Random Point Processes In Time And Space

Author : Donald L. Snyder,Michael I. Miller
Publisher : Springer Science & Business Media
Page : 489 pages
File Size : 41,9 Mb
Release : 2012-12-06
Category : Technology & Engineering
ISBN : 9781461231660

Get Book

Random Point Processes in Time and Space by Donald L. Snyder,Michael I. Miller Pdf

This book is a revision of Random Point Processes written by D. L. Snyder and published by John Wiley and Sons in 1975. More emphasis is given to point processes on multidimensional spaces, especially to pro cesses in two dimensions. This reflects the tremendous increase that has taken place in the use of point-process models for the description of data from which images of objects of interest are formed in a wide variety of scientific and engineering disciplines. A new chapter, Translated Poisson Processes, has been added, and several of the chapters of the fIrst edition have been modifIed to accommodate this new material. Some parts of the fIrst edition have been deleted to make room. Chapter 7 of the fIrst edition, which was about general marked point-processes, has been eliminated, but much of the material appears elsewhere in the new text. With some re luctance, we concluded it necessary to eliminate the topic of hypothesis testing for point-process models. Much of the material of the fIrst edition was motivated by the use of point-process models in applications at the Biomedical Computer Labo ratory of Washington University, as is evident from the following excerpt from the Preface to the first edition. "It was Jerome R. Cox, Jr. , founder and [1974] director of Washington University's Biomedical Computer Laboratory, who ftrst interested me [D. L. S.

Author : D.J. Daley,David Vere-Jones
Publisher : Springer Science & Business Media
Page : 590 pages
File Size : 41,5 Mb
Release : 2007-11-12
Category : Mathematics
ISBN : 9780387213378

Get Book

An Introduction to the Theory of Point Processes by D.J. Daley,David Vere-Jones Pdf

This is the second volume of the reworked second edition of a key work on Point Process Theory. Fully revised and updated by the authors who have reworked their 1988 first edition, it brings together 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.

Author : Donald Lee Snyder,Michael I. Miller
Publisher : Unknown
Page : 481 pages
File Size : 54,7 Mb
Release : 1991-01
Category : Point processes
ISBN : 3540975772

Get Book

Random Point Processes in Time and Space by Donald Lee Snyder,Michael I. Miller Pdf

Author : Pierre Brémaud
Publisher : Springer Nature
Page : 556 pages
File Size : 55,7 Mb
Release : 2020-12-05
Category : Mathematics
ISBN : 9783030627539

Get Book

Point Process Calculus in Time and Space by Pierre Brémaud Pdf

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.

Author : Donald Lee Snyder
Publisher : Wiley-Interscience
Page : 508 pages
File Size : 40,5 Mb
Release : 1975
Category : Mathematics
ISBN : UOM:39015002003476

Get Book

Random Point Processes by Donald Lee Snyder Pdf

Author : D.J. Daley,D. Vere-Jones
Publisher : Springer Science & Business Media
Page : 487 pages
File Size : 41,7 Mb
Release : 2006-04-10
Category : Mathematics
ISBN : 9780387215648

Get Book

An Introduction to the Theory of Point Processes by D.J. Daley,D. Vere-Jones Pdf

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.

Author : D.R. Cox,Valerie Isham
Publisher : Routledge
Page : 188 pages
File Size : 46,8 Mb
Release : 2018-12-19
Category : Mathematics
ISBN : 9781351423861

Get Book

Point Processes by D.R. Cox,Valerie Isham Pdf

There has been much recent research on the theory of point processes, i.e., on random systems consisting of point events occurring in space or time. Applications range from emissions from a radioactive source, occurrences of accidents or machine breakdowns, or of electrical impluses along nerve fibres, to repetitive point events in an individual's medical or social history. Sometimes the point events occur in space rather than time and the application here raneg from statistical physics to geography. The object of this book is to develop the applied mathemathics of point processes at a level which will make the ideas accessible both to the research worker and the postgraduate student in probability and statistics and also to the mathemathically inclined individual in another field interested in using ideas and results. A thorough knowledge of the key notions of elementary probability theory is required to understand the book, but specialised "pure mathematical" coniderations have been avoided.

Author : D N Shanbhag,Calyampudi Radhakrishna Rao
Publisher : Gulf Professional Publishing
Page : 990 pages
File Size : 54,6 Mb
Release : 2001
Category : Mathematics
ISBN : 0444500146

Get Book

Stochastic Processes: Theory and Methods by D N Shanbhag,Calyampudi Radhakrishna Rao Pdf

This volume in the series contains chapters on areas such as pareto processes, branching processes, inference in stochastic processes, Poisson approximation, Levy processes, and iterated random maps and some classes of Markov processes. Other chapters cover random walk and fluctuation theory, a semigroup representation and asymptomatic behavior of certain statistics of the Fisher-Wright-Moran coalescent, continuous-time ARMA processes, record sequence and their applications, stochastic networks with product form equilibrium, and stochastic processes in insurance and finance. Other subjects include renewal theory, stochastic processes in reliability, supports of stochastic processes of multiplicity one, Markov chains, diffusion processes, and Ito's stochastic calculus and its applications. c. Book News Inc.

Author : Jorge Mateu Mahiques,Mateu Mahiques Jorge,José Miguel Albert Ortiz,Carles Comas Rodríguez
Publisher : Netbiblo
Page : 90 pages
File Size : 54,7 Mb
Release : 2010
Category : Social Science
ISBN : 9788497454124

Get Book

Stochastic Processes for Spatial Econometrics by Jorge Mateu Mahiques,Mateu Mahiques Jorge,José Miguel Albert Ortiz,Carles Comas Rodríguez Pdf

This monograph presents a general methodology which is shown to be valid in the analysis of spatial point structures and that is certainly easier to use by non-expert researchers coming from other applied sciences than other much modern techniques. We suggest that the local conditioning approach has the advantage that it is statistically efficient, easy to correct for edge-effects and provides similar results than other (more complicated) likelihood-based methods. We show a mathematical justification to prove that any purely inhibitory pairwise interaction point process (pipp) can be obtained as the limit of a sequence of auto-Poisson lattice schemes and within this context we develop the pseudolikelihood estimating equations. We particularly focus on developing a Monte Carlo simulation study to analyze the behaviour of the parameter s of a particular pipp model derived using this technique. We also stress that this methodology has a wide range of applications in many fields, particularly in economy and demography.

Author : Roy L. Streit
Publisher : Springer Science & Business Media
Page : 274 pages
File Size : 51,9 Mb
Release : 2010-09-15
Category : Technology & Engineering
ISBN : 9781441969231

Get Book

Poisson Point Processes by Roy L. Streit Pdf

"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.

Author : Oliver Ibe
Publisher : Newnes
Page : 515 pages
File Size : 47,8 Mb
Release : 2013-05-22
Category : Mathematics
ISBN : 9780124078390

Get Book

Markov Processes for Stochastic Modeling by Oliver Ibe Pdf

Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. Covering a wide range of areas of application of Markov processes, this second edition is revised to highlight the most important aspects as well as the most recent trends and applications of Markov processes. The author spent over 16 years in the industry before returning to academia, and he has applied many of the principles covered in this book in multiple research projects. Therefore, this is an applications-oriented book that also includes enough theory to provide a solid ground in the subject for the reader. Presents both the theory and applications of the different aspects of Markov processes Includes numerous solved examples as well as detailed diagrams that make it easier to understand the principle being presented Discusses different applications of hidden Markov models, such as DNA sequence analysis and speech analysis.

Author : Volker Schmidt
Publisher : Springer
Page : 464 pages
File Size : 46,9 Mb
Release : 2014-10-24
Category : Mathematics
ISBN : 9783319100647

Get Book

Stochastic Geometry, Spatial Statistics and Random Fields by Volker Schmidt Pdf

This volume is an attempt to provide a graduate level introduction to various aspects of stochastic geometry, spatial statistics and random fields, with special emphasis placed on fundamental classes of models and algorithms as well as on their applications, e.g. in materials science, biology and genetics. This book has a strong focus on simulations and includes extensive codes in Matlab and R which are widely used in the mathematical community. It can be seen as a continuation of the recent volume 2068 of Lecture Notes in Mathematics, where other issues of stochastic geometry, spatial statistics and random fields were considered with a focus on asymptotic methods.

Author : Yury A. Kutoyants
Publisher : Springer Nature
Page : 683 pages
File Size : 40,7 Mb
Release : 2023-09-04
Category : Mathematics
ISBN : 9783031370540

Get Book

Introduction to the Statistics of Poisson Processes and Applications by Yury A. Kutoyants Pdf

This book covers an extensive class of models involving inhomogeneous Poisson processes and deals with their identification, i.e. the solution of certain estimation or hypothesis testing problems based on the given dataset. These processes are mathematically easy-to-handle and appear in numerous disciplines, including astronomy, biology, ecology, geology, seismology, medicine, physics, statistical mechanics, economics, image processing, forestry, telecommunications, insurance and finance, reliability, queuing theory, wireless networks, and localisation of sources. Beginning with the definitions and properties of some fundamental notions (stochastic integral, likelihood ratio, limit theorems, etc.), the book goes on to analyse a wide class of estimators for regular and singular statistical models. Special attention is paid to problems of change-point type, and in particular cusp-type change-point models, then the focus turns to the asymptotically efficient nonparametric estimation of the mean function, the intensity function, and of some functionals. Traditional hypothesis testing, including some goodness-of-fit tests, is also discussed. The theory is then applied to three classes of problems: misspecification in regularity (MiR),corresponding to situations where the chosen change-point model and that of the real data have different regularity; optical communication with phase and frequency modulation of periodic intensity functions; and localization of a radioactive (Poisson) source on the plane using K detectors. Each chapter concludes with a series of problems, and state-of-the-art references are provided, making the book invaluable to researchers and students working in areas which actively use inhomogeneous Poisson processes.

Author : Frank Beichelt
Publisher : CRC Press
Page : 347 pages
File Size : 52,9 Mb
Release : 2018-09-03
Category : Business & Economics
ISBN : 9781482257670

Get Book

Applied Probability and Stochastic Processes by Frank Beichelt Pdf

Applied Probability and Stochastic Processes, Second Edition presents a self-contained introduction to elementary probability theory and stochastic processes with a special emphasis on their applications in science, engineering, finance, computer science, and operations research. It covers the theoretical foundations for modeling time-dependent random phenomena in these areas and illustrates applications through the analysis of numerous practical examples. The author draws on his 50 years of experience in the field to give your students a better understanding of probability theory and stochastic processes and enable them to use stochastic modeling in their work. New to the Second Edition Completely rewritten part on probability theory—now more than double in size New sections on time series analysis, random walks, branching processes, and spectral analysis of stationary stochastic processes Comprehensive numerical discussions of examples, which replace the more theoretically challenging sections Additional examples, exercises, and figures Presenting the material in a student-friendly, application-oriented manner, this non-measure theoretic text only assumes a mathematical maturity that applied science students acquire during their undergraduate studies in mathematics. Many exercises allow students to assess their understanding of the topics. In addition, the book occasionally describes connections between probabilistic concepts and corresponding statistical approaches to facilitate comprehension. Some important proofs and challenging examples and exercises are also included for more theoretically interested readers.

Author : Daryl J. Daley,David Vere-Jones
Publisher : Springer Science & Business Media
Page : 720 pages
File Size : 40,8 Mb
Release : 2013-03-14
Category : Mathematics
ISBN : 9781475720013

Get Book

An Introduction to the Theory of Point Processes by Daryl J. Daley,David Vere-Jones Pdf

Stochastic point processes are sets of randomly located points in time, on the plane or in some general space. This book provides a general introduction to the theory, starting with simple examples and an historical overview, and proceeding to the general theory. It thoroughly covers recent work in a broad historical perspective in an attempt to provide a wider audience with insights into recent theoretical developments. It contains numerous examples and exercises. This book aims to bridge the gap between informal treatments concerned with applications and highly abstract theoretical treatments.