Point Process Calculus in Time and Space
Pierre Brémaud
Broschiertes Buch

Point Process Calculus in Time and Space

An Introduction with Applications

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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 app...