Authors:
- 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-disciplinary audience
Part of the book series: Probability and Its Applications (PA)
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Table of contents (13 chapters)
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Front Matter
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Applications
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Front Matter
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Appendices
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Front Matter
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Back Matter
About this book
Reviews
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 be an essential part of every mathematical library." —ZENTRALBLATT Math
"This book consists of three parts: (I) Theory, (II) Applications and (III) Appendices, that concisely summarize necessary mathematical concepts which are often found scattered among numerous texts. … The most remarkable aspect of the book is its reader-friendly structure and the style in which it has been written. The importance of this book, both from the practical and from the theoretical standpoint, is unquestionable. It will be an essential part of every mathematical library." (V. K. Oganyan, Mathematical Reviews, Issue 2007 a)
"This book deals with marked point processes on the positive real axis. It is rigorously written and largely self-contained. … Each chapter starts with an appealing introduction, including hints to the most important references. The reader is guided by clearly stated comments and hints. … Many examples and exercises are given … . This book is suitable for advanced graduate and postgraduate students in mathematics with some preknowledge in this area. It will also be valuable for preparing a respective lecture course." (Martin Schlather, Journal of the American Statistical Association, Vol. 102 (479), 2007)
"The book will serve as a guide to the comprehensive study of the subject, and—more likely—as a reference book, inevitably a standard one. … Martin Jacobsen write an accessible book is a true gift to the mathematics community. … This is a good book, and an important one. … Every researcher with even a passing interest in the subject will want this book on his or her shelf." (Philip Protter, SIAM Review, Vol. 49 (1), 2007)
Authors and Affiliations
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Department of Applied Mathematics and Statistics, University of Copenhagen Institute of Mathematical Sciences, Copenhagen Ø, Denmark
Martin Jacobsen
Bibliographic Information
Book Title: Point Process Theory and Applications
Book Subtitle: Marked Point and Piecewise Deterministic Processes
Authors: Martin Jacobsen
Series Title: Probability and Its Applications
DOI: https://doi.org/10.1007/0-8176-4463-6
Publisher: Birkhäuser Boston, MA
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Birkhäuser Boston 2006
Hardcover ISBN: 978-0-8176-4215-0
eBook ISBN: 978-0-8176-4463-5
Series ISSN: 2297-0371
Series E-ISSN: 2297-0398
Edition Number: 1
Number of Pages: XII, 328
Topics: Probability Theory and Stochastic Processes, Applications of Mathematics, Statistics for Business, Management, Economics, Finance, Insurance, Measure and Integration, Optimization, Quantitative Finance