Random Measures, Theory and Applications

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Sprache: Englisch

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Beschreibung

Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.

Über den Autor

Olav Kallenberg received his Ph.D. in 1972 from Gothenburg University. After holding various temporary research positions in Sweden and abroad, he emigrated in 1986 to the US, where he became a professor of mathematics at Auburn University. In 1977 he became the second recipient ever of the prestigious Rollo Davidson Prize, in 1989 he was elected a Fellow of the IMS, and in 1991-1994 he served as the editor of robability Theory and Related Fields. Kallenberg is the author of the previous books "Foundations of Modern Probability", and "Probabilistic Symmetries and Invariance Principles" along with numerous research papers in all areas of probability.

Zusammenfassung

Presents a comprehensive account of modern random measure theory

Interesting for researchers in pure and applied probability theory

Very broad exposition

Includes supplementary material: [...]

Inhaltsverzeichnis

Preface.- 1.Spaces, Kernels, and Distribution.- 2.Dissection Limits and Regularity.- 3.Poisson and Related Processes.- 4.Convergence and Approximation.- 5.Stationarity in Euclidean Spaces.- [...] and Related Kernels.- [...] Stationarity and Invariance.- 8.Exterior Conditioning.- 9.Compensation and Time Change.- 10.Multiple Integration and Chaos.- [...] and Flat Processes.- 12.Regeneration and Local Time.- 13.Branching and Superprocesses.- Appendices.- Historical and Bibliographical Notes.- References.- Indices.

Details

Erscheinungsjahr:	2018
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Mathematik , Medizin , Naturwissenschaften , Technik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Inhalt:	xxviii 680 S.
ISBN-13:	9783319823928
ISBN-10:	3319823922
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Kallenberg, Olav
Auflage:	Softcover reprint of the original 1st edition 2017
Hersteller:	Springer Springer International Publishing Springer International Publishing AG
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	235 x 155 x 38 mm
Von/Mit:	Olav Kallenberg
Erscheinungsdatum:	17.07.2018
Gewicht:	1,054 kg