Point Process Theory and Applications

Mathematically rigorous exposition of the basic theory of marked point processes and piecewise deterministic stochastic processesPoint processes are constructed from scratch with detailed proofs Includes applications with examples and exercises in survival analysis, branching processes, ruin probabi [...]
Visa längre beskrivning

Mathematically rigorous exposition of the basic theory of marked point processes and piecewise deterministic stochastic processesPoint processes are constructed from scratch with detailed proofs Includes applications with examples and exercises in survival analysis, branching processes, ruin probabilities, sports (soccer), finance and risk management, and queueing theory Accessible to a wider cross-disciplinary audience