Point processes with a generalized order statistic property:
Gespeichert in:
1. Verfasser: | |
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Format: | Abschlussarbeit Buch |
Sprache: | English |
Veröffentlicht: |
Berlin
Logos-Verl.
2008
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Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | IV, 146 S. 21 cm |
ISBN: | 9783832519599 |
Internformat
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Datensatz im Suchindex
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adam_text | POINT PROCESSES WITH A GENERALIZED ORDER STATISTIC PROPERTY VOM
FACHBEREICH MATHEMATIK DER TECHNISCHEN UNIVERSITAT DARMSTADT ZUR
ERLANGUNG DES GRADES EINES DOKTORS DER NATURWISSENSCHAFTEN (DR. RER.
NAT.) GENEHMIGTE DISSERTATION VON DIPL.-MATH. (WIRTSCHAFT) BIRGIT
DEBRABANT, GEB. NIESE AUS DRESDEN REFERENT: PROF. DR. J. LEHN
KOREFERENT: PROF. DR. J. MECKE KOREFERENT: PROF. DR. W. STANNAT TAG DER
EINREICHUNG: 24. JANUAR 2008 TAG DER MIINDLICHEN PRIIFUNG: 29. APRIL
2008 DARMSTADT 2008 D17 CONTENTS 1 INTRODUCTION 1 2 PRELIMINARIES 5 2.1
GENERALIZED ORDER STATISTICS 5 2.2 POINT PROCESSES 7 2.2.1 STATIONARY
POISSON PROCESSES 10 2.2.2 MIXED POISSON PROCESSES 10 2.2.3
NONSTATIONARY POISSON PROCESSES AND COX PROCESSES 15 2.2.4 MIXED SAMPLE
PROCESSES 17 3 ORDER STATISTIC PROPERTIES AND GENERALIZED ORDER
STATISTIC PROCESSES 19 3.1 MIXED POISSON PROCESSES AND ORDER STATISTICS
19 3.2 A GENERALIZED ORDER STATISTIC PROPERTY 22 3.3 ANALYTICAL
PROPERTIES OF GENERALIZED ORDER STATISTIC PROCESSES 25 3.4
REPRESENTATION THEOREM 28 3.5 BASIC DISTRIBUTIONAL PROPERTIES 32 3.5.1
TIME TRANSFORMATIONS 32 3.5.2 DISTRIBUTION OF OCCURRENCE TIMES 33 3.5.3
NORMALIZED OCCURRENCE TIMES AND OCCURRENCE TIME RATIOS ... 34 3.5.4
DISTRIBUTION OF SOJOURN TIMES 35 3.5.5 DISTRIBUTION OF STATES 36 3.6
EXPLOSION OF GENERALIZED ORDER STATISTIC PROCESSES 39 4 GENERALIZED
ORDER STATISTIC PROCESSES WITH RESPECT TO EVENTUALLY CONSTANT SEQUENCES
41 4.1 CONSTANT PARAMETRIZING SEQUENCES 41 4.2 CHARACTERIZATION THEOREM
42 4.3 NONEXISTENCE EXAMPLE 46 4.4 A DECOMPOSITION IN TERMS OF MIXED
POISSON PROCESSES 51 4.5 DIFFERENT REPRESENTATIONS OF OCCURRENCE TIME
DENSITIES 59 5 GENERATORS OF GENERALIZED ORDER STATISTIC PROCESSES 69
5.1 GENERATORS WITH RESPECT TO NONNEGATIVE SEQUENCES 71 5.2 EXCURSUS -
SIMULATION OF GENERALIZED ORDER STATISTIC PROCESSES 74 IV CONTENTS 5.3
GENERATORS WITH RESPECT TO INCREASING CONVERGENT SEQUENCES 76 5.4
GENERATORS WITH RESPECT TO PERIODIC SEQUENCES 88 5.5 A MARTINGALE
CHARACTERIZATION OF GENERATORS 93 5.6 EXISTENCE OF GENERALIZED ORDER
STATISTIC PROCESSES - A SUMMARY .... 98 6 GENERALIZED ORDER STATISTIC
PROCESSES WITHIN OTHER CLASSES OF POINT PROCESSES 101 6.1 GENERALIZED
ORDER STATISTIC PROCESSES AS BIRTH PROCESSES 101 6.2 DISSOCIATION FROM
COX PROCESSES 105 7 CONCLUSION AND OUTLOOK 117 A SPECIAL FUNCTIONS 123
A.I GAMMA AND BETA FUNCTION 123 A.2 GENERALIZED HYPERGEOMETRIC FUNCTION
124 A.3 MEIJER S G-FUNCTION 124 A.4 AIRY FUNCTIONS 125 A.5 BESSEL
FUNCTIONS 126 B INTEGRAL TRANSFORMATIONS 129 B.I LAPLACE TRANSFORM 129
B.2 MELLIN TRANSFORM 130 B.3 STIELTJES MOMENT PROBLEM 130 C INTEGRATION
FORMULAE 133 D PROBABILITY DENSITIES AND DISCRETE PROBABILITIES 135 E
SIMULATION PROCEDURE 137 NOMENCLATURE 139 BIBLIOGRAPHY 141 INDEX 145
|
any_adam_object | 1 |
author | Debrabant, Birgit |
author_GND | (DE-588)136181236 |
author_facet | Debrabant, Birgit |
author_role | aut |
author_sort | Debrabant, Birgit |
author_variant | b d bd |
building | Verbundindex |
bvnumber | BV023804585 |
ctrlnum | (OCoLC)263454430 (DE-599)BVBBV023804585 |
dewey-full | 519.23 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.23 |
dewey-search | 519.23 |
dewey-sort | 3519.23 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
format | Thesis Book |
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indexdate | 2024-07-09T21:37:11Z |
institution | BVB |
isbn | 9783832519599 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017446761 |
oclc_num | 263454430 |
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owner | DE-634 |
owner_facet | DE-634 |
physical | IV, 146 S. 21 cm |
publishDate | 2008 |
publishDateSearch | 2008 |
publishDateSort | 2008 |
publisher | Logos-Verl. |
record_format | marc |
spelling | Debrabant, Birgit Verfasser (DE-588)136181236 aut Point processes with a generalized order statistic property von Birgit Debrabant Berlin Logos-Verl. 2008 IV, 146 S. 21 cm txt rdacontent n rdamedia nc rdacarrier Zugl.: Darmstadt, Univ., Diss., 2008 Punktprozess (DE-588)4138173-7 gnd rswk-swf Ordnungsstatistik (DE-588)4212486-4 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Punktprozess (DE-588)4138173-7 s Ordnungsstatistik (DE-588)4212486-4 s DE-604 HEBIS Datenaustausch Darmstadt application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017446761&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Debrabant, Birgit Point processes with a generalized order statistic property Punktprozess (DE-588)4138173-7 gnd Ordnungsstatistik (DE-588)4212486-4 gnd |
subject_GND | (DE-588)4138173-7 (DE-588)4212486-4 (DE-588)4113937-9 |
title | Point processes with a generalized order statistic property |
title_auth | Point processes with a generalized order statistic property |
title_exact_search | Point processes with a generalized order statistic property |
title_full | Point processes with a generalized order statistic property von Birgit Debrabant |
title_fullStr | Point processes with a generalized order statistic property von Birgit Debrabant |
title_full_unstemmed | Point processes with a generalized order statistic property von Birgit Debrabant |
title_short | Point processes with a generalized order statistic property |
title_sort | point processes with a generalized order statistic property |
topic | Punktprozess (DE-588)4138173-7 gnd Ordnungsstatistik (DE-588)4212486-4 gnd |
topic_facet | Punktprozess Ordnungsstatistik Hochschulschrift |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017446761&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT debrabantbirgit pointprocesseswithageneralizedorderstatisticproperty |