Point Process Calculus in Time and Space: An Introduction with Applications by Pierre Brémaud
English | PDF | 2020 | 562 Pages | ISBN : 3030627527 | 3.2 MB
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.