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/3 |
| dewey-search | 519.2/3 |
| dewey-sort | 3519.2 13 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02400nam a2200577 c 4500</leader><controlfield tag="001">BV021295517</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20230223 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">060117s2006 |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0817642153</subfield><subfield code="9">0-8176-4215-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780817642150</subfield><subfield code="9">978-0-8176-4215-0</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)63127470</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV021295517</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-824</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA274.42</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.2/3</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 237</subfield><subfield code="0">(DE-625)141552:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 820</subfield><subfield code="0">(DE-625)143258:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 835</subfield><subfield code="0">(DE-625)143260:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60G07</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60G55</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60G44</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 605f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Jacobsen, Martin</subfield><subfield code="d">1942-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)132959070</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Point process theory and applications</subfield><subfield code="b">marked point and piecewise deterministic processes</subfield><subfield code="c">Martin Jacobsen</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Boston [u.a.]</subfield><subfield code="b">Birkhäuser</subfield><subfield code="c">2006</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">X, 328 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Probability and its applications</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Processos estocásticos (aplicações)</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Processos estocásticos pontuais</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Processus ponctuels</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Processus stochastiques</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Point processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic processes</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wahrscheinlichkeitsrechnung</subfield><subfield code="0">(DE-588)4064324-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Punktprozess</subfield><subfield code="0">(DE-588)4138173-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Punktprozess</subfield><subfield code="0">(DE-588)4138173-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Wahrscheinlichkeitsrechnung</subfield><subfield code="0">(DE-588)4064324-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Punktprozess</subfield><subfield code="0">(DE-588)4138173-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">0-8176-4463-6</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UBRegensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014616283&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014616283&sequence=000002&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Klappentext</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-014616283</subfield></datafield></record></collection> |
| id | DE-604.BV021295517 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T13:51:04Z |
| indexdate | 2024-07-09T20:34:58Z |
| institution | BVB |
| isbn | 0817642153 9780817642150 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014616283 |
| oclc_num | 63127470 |
| open_access_boolean | |
| owner | DE-824 DE-355 DE-BY-UBR DE-19 DE-BY-UBM DE-83 DE-11 DE-188 |
| owner_facet | DE-824 DE-355 DE-BY-UBR DE-19 DE-BY-UBM DE-83 DE-11 DE-188 |
| physical | X, 328 S. |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | Birkhäuser |
| record_format | marc |
| series2 | Probability and its applications |
| spelling | Jacobsen, Martin 1942- Verfasser (DE-588)132959070 aut Point process theory and applications marked point and piecewise deterministic processes Martin Jacobsen Boston [u.a.] Birkhäuser 2006 X, 328 S. txt rdacontent n rdamedia nc rdacarrier Probability and its applications Processos estocásticos (aplicações) larpcal Processos estocásticos pontuais larpcal Processus ponctuels Processus stochastiques Point processes Stochastic processes Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd rswk-swf Punktprozess (DE-588)4138173-7 gnd rswk-swf Punktprozess (DE-588)4138173-7 s DE-604 Wahrscheinlichkeitsrechnung (DE-588)4064324-4 s Erscheint auch als Online-Ausgabe 0-8176-4463-6 Digitalisierung UBRegensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014616283&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014616283&sequence=000002&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Jacobsen, Martin 1942- Point process theory and applications marked point and piecewise deterministic processes Processos estocásticos (aplicações) larpcal Processos estocásticos pontuais larpcal Processus ponctuels Processus stochastiques Point processes Stochastic processes Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Punktprozess (DE-588)4138173-7 gnd |
| subject_GND | (DE-588)4064324-4 (DE-588)4138173-7 |
| title | Point process theory and applications marked point and piecewise deterministic processes |
| title_auth | Point process theory and applications marked point and piecewise deterministic processes |
| title_exact_search | Point process theory and applications marked point and piecewise deterministic processes |
| title_exact_search_txtP | Point process theory and applications marked point and piecewise deterministic processes |
| title_full | Point process theory and applications marked point and piecewise deterministic processes Martin Jacobsen |
| title_fullStr | Point process theory and applications marked point and piecewise deterministic processes Martin Jacobsen |
| title_full_unstemmed | Point process theory and applications marked point and piecewise deterministic processes Martin Jacobsen |
| title_short | Point process theory and applications |
| title_sort | point process theory and applications marked point and piecewise deterministic processes |
| title_sub | marked point and piecewise deterministic processes |
| topic | Processos estocásticos (aplicações) larpcal Processos estocásticos pontuais larpcal Processus ponctuels Processus stochastiques Point processes Stochastic processes Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Punktprozess (DE-588)4138173-7 gnd |
| topic_facet | Processos estocásticos (aplicações) Processos estocásticos pontuais Processus ponctuels Processus stochastiques Point processes Stochastic processes Wahrscheinlichkeitsrechnung Punktprozess |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014616283&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014616283&sequence=000002&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT jacobsenmartin pointprocesstheoryandapplicationsmarkedpointandpiecewisedeterministicprocesses |