Random Measures, Theory and Applications

• Main Author: Kallenberg, Olav (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: Probability Theory and Stochastic Modelling, 77
• Subjects: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chap...

Table of Contents:

• Preface
• 1.Spaces, Kernels, and Distribution
• 2.Dissection Limits and Regularity
• 3.Poisson and Related Processes
• 4.Convergence and Approximation
• 5.Stationarity in Euclidean Spaces
• 6.Palm and Related Kernels
• 7.Group Stationarity and Invariance
• 8.Exterior Conditioning
• 9.Compensation and Time Change
• 10.Multiple Integration and Chaos
• 11.Line and Flat Processes
• 12.Regeneration and Local Time
• 13.Branching and Superprocesses
• Appendices
• Historical and Bibliographical Notes
• References
• Indices.