(Download free pdf) Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes (Probability and Its Applications)
• Martin Jacobsen •
| 2006-07-27 | 2006-07-27 | File Name: B00FPZYZEW
||||From the reviews: |"The most remarkable aspect of the book is the reader-friendly structure and the style in which it has been written. The importance of the book both from the practical and from the theoretical standpoint is unquestionable. This book will b
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-dis...
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