Probability Theory and Stochastic Modelling

Point Process Calculus in Time and Space

An Introduction with Applications

Authors: Brémaud, Pierre

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  • Addresses both beginners and more experienced probabilists using a rigorous mathematical treatment in a convivial style
  • Provides the theoretical details, yet is oriented toward applications
  • Covers both spatial point processes and point processes on the line
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eBook $109.00
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  • ISBN 978-3-030-62753-9
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Hardcover $149.99
price for USA in USD
  • ISBN 978-3-030-62752-2
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About this book

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.





About the authors

Pierre Brémaud is an Emeritus Professor of the École polytechnique fédérale de Lausanne and alumnus of the École Polytechnique in France. He obtained his Doctorate in Mathematics from the University of Paris VI and his PhD from the department of Electrical Engineering and Computer Science of the University of California at Berkeley. He is a major contributor to the theory of stochastic processes and their applications, and has authored or co-authored several reference and textbooks on the subject.


Table of contents (12 chapters)

Table of contents (12 chapters)

Buy this book

eBook $109.00
price for USA in USD
  • ISBN 978-3-030-62753-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $149.99
price for USA in USD
  • ISBN 978-3-030-62752-2
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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Bibliographic Information

Bibliographic Information
Book Title
Point Process Calculus in Time and Space
Book Subtitle
An Introduction with Applications
Authors
Series Title
Probability Theory and Stochastic Modelling
Series Volume
98
Copyright
2020
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
eBook ISBN
978-3-030-62753-9
DOI
10.1007/978-3-030-62753-9
Hardcover ISBN
978-3-030-62752-2
Series ISSN
2199-3130
Edition Number
1
Number of Pages
XIII, 556
Number of Illustrations
8 b/w illustrations
Topics