A Course on Point Processes / Edition 1

by R.-D. Reiss

Overview

This graduate-level textbook provides a straight-forward and mathematically rigorous introduction to the standard theory of point processes. The author's aim is to present an account which concentrates on the essentials and which places an emphasis on conveying an intuitive understanding of the subject. As a result, it provides a clear presentation of how statistical ideas can be viewed from this perspective and particular topics covered include the theory of extreme values and sampling from finite populations. Prerequisites are that the reader has a basic grounding in the mathematical theory of probability and statistics, but otherwise the book is self-contained. It arises from courses given by the author over a number of years and includes numerous exercises ranging from simple computations to more challenging explorations of ideas from the text.

Product Details

ISBN-13:	9781461393108
Publisher:	Springer New York
Publication date:	12/14/2011
Series:	Springer Series in Statistics
Edition description:	Softcover reprint of the original 1st ed. 1993
Pages:	253
Product dimensions:	6.10(w) x 9.25(h) x 0.02(d)

Table of Contents

I An Introduction to Point Processes.- 1 Strong Approximation.- 2 Poisson and Cox Processes.- 3 Densities and Distances.- II Point Processes in Action.- 4 Nonparametric Curve Estimation.- 5 Sampling from Finite Populations.- 6 Extreme Value Models.- 7 Image Restoration, Spatial Statistics.- III An Outlook on Further Important Approaches.- 8 Weak Approximation.- 9 Counting Processes and Martingales.- Author Index.

Editorial Reviews

A textbook designed to be used in a graduate course for students with a basic grounding in the mathematical theory of probability and statistics. A straightforward and mathematically rigorous introduction to the standard theory of point processes, concentrating on the essentials in order to encourage an intuitive understanding of the subject. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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