Mixed Poisson Processes
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Author | : J Grandell |
Publisher | : CRC Press |
Total Pages | : 284 |
Release | : 2020-10-29 |
Genre | : Mathematics |
ISBN | : 1000153037 |
To date, Mixed Poisson processes have been studied by scientists primarily interested in either insurance mathematics or point processes. Work in one area has often been carried out without knowledge of the other area. Mixed Poisson Processes is the first book to combine and concentrate on these two themes, and to distinguish between the notions of distributions and processes. The first part of the text gives special emphasis to the estimation of the underlying intensity, thinning, infinite divisibility, and reliability properties. The second part is, to a greater extent, based on Lundberg's thesis.
Author | : J Grandell |
Publisher | : CRC Press |
Total Pages | : 288 |
Release | : 1997-05-01 |
Genre | : Mathematics |
ISBN | : 9780412787003 |
To date, Mixed Poisson processes have been studied by scientists primarily interested in either insurance mathematics or point processes. Work in one area has often been carried out without knowledge of the other area. Mixed Poisson Processes is the first book to combine and concentrate on these two themes, and to distinguish between the notions of distributions and processes. The first part of the text gives special emphasis to the estimation of the underlying intensity, thinning, infinite divisibility, and reliability properties. The second part is, to a greater extent, based on Lundberg's thesis.
Author | : Mathias Zocher |
Publisher | : |
Total Pages | : 153 |
Release | : 2005 |
Genre | : |
ISBN | : |
Author | : Günter Last |
Publisher | : Cambridge University Press |
Total Pages | : 315 |
Release | : 2017-10-26 |
Genre | : Mathematics |
ISBN | : 1107088011 |
A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.
Author | : K. W. R. Brownsey |
Publisher | : |
Total Pages | : 109 |
Release | : 1985 |
Genre | : |
ISBN | : |
Author | : Dietmar Pfeifer |
Publisher | : |
Total Pages | : 11 |
Release | : 1985 |
Genre | : |
ISBN | : |
It is shown that an elementary pure birth process is a mixed Poisson process if the sequence of post-jump intensities forms a martingale with respect to the delta-fields generated by the jump times of the process. In this case, the post-jump intensities converge a.s. to the mixing random variable of the process. Keyword: Applied probability. (Author).
Author | : J. F. C. Kingman |
Publisher | : Clarendon Press |
Total Pages | : 118 |
Release | : 1992-12-17 |
Genre | : Mathematics |
ISBN | : 0191591246 |
In the theory of random processes there are two that are fundamental, and occur over and over again, often in surprising ways. There is a real sense in which the deepest results are concerned with their interplay. One, the Bachelier Wiener model of Brownian motion, has been the subject of many books. The other, the Poisson process, seems at first sight humbler and less worthy of study in its own right. Nearly every book mentions it, but most hurry past to more general point processes or Markov chains. This comparative neglect is ill judged, and stems from a lack of perception of the real importance of the Poisson process. This distortion partly comes about from a restriction to one dimension, while the theory becomes more natural in more general context. This book attempts to redress the balance. It records Kingman's fascination with the beauty and wide applicability of Poisson processes in one or more dimensions. The mathematical theory is powerful, and a few key results often produce surprising consequences.
Author | : Klaus Th Hess |
Publisher | : |
Total Pages | : 14 |
Release | : 2003 |
Genre | : |
ISBN | : |
Author | : Mathias Zocher |
Publisher | : |
Total Pages | : 12 |
Release | : 2003 |
Genre | : |
ISBN | : |
Author | : Yu Hayakawa |
Publisher | : |
Total Pages | : 10 |
Release | : 1998 |
Genre | : Poisson processes |
ISBN | : |