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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 An Introduction to the Theory of Point Processes in two volumes with subtitles Volume I: Elementary Theory and Methods and Volume II: General Theory and Structure. Volume I contains the introductory chapters from the first edition together with an account of basic models, second order theory, and an informal account of prediction, with the aim of making the material accessible to readers primarily interested in models and applications. It also has three appendices that review the mathematical background needed mainly in Volume II. Volume II sets out the basic theory of random measures and point processes in a unified setting and continues with the more theoretical topics of the first edition: limit theorems, ergodic theory, Palm theory, and evolutionary behaviour via martingales and conditional intensity. The very substantial new material in this second volume includes expanded discussions of marked point processes, convergence to equilibrium, and the structure of spatial point processes. D.J. Daley is recently retired from the Centre for Mathematics and Applications at the Australian National University, with research publications in a diverse range of applied probability models and their analysis; he is coauthor with Joe Gani of an introductory text on epidemic modelling. The Statistical Society of Australia awarded him their Pitman Medal for 2006. D. Vere-Jones is an Emeritus Professor at Victoria University of Wellington, widely known for his contributions to Markov chains, point processes, applications in seismology, and statistical education. He is a fellow and Gold Medallist of the Royal Society of New Zealand, and a director of the consulting group Statistical Research Associates.
Point processes. --- Mathematics --- Mathematical Statistics --- Physical Sciences & Mathematics --- Processes, Point --- Mathematics. --- Probabilities. --- Probability Theory and Stochastic Processes. --- Stochastic processes --- Distribution (Probability theory. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk
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This book provides an introduction to the theory and applications of point processes, both in time and in space. Presenting the two components of point process calculus, the martingale calculus and the Palm calculus, it aims to develop the computational skills needed for the study of stochastic models involving point processes, providing enough of the general theory for the reader to reach a technical level sufficient for most applications. Classical and not-so-classical models are examined in detail, including Poisson–Cox, renewal, cluster and branching (Kerstan–Hawkes) point processes.The applications covered in this text (queueing, information theory, stochastic geometry and signal analysis) have been chosen not only for their intrinsic interest but also because they illustrate the theory. Written in a rigorous but not overly abstract style, the book will be accessible to earnest beginners with a basic training in probability but will also interest upper graduate students and experienced researchers.
Probabilities. --- Fourier analysis. --- Probability Theory and Stochastic Processes. --- Fourier Analysis. --- Analysis, Fourier --- Mathematical analysis --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Point processes. --- Processes, Point --- Stochastic processes
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Point process statistics is successfully used in fields such as material science, human epidemiology, social sciences, animal epidemiology, biology, and seismology. Its further application depends greatly on good software and instructive case studies that show the way to successful work. This book satisfies this need by a presentation of the spatstat package and many statistical examples. Researchers, spatial statisticians and scientists from biology, geosciences, materials sciences and other fields will use this book as a helpful guide to the application of point process statistics. No other book presents so many well-founded point process case studies. Adrian Baddeley is Professor of Statistics at the University of Western Australia (Perth, Australia) and a Fellow of the Australian Academy of Science. His main research interests are in stochastic geometry, stereology, spatial statistics, image analysis and statistical software. Pablo Gregori is senior lecturer of Statistics and Probability at the Department of Mathematics, University Jaume I of Castellon. His research fields of interest are spatial statistics, mainly on spatial point processes, and measure theory of functional analysis. Jorge Mateu is Assistant Professor of Statistics and Probability at the Department of Mathematics, University Jaume I of Castellon and a Fellow of the Spanish Statistical Society and of Wessex Institute of Great Britain. His main research interests are in stochastic geometry and spatial statistics, mainly spatial point processes and geostatistics. Radu Stoica obtained his Ph.D. in 2001 from the University of Nice Sophia Anitpolis. He works within the biometry group at INRA Avignon. His research interests are related to the study and the simulation of point processes applied to pattern modeling and recognition. The aimed application domains are image processing, astronomy and environmental sciences. Dietrich Stoyan is Professor of Applied Stochastics at TU Bergakademie Freiberg, Germany. Since the end of the 1970s he has worked in the fields of stochastic geometry and spatial statistics.
Point processes. --- Point processes --- Spatial analysis (Statistics) --- Mathematics --- Physical Sciences & Mathematics --- Mathematical Statistics --- Chemical process control --- Processes, Point --- Statistics. --- Earth sciences. --- Probabilities. --- Statistical Theory and Methods. --- Probability Theory and Stochastic Processes. --- Earth Sciences, general. --- Stochastic processes --- Mathematical statistics. --- Distribution (Probability theory. --- Geography. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Statistical inference --- Statistics, Mathematical --- Statistics --- Sampling (Statistics) --- Cosmography --- Earth sciences --- World history --- Statistical methods --- Statistics . --- Geosciences --- Environmental sciences --- Physical sciences --- Probability --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Statistical analysis --- Statistical data --- Statistical science --- Econometrics
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This text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over time, and shows how this theory may be used to treat piecewise deterministic stochastic processes in continuous time. The focus is on point processes that generate only finitely many points in finite time intervals, resulting in piecewise deterministic processes with "few jumps". The point processes are constructed from scratch with detailed proofs and their distributions characterized using compensating measures and martingale structures. Piecewise deterministic processes are defined and identified with certain marked point processes, which are then used in particular to construct and study a large class of piecewise deterministic Markov processes, whether time homogeneous or not. 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. 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.
Point processes. --- Stochastic processes. --- Random processes --- Probabilities --- Processes, Point --- Stochastic processes --- Distribution (Probability theory. --- Mathematics. --- Statistics. --- Mathematical optimization. --- Finance. --- Probability Theory and Stochastic Processes. --- Applications of Mathematics. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Measure and Integration. --- Optimization. --- Quantitative Finance. --- Funding --- Funds --- Economics --- Currency question --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Mathematics --- Econometrics --- Math --- Science --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities. --- Applied mathematics. --- Engineering mathematics. --- Statistics . --- Measure theory. --- Economics, Mathematical . --- Mathematical economics --- Lebesgue measure --- Measurable sets --- Measure of a set --- Algebraic topology --- Integrals, Generalized --- Measure algebras --- Rings (Algebra) --- Engineering --- Engineering analysis --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Methodology --- Point processes
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"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.
Poisson processes. --- Poisson processes --- Electrical & Computer Engineering --- Mathematics --- Engineering & Applied Sciences --- Physical Sciences & Mathematics --- Applied Physics --- Mathematical Statistics --- Telecommunications --- Electrical Engineering --- Point processes. --- Processes, Point --- Processes, Poisson --- Engineering. --- Mathematical statistics. --- Probabilities. --- Signal, Image and Speech Processing. --- Probability Theory and Stochastic Processes. --- Probability and Statistics in Computer Science. --- Stochastic processes --- Point processes --- Distribution (Probability theory. --- Computer science. --- Informatics --- Science --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Signal processing. --- Image processing. --- Speech processing systems. --- Statistical inference --- Statistics, Mathematical --- Statistics --- Sampling (Statistics) --- Probability --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Computational linguistics --- Electronic systems --- Information theory --- Modulation theory --- Oral communication --- Speech --- Telecommunication --- Singing voice synthesizers --- Pictorial data processing --- Picture processing --- Processing, Image --- Imaging systems --- Optical data processing --- Processing, Signal --- Information measurement --- Signal theory (Telecommunication) --- Statistical methods
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Focusing on the theory and applications of point processes, Point Processes for Reliability Analysis naturally combines classical results on the basic and advanced properties of point processes with recent theoretical findings of the authors. It also presents numerous examples that illustrate how general results and approaches are applied to stochastic description of repairable systems and systems operating in a random environment modelled by shock processes. The real life objects are operating in a changing, random environment. One of the ways to model an impact of this environment is via the external shocks occurring in accordance with some stochastic point processes. The Poisson (homogeneous and nonhomogeneous) process, the renewal process and their generalizations are considered as models for external shocks affecting an operating system. At the same time these processes model the consecutive failure/repair times of repairable engineering systems. Perfect, minimal and intermediate (imperfect) repairs are discussed in this respect. Covering material previously available only in the journal literature, Point Processes for Reliability Analysis provides a survey of recent developments in this area which will be invaluable to researchers and advanced students in reliability engineering and applied mathematics.
Point processes. --- Reliability (Engineering) --- Statistical methods. --- Engineering. --- Statistics. --- Engineering economics. --- Engineering economy. --- Manufacturing industries. --- Machines. --- Tools. --- Quality control. --- Reliability. --- Industrial safety. --- Industrial organization. --- Quality Control, Reliability, Safety and Risk. --- Industrial Organization. --- Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. --- Manufacturing, Machines, Tools. --- Engineering Economics, Organization, Logistics, Marketing. --- Mathematical statistics --- Processes, Point --- Stochastic processes --- System safety. --- Manufactures. --- Manufacturing, Machines, Tools, Processes. --- Economy, Engineering --- Engineering economics --- Industrial engineering --- Manufactured goods --- Manufactured products --- Products --- Products, Manufactured --- Commercial products --- Manufacturing industries --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Mathematics --- Econometrics --- Industries --- Organization --- Industrial concentration --- Industrial management --- Industrial sociology --- Safety, System --- Safety of systems --- Systems safety --- Accidents --- Industrial safety --- Systems engineering --- Prevention --- Statistics . --- Industrial accidents --- Job safety --- Occupational hazards, Prevention of --- Occupational health and safety --- Occupational safety and health --- Prevention of industrial accidents --- Prevention of occupational hazards --- Safety, Industrial --- Safety engineering --- Safety measures --- Safety of workers --- System safety --- Dependability --- Trustworthiness --- Conduct of life --- Factory management --- Sampling (Statistics) --- Standardization --- Quality assurance --- Quality of products
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