Poisson point processes / Kiyosi Itô ; foreword by Shinzo Watanabe and Ichiro Shigekawa

• Autore: Ito, Kiyosi
• Pubblicazione: [Singapore], : Springer, 2015
• Titolo uniforme: Poisson point processes
• Descrizione fisica: XI, 43 p. : ill. ; 24 cm
• Soggetto topico: 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]; 60-XX - Probability theory and stochastic processes [MSC 2020]; 60G51 - Processes with independent increments; Lévy processes [MSC 2020]; 60G07 - General theory of stochastic processes [MSC 2020]; 60G05 - Foundations of stochastic processes [MSC 2020]; 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]
• Soggetto non controllato: Characteristic measure; Discontinuous and continuous entrance points; Jumping-in measure and stagnancy rate; Poisson point process; Poisson point process of excursions
• Persona (resp. second.): Shigekawa, Ichiro; Watanabe, Shinzo
• Titolo autorizzato: Poisson point processes
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0114059
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://dx.doi.org/10.1007/978-981-10-0272-4
• Serie: SpringerBriefs in probability and mathematical statistics Belrin [etc.] . -Springer