Normal view MARC view ISBD view

Stationary marked point processes : an intuitive approach / Karl Sigman.

By: Sigman, Karl.
Material type: materialTypeLabelBookSeries: Stochastic modeling. Publisher: New York : Chapman & Hall, c1995Description: xiii, 200 p. : ill. ; 24 cm.ISBN: 9780412984310.Subject(s): Point processesDDC classification: 519.232 Online resources: Publisher description https://www.crcpress.com/Stationary-Marked-Point-Processes-An-Intuitive-Approach/Sigman/p/book/9780412984310
Contents:
Preface Marked Point Processes Random Marked Point Processes An Interlude: Constructing Stationary Versions Further Topics on Stationarity Processes Jointly with Marked Point Processes Applications to Queues Topology Measure Theory Metric Spaces The Space of Marked Point Processes References Index
Summary: Taking an applied point of view, this book provides an accessible introduction to the theory of stationary random marked point processes on the non-negative real line. The reader will be able to gain an intuitive understanding of stationary marked point processes and be able to apply the theory to stochastic modeling. The emphasis is on time averages and asymptotic stationarity. Proofs of the main results are given using shift-coupling methods and measure theory is kept to a minimum. Examples and exercises are given involving explicit construction of time and event stationary versions, using the 'inspection paradox' as an intuitive guide. The Rate Conservation Law is given and used in applications to queueing theory. The prerequisites are a background in probability theory and stochastic processes up to conditional expectation.
Tags from this library: No tags from this library for this title. Add tag(s)
Log in to add tags.
    average rating: 0.0 (0 votes)
Item type Current location Call number Copy number Status Date due
Monograph Monograph Indian Institute of Management Udaipur
On Display
519.232 (Browse shelf) 1 Available

Includes bibliographical references (p. [191]-195) and index.

Preface
Marked Point Processes
Random Marked Point Processes
An Interlude: Constructing Stationary Versions
Further Topics on Stationarity
Processes Jointly with Marked Point Processes
Applications to Queues
Topology
Measure Theory
Metric Spaces
The Space of Marked Point Processes
References
Index

Taking an applied point of view, this book provides an accessible introduction to the theory of stationary random marked point processes on the non-negative real line. The reader will be able to gain an intuitive understanding of stationary marked point processes and be able to apply the theory to stochastic modeling. The emphasis is on time averages and asymptotic stationarity. Proofs of the main results are given using shift-coupling methods and measure theory is kept to a minimum. Examples and exercises are given involving explicit construction of time and event stationary versions, using the 'inspection paradox' as an intuitive guide. The Rate Conservation Law is given and used in applications to queueing theory. The prerequisites are a background in probability theory and stochastic processes up to conditional expectation.

There are no comments for this item.

Log in to your account to post a comment.

Powered by Koha