Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes (Probability and Its Applications)

by Martin Jacobsen

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Mathematically rigorous exposition of the basic theory of marked point processes and piecewise deterministic stochastic processes

Point 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

  • ISBN13 9780817642150
  • Publish Date 15 December 2005
  • Publish Status Active
  • Publish Country US
  • Imprint Birkhauser Boston Inc
  • Edition 2006 ed.
  • Format Hardcover
  • Pages 328
  • Language English