Random measures, theory and applications / by Olav Kallenberg.

Format:

Book

Author/Creator:

Kallenberg, Olav, Author.

Series:

Probability Theory and Stochastic Modelling, 2199-3130 ; 77

Language:

English

Subjects (All):

Probabilities.

Probability Theory and Stochastic Processes.

Local Subjects:

Probability Theory and Stochastic Processes.

Physical Description:

1 online resource (XXVIII, 680 p.)

Edition:

1st ed. 2017.

Place of Publication:

Cham : Springer International Publishing : Imprint: Springer, 2017.

Summary:

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.

Contents:

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

6.Palm and Related Kernels

7.Group Stationarity and Invariance

8.Exterior Conditioning

9.Compensation and Time Change

10.Multiple Integration and Chaos

11.Line and Flat Processes

12.Regeneration and Local Time

13.Branching and Superprocesses

Appendices

Historical and Bibliographical Notes

References

Indices.

Notes:

Includes bibliographical references and index.

ISBN:

3-319-41598-0