Random Measures, Theory and Applications

Random Measures, Theory and Applications PDF Author: Olav Kallenberg
Publisher: Springer
ISBN: 3319415980
Category : Mathematics
Languages : en
Pages : 706

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Book Description
Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.

Random Measures, Theory and Applications

Random Measures, Theory and Applications PDF Author: Olav Kallenberg
Publisher: Springer
ISBN: 3319415980
Category : Mathematics
Languages : en
Pages : 706

Get Book Here

Book Description
Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.

An Introduction to the Theory of Point Processes

An Introduction to the Theory of Point Processes PDF Author: D.J. Daley
Publisher: Springer Science & Business Media
ISBN: 0387215646
Category : Mathematics
Languages : en
Pages : 487

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Book Description
Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present their Introduction to the Theory of Point Processes in two volumes with sub-titles Elementary Theory and Models and General Theory and Structure. Volume One contains the introductory chapters from the first edition, together with an informal treatment of some of the later material intended to make it more accessible to readers primarily interested in models and applications. The main new material in this volume relates to marked point processes and to processes evolving in time, where the conditional intensity methodology provides a basis for model building, inference, and prediction. There are abundant examples whose purpose is both didactic and to illustrate further applications of the ideas and models that are the main substance of the text.

Random Probability Measures on Polish Spaces

Random Probability Measures on Polish Spaces PDF Author: Hans Crauel
Publisher: CRC Press
ISBN: 1134480377
Category : Mathematics
Languages : en
Pages : 186

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Book Description
In this monograph the narrow topology on random probability measures on Polish spaces is investigated in a thorough and comprehensive way. As a special feature, no additional assumptions on the probability space in the background, such as completeness or a countable generated algebra, are made. One of the main results is a direct proof of the rando

Random Sets

Random Sets PDF Author: John Goutsias
Publisher: Springer Science & Business Media
ISBN: 1461219426
Category : Mathematics
Languages : en
Pages : 417

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Book Description
This IMA Volume in Mathematics and its Applications RANDOM SETS: THEORY AND APPLICATIONS is based on the proceedings of a very successful 1996 three-day Summer Program on "Application and Theory of Random Sets." We would like to thank the scientific organizers: John Goutsias (Johns Hopkins University), Ronald P.S. Mahler (Lockheed Martin), and Hung T. Nguyen (New Mexico State University) for their excellent work as organizers of the meeting and for editing the proceedings. We also take this opportunity to thank the Army Research Office (ARO), the Office ofNaval Research (0NR), and the Eagan, MinnesotaEngineering Center ofLockheed Martin Tactical Defense Systems, whose financial support made the summer program possible. Avner Friedman Robert Gulliver v PREFACE "Later generations will regard set theory as a disease from which one has recovered. " - Henri Poincare Random set theory was independently conceived by D.G. Kendall and G. Matheron in connection with stochastic geometry. It was however G.

Foundations of Modern Probability

Foundations of Modern Probability PDF Author: Olav Kallenberg
Publisher: Springer Science & Business Media
ISBN: 9780387953137
Category : Mathematics
Languages : en
Pages : 670

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Book Description
The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.

A Basic Course in Measure and Probability

A Basic Course in Measure and Probability PDF Author: Ross Leadbetter
Publisher: Cambridge University Press
ISBN: 1107020409
Category : Mathematics
Languages : en
Pages : 375

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Book Description
A concise introduction covering all of the measure theory and probability most useful for statisticians.

Extreme Values In Random Sequences

Extreme Values In Random Sequences PDF Author: Pavle Mladenović
Publisher: Springer Nature
ISBN: 3031574125
Category :
Languages : en
Pages : 287

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Book Description


Advances in Probability and Mathematical Statistics

Advances in Probability and Mathematical Statistics PDF Author: Daniel Hernández‐Hernández
Publisher: Springer Nature
ISBN: 303085325X
Category : Mathematics
Languages : en
Pages : 178

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Book Description
This volume contains papers which were presented at the XV Latin American Congress of Probability and Mathematical Statistics (CLAPEM) in December 2019 in Mérida-Yucatán, México. They represent well the wide set of topics on probability and statistics that was covered at this congress, and their high quality and variety illustrates the rich academic program of the conference.

Theory of Random Sets

Theory of Random Sets PDF Author: Ilya Molchanov
Publisher: Springer
ISBN: 144717349X
Category : Mathematics
Languages : en
Pages : 688

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Book Description
This monograph, now in a thoroughly revised second edition, offers the latest research on random sets. It has been extended to include substantial developments achieved since 2005, some of them motivated by applications of random sets to econometrics and finance. The present volume builds on the foundations laid by Matheron and others, including the vast advances in stochastic geometry, probability theory, set-valued analysis, and statistical inference. It shows the various interdisciplinary relationships of random set theory within other parts of mathematics, and at the same time fixes terminology and notation that often vary in the literature, establishing it as a natural part of modern probability theory and providing a platform for future development. It is completely self-contained, systematic and exhaustive, with the full proofs that are necessary to gain insight. Aimed at research level, Theory of Random Sets will be an invaluable reference for probabilists; mathematicians working in convex and integral geometry, set-valued analysis, capacity and potential theory; mathematical statisticians in spatial statistics and uncertainty quantification; specialists in mathematical economics, econometrics, decision theory, and mathematical finance; and electronic and electrical engineers interested in image analysis.

Probability

Probability PDF Author: Rick Durrett
Publisher: Cambridge University Press
ISBN: 113949113X
Category : Mathematics
Languages : en
Pages :

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Book Description
This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.