Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes

Point Process Theory and Applications
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The second part of the book addresses applications of the just developed theory. This analysis of various models in applied statistics and probability includes examples and exercises in survival analysis, branching processes, ruin probabilities, sports soccer , finance and risk management arbitrage and portfolio trading strategies , and queueing theory.

Marked Point and Piecewise Deterministic Processes

Graduate students and researchers interested in probabilistic modeling and its applications will find this text an excellent resource, requiring for mastery a solid foundation in probability theory, measure and integration, as well as some knowledge of stochastic processes and martingales. However, an explanatory introduction to each chapter highlights those portions that are crucial and those that can be omitted by non-specialists, making the material more accessible to a wider cross-disciplinary audience.

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Point Process Theory and Applications. Marked Point and Piecewise Deterministic Processes. Authors: Jacobsen, Martin. Free Preview. Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes by Martin Jacobsen. Article in SIAM Review 49(1)

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Point Process Theory and Applications

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