Stationary Marked Point Processes

An Intuitive Approach
1. Auflage 1995
ISBN: 978-0-412-98431-0
Verlag: Science Publishers

Buch, Englisch, Band 2, 200 Seiten, Format (B × H): 216 mm x 279 mm, Gewicht: 476 g

Reihe: Stochastic Modeling Series

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.

Autoren/Hrsg.

Sigman, Karl

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
• Mathematik | Informatik Mathematik Stochastik Elementare Stochastik

Inhaltsverzeichnis

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