Doubly Stochastic Poisson Processes
Author : J. Grandell
Publisher : Springer
Page : 244 pages
File Size : 48,7 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 3540382585
Weil's Representation and the Spectrum of the Metaplectic Group
Author : Jan Grandell
Publisher :
Page : 140 pages
File Size : 15,20 MB
Release : 1976
Category : Automorphic forms
ISBN : 9780387077956
Book Description
Applied Stochastic Processes
Author : Mario Lefebvre
Publisher : Springer Science & Business Media
Page : 395 pages
File Size : 29,15 MB
Release : 2007-12-14
Category : Mathematics
ISBN : 0387489762
Book Description
This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motion and queueing theory. The book also examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes. It contains numerous examples and approximately 350 advanced problems that reinforce both concepts and applications. Entertaining mini-biographies of mathematicians give an enriching historical context. The book includes statistical tables and solutions to the even-numbered problems at the end.
Poisson Point Processes
Author : Roy L. Streit
Publisher : Springer Science & Business Media
Page : 274 pages
File Size : 14,3 MB
Release : 2010-09-15
Category : Technology & Engineering
ISBN : 1441969233
Book Description
"Poisson Point Processes provides an overview of non-homogeneous and multidimensional Poisson point processes and their numerous applications. Readers will find constructive mathematical tools and applications ranging from emission and transmission computed tomography to multiple target tracking and distributed sensor detection, written from an engineering perspective. A valuable discussion of the basic properties of finite random sets is included. Maximum likelihood estimation techniques are discussed for several parametric forms of the intensity function, including Gaussian sums, together with their Cramer-Rao bounds. These methods are then used to investigate: -Several medical imaging techniques, including positron emission tomography (PET), single photon emission computed tomography (SPECT), and transmission tomography (CT scans) -Various multi-target and multi-sensor tracking applications, -Practical applications in areas like distributed sensing and detection, -Related finite point processes such as marked processes, hard core processes, cluster processes, and doubly stochastic processes, Perfect for researchers, engineers and graduate students working in electrical engineering and computer science, Poisson Point Processes will prove to be an extremely valuable volume for those seeking insight into the nature of these processes and their diverse applications.
Mixed Poisson Processes
Author : J Grandell
Publisher : CRC Press
Page : 281 pages
File Size : 36,57 MB
Release : 2020-10-28
Category : Mathematics
ISBN : 1000109992
Book Description
To date, Mixed Poisson processes have been studied by scientists primarily interested in either insurance mathematics or point processes. Work in one area has often been carried out without knowledge of the other area. Mixed Poisson Processes is the first book to combine and concentrate on these two themes, and to distinguish between the notions of distributions and processes. The first part of the text gives special emphasis to the estimation of the underlying intensity, thinning, infinite divisibility, and reliability properties. The second part is, to a greater extent, based on Lundberg's thesis.
Essentials of Stochastic Processes
Author : Richard Durrett
Publisher : Springer
Page : 282 pages
File Size : 28,43 MB
Release : 2016-11-07
Category : Mathematics
ISBN : 3319456148
Book Description
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.
Poisson Processes
Author : J. F. C. Kingman
Publisher : Clarendon Press
Page : 118 pages
File Size : 16,85 MB
Release : 1992-12-17
Category : Mathematics
ISBN : 0191591246
Book Description
In the theory of random processes there are two that are fundamental, and occur over and over again, often in surprising ways. There is a real sense in which the deepest results are concerned with their interplay. One, the Bachelier Wiener model of Brownian motion, has been the subject of many books. The other, the Poisson process, seems at first sight humbler and less worthy of study in its own right. Nearly every book mentions it, but most hurry past to more general point processes or Markov chains. This comparative neglect is ill judged, and stems from a lack of perception of the real importance of the Poisson process. This distortion partly comes about from a restriction to one dimension, while the theory becomes more natural in more general context. This book attempts to redress the balance. It records Kingman's fascination with the beauty and wide applicability of Poisson processes in one or more dimensions. The mathematical theory is powerful, and a few key results often produce surprising consequences.
Adventures in Stochastic Processes
Author : Sidney I. Resnick
Publisher : Springer Science & Business Media
Page : 646 pages
File Size : 12,57 MB
Release : 1992-09-03
Category : Mathematics
ISBN : 9780817635916
Book Description
Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text offers easy access to this fundamental topic for many students of applied sciences at many levels. It includes examples, exercises, applications, and computational procedures. It is uniquely useful for beginners and non-beginners in the field. No knowledge of measure theory is presumed.
Methods for Neural Ensemble Recordings
Author : Miguel A. L. Nicolelis
Publisher : CRC Press
Page : 308 pages
File Size : 50,34 MB
Release : 2007-12-03
Category : Medical
ISBN : 142000641X
Book Description
Extensively updated and expanded, this second edition of a bestseller distills the current state-of-the-science and provides the nuts and bolts foundation of the methods involved in this rapidly growing science. With contributions from pioneering researchers, it includes microwire array design for chronic neural recordings, new surgical techniques for chronic implantation, microelectrode microstimulation of brain tissue, multielectrode recordings in the somatosensory system and during learning, as well as recordings from the central gustatory-reward pathways. It explores the use of Brain-Machine Interface to restore neurological function and proposes conceptual and technical approaches to human neural ensemble recordings in the future.
Marked Point Processes on the Real Line
Author : Günter Last
Publisher : Springer Science & Business Media
Page : 522 pages
File Size : 40,87 MB
Release : 1995-08-10
Category : Mathematics
ISBN : 9780387945477
Book Description
This book gives a self-contained introduction to the dynamic martingale approach to marked point processes (MPP). Based on the notion of a compensator, this approach gives a versatile tool for analyzing and describing the stochastic properties of an MPP. In particular, the authors discuss the relationship of an MPP to its compensator and particular classes of MPP are studied in great detail. The theory is applied to study properties of dependent marking and thinning, to prove results on absolute continuity of point process distributions, to establish sufficient conditions for stochastic ordering between point and jump processes, and to solve the filtering problem for certain classes of MPPs.
