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Tables of E(1/X) for positive Bernoullli and Poisson variables
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Year: 1952 Publisher: Gaithersburg, MD : U.S. Dept. of Commerce, National Institute of Standards and Technology,

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Approximation de fonctions de Poisson généralisées par une Fonction des sinistres extrêmes
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Year: 1972 Publisher: Louvain: Frankie,

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Book
Tables of E(1/X) for positive Bernoullli and Poisson variables
Authors: ---
Year: 1952 Publisher: Gaithersburg, MD : U.S. Dept. of Commerce, National Institute of Standards and Technology,

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Lectures on the Poisson Process
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ISBN: 1108505961 1108514901 1316104478 Year: 2018 Publisher: Cambridge : Cambridge University Press,

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The Poisson process, a core object in modern probability, enjoys a richer theory than is sometimes appreciated. This volume develops the theory in the setting of a general abstract measure space, establishing basic results and properties as well as certain advanced topics in the stochastic analysis of the Poisson process. Also discussed are applications and related topics in stochastic geometry, including stationary point processes, the Boolean model, the Gilbert graph, stable allocations, and hyperplane processes. Comprehensive, rigorous, and self-contained, this text is ideal for graduate courses or for self-study, with a substantial number of exercises for each chapter. Mathematical prerequisites, mainly a sound knowledge of measure-theoretic probability, are kept in the background, but are reviewed comprehensively in the appendix. The authors are well-known researchers in probability theory; especially stochastic geometry. Their approach is informed both by their research and by their extensive experience in teaching at undergraduate and graduate levels.


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Processus de Poisson généralisés
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Year: 1966 Publisher: Louvain : Librairie universitaire,

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Dissertation
Processus de Poisson
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Year: 2007 Publisher: [S.l.]: [chez l'auteur],

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Poisson-Guassian Processes and the Bond Markets
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Year: 1998 Publisher: Cambridge, Mass. National Bureau of Economic Research

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That interest rates move in a discontinuous manner is no surprise to participants in the bond markets. This paper proposes and estimates a class of Poisson-Gaussian processes that allow for jumps in interest rates. Estimation is undertaken using exact continuous-time and discrete-time estimators. Analytical derivations of the characteristic functions, moments and density functions of jump-diffusion stochastic process are developed and employed in empirical estimation. These derivations are general enough to accommodate any jump distribution. We find that jump processes capture empirical features of the data which would not be captured by diffusion models. The models in the paper enable an assessment of the impact of Fed activity and day-of-week effects on the stochastic process for interest rates. There is strong evidence that existing diffusion models would be well-enhanced by jump processes.

Poisson processes
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ISBN: 1280903201 9786610903207 0191591246 0585200084 9780191591242 9780585200088 0198536933 9781280903205 6610903204 1383025991 Year: 2023 Volume: 3 Publisher: Oxford : Clarendon Press,

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In the theory of random processes there are two that are fundamental - one, the Bachelier Wiener model of Brownian motion has been the subject of many books. The other, the Poisson process, seems at first sight less worthy of study in its own right and has been largely neglected in the literature. This book attempts to redress the balance. It records Kingman's fascination with the beauty and wide applicability of Poisson processes in one or more dimensions. Themathematical theory is powerful, and a few key results often produce surprising consequences.


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Error probabilities for maximum likelihood detection of M-ary Poisson processes in Poisson noise
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Year: 1968 Publisher: Washington, D.C. : National Aeronautics and Space Administration,

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Statistics of the Boolean model for practitioners and mathematicians
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ISBN: 0471971022 Year: 1997 Publisher: Chichester : Wiley,

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