Point process calculus in time and space : an introduction with applications /

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Bibliographic Details
Author / Creator:	Brémaud, Pierre, author.
Imprint:	Cham, Switzerland : Springer, [2020]
Description:	1 online resource (xiii, 556 pages) : illustrations.
Language:	English
Series:	Probability theory and stochastic modelling, 2199-3130 ; volume 98 Probability theory and stochastic modelling ; v. 98.
Subject:	Point processes. Martingales (Mathematics) Point processes. Martingales (Mathematics) Fourier analysis. Probabilities. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12609806

Hidden Bibliographic Details
ISBN:	3030627535 9783030627539 3030627527 9783030627522
Digital file characteristics:	text file PDF
Notes:	Includes bibliographical references and index. Online resource; title from PDF title page (SpringerLink, viewed February 16, 2021).
Summary:	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.
Other form:	Print version: 9783030627522
Standard no.:	10.1007/978-3-030-62753-9

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