Stochastic Analysis for Poisson Point Processes Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Peccati, Giovanni (Επιμελητής έκδοσης), Reitzner, Matthias (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Σειρά: Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics, 7
• Θέματα: Mathematics.; Applied mathematics.; Engineering mathematics.; Polytopes.; Probabilities.; Combinatorics.; Probability Theory and Stochastic Processes.; Applications of Mathematics.

Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics. Due to its close ties with stereology and spatial statistics, the results in this area are relevant for a large number of important ap...

Πίνακας περιεχομένων:

• 1 Stochastic analysis for Poisson processes
• 2 Combinatorics of Poisson stochastic integrals with random integrands
• 3 Variational analysis of Poisson processes
• 4 Malliavin calculus for stochastic processes and random measures with independent increments
• 5 Introduction to stochastic geometry
• 6 The Malliavin-Stein method on the Poisson space
• 7 U-statistics in stochastic geometry
• 8 Poisson point process convergence and extreme values in stochastic geometry
• 9 U-statistics on the spherical Poisson space
• 10 Determinantal point processes.