Results 171 to 180 of about 451 (213)
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Marked point processes in discrete time
Queueing Systems, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Karl Sigman, Ward Whitt, Whitt Ward
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Option Pricing with a General Marked Point Process
Mathematics of Operations Research, 2001This paper examines the impact of a random number of price changes on the options valuation. The model introduces the structure of the general marked point processes (MPP). This kind of model allows us to take account of more general distributions of interarrival times than usual jump-diffusion models.
Jean-Luc Prigent
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On the local odds ratio between points and marks in marked point processes
Spatial Statistics, 2014Abstract Marked point processes are widely used stochastic models for representing a finite number of natural hazard events located in space and time and their data often associate event measurements (i.e. marks) with event locations (i.e. points). An interesting statistical problem of marked point processes is to measure and estimate the localized ...
Qianlai Zhuang
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Disentangling mark/point interaction in marked-point processes
Computational Statistics & Data Analysis, 2007zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Renshaw, E., Mateu, J., Saura, F.
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Warranty claims as marked point processes
Nonlinear Analysis: Theory, Methods & Applications, 2001An unified study of total warranty expenses generated by sold items of the same kind is developed. It uses a representation of the warranty expenses as a marked point process. Particular results are obtained for non-stationary Poisson purchase process with periodic intensity function.
Dimitrov, Boyan N. +2 more
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Marked point process in image analysis
IEEE Signal Processing Magazine, 2002In this article, we consider the marked point process framework for image analysis. We first show that marked point processes are more adapted than Markov random fields (MRFs) including some geometrical constraints in the solution and dealing with strongly correlated noise. Then, we consider three applications in remote sensing: road network extraction,
Xavier Descombes, Josiane Zerubia
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Tests for Independence between Marks and Points of a Marked Point Process
Biometrics, 2005Summary A convenient assumption while modeling a marked point process is that the observations (i.e., marks) and the locations (i.e., points) are independent. We propose new graphical and formal testing approaches to test for this assumption. The proposed graphical procedures are easy to obtain and can be used to diagnose the nature and range of ...
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On Correlations of Marked Point Processes
Mathematische Nachrichten, 1984The paper studies correlations of the marks of marked point processes in \(R^ d\). At first some results of the classical theory of marked point processes are refined. For the case of non-negative marks the mark-sum measure is studied. For a Borel set B it gives the sum of marks of all points in B. Then a mark covariance function is defined which gives
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On stochastie processes with an embedded marked point process
Series Statistics, 1982In the paper stochastic processes with an embedded marked point process (PMP) are investigated. The embedded points split the PMP up to so-called cycles. A great number of classes of stochastic processes, such as piecewise Markov, regenerative, semi-regenerative etc., can be understood as special PMP where the cycles form a Markov chain.
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Crater detection based on marked point processes
2010 IEEE International Geoscience and Remote Sensing Symposium, 2010A novel automatic method is developed for the detection of features in planetary images. Although many automatic feature extraction methods have been proposed for for remote sensing images of the Earth, these methods are typically unfeasible for planetary data that generally present low contrast and uneven illumination characteristics.
Giulia Troglio +3 more
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