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04129nam a22005895i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
978-0-8176-4463-5 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20161121231028.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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100301s2006 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780817644635 |
| -- |
978-0-8176-4463-5 |
| 024 7# - OTHER STANDARD IDENTIFIER |
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| Standard number or code |
10.1007/0-8176-4463-6 |
| Source of number or code |
doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
QA273.A1-274.9 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
QA274-274.9 |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
PBT |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
PBWL |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
MAT029000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.2 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Jacobsen, Martin. |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
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| Title |
Point Process Theory and Applications |
| Medium |
[electronic resource] : |
| Remainder of title |
Marked Point and Piecewise Deterministic Processes / |
| Statement of responsibility, etc. |
by Martin Jacobsen. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Boston, MA : |
| Name of producer, publisher, distributor, manufacturer |
Birkh�user Boston, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2006. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XII, 328 p. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
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| File type |
text file |
| Encoding format |
PDF |
| Source |
rda1 |
| 490 ## - SERIES STATEMENT |
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| Series statement |
Probability and its Applications0 |
| 505 ## - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Theory -- Simple and Marked Point Processes -- Construction of SPPs and MPPs -- Compensators and Martingales -- Likelihood Processes -- Independence -- Piecewise Deterministic Markov Processes -- Applications -- The Basic Models from Survival Analysis -- Branching, Ruin, Soccer -- A Model from Finance -- Examples of Queueing Models -- Appendices -- Differentiation of Cadlag Functions -- Filtrations, Processes, Martingales. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over time, and shows how this theory may be used to treat piecewise deterministic stochastic processes in continuous time. The focus is on point processes that generate only finitely many points in finite time intervals, resulting in piecewise deterministic processes with "few jumps". The point processes are constructed from scratch with detailed proofs and their distributions characterized using compensating measures and martingale structures. Piecewise deterministic processes are defined and identified with certain marked point processes, which are then used in particular to construct and study a large class of piecewise deterministic Markov processes, whether time homogeneous or not. The second part of the book addresses applications of the just developed theory. This analysis of various models in applied statistics and probability includes examples and exercises in survival analysis, branching processes, ruin probabilities, sports (soccer), finance and risk management (arbitrage and portfolio trading strategies), and queueing theory. Graduate students and researchers interested in probabilistic modeling and its applications will find this text an excellent resource, requiring for mastery a solid foundation in probability theory, measure and integration, as well as some knowledge of stochastic processes and martingales. However, an explanatory introduction to each chapter highlights those portions that are crucial and those that can be omitted by non-specialists, making the material more accessible to a wider cross-disciplinary audience. |
| 650 0# - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Mathematics. |
| 650 0# - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Measure theory. |
| 650 0# - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Applied mathematics. |
| 650 0# - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Engineering mathematics. |
| 650 0# - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Economics, Mathematical. |
| 650 0# - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Mathematical optimization. |
| 650 0# - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Probabilities. |
| 650 0# - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Statistics.1 |
| 650 4# - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Mathematics.2 |
| 650 4# - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Probability Theory and Stochastic Processes.2 |
| 650 4# - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Applications of Mathematics.2 |
| 650 4# - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Statistics for Business/Economics/Mathematical Finance/Insurance.2 |
| 650 4# - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Measure and Integration.2 |
| 650 4# - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Optimization.2 |
| 650 4# - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Quantitative Finance.2 |
| 710 ## - ADDED ENTRY--CORPORATE NAME |
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| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service)0 |
| 773 ## - HOST ITEM ENTRY |
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| Title |
Springer eBooks0 |
| 776 8# - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9780817642150 |
| 830 0# - SERIES ADDED ENTRY--UNIFORM TITLE |
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| Uniform title |
Probability and its Applications4 |
| 856 0# - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
http://dx.doi.org/10.1007/0-8176-4463-6 |
| 912 ## - |
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| -- |
ZDB-2-SMA |
