Results 181 to 190 of about 451 (213)

Basics of Stochastic Processes, Point and Marked Point Processes

2015
The study of the dynamic performance of engineered systems subject to uncertainty requires the use of tools from stochastic processes. Although stochastic processes have been used extensively in many disciplines (e.g., see [1, 2, 3, 4]), this chapter will focus on the the mathematical background that supports the models presented later in the book. The
Mauricio Sánchez-Silva, Georgia-Ann Klutke   +1 more
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On Non-simple Marked Point Processes

Annals of the Institute of Statistical Mathematics, 2006
The existence and uniqueness of the compensator for simple point processes has long been known. However, relatively little is known about non-simple point processes. Non-simple point processes are not uniquely determined by their conditional intensity and compensator.
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Grouping for random marked point processes

J. Inf. Process. Cybern., 1984
To evaluate the decisions of the hierarchical classifier investigated here, it is necessary to know which classification rates are reachable with random feature values. For answering this question a random marked point process model is used.
Peter Hufnagl, Klaus Voss
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Stationary Marked Point Processes

1987
A counting measure on R is a measure m on (R, B) such that $$ {\text{m}}\left( {\text{C}} \right) \in \{ 0,{\text{1}},{\text{ }}.{\text{ }}.{\text{ }}.\infty \} {\text{ for all C}} \in {\text{B}}, $$ (i) $$ {\text{m }} < \left( {\left[ {{\text{a}},{\text{b}}} \right]} \right){\text{ }} < {\text{ }}\infty {\text{ for all a}},{\text{ b ...
François Baccelli, Pierre Brémaud
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On two marked point processes

Journal of Applied Probability, 1977
Two examples for marked point processes are discussed and some characteristic parameters of these models are calculated. Both examples are in some way modifications of the counter models which are well known and treated in several textbooks.
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Subsampling Marked Point Processes

1999
In this chapter, we assume that {X(t), t ∈ ℝ d } is a homogeneous random field in d dimensions, with d ∈ ℤ+; that is, X(t), t ∈ ℝ d } is a collection of random variables X(t) taking values in an arbitrary state space S, and indexed by the continuous variable t ∈ ℝ d . However, for reasons to be apparent shortly, the probability law of the random field {
Dimitris N. Politis, Joseph P. Romano, Michael Wolf   +2 more
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Short rate analysis and marked point processes

Mathematical Methods of Operations Research (ZOR), 1999
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Elliott, R., Tsoi, A., Lui, S.
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Marked Point Processes

2021
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Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes

Statistical Inference for Stochastic Processes, 2021
Simon Clinet
exaly  

Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes

SIAM Journal on Control and Optimization, 2013
Marco Alessandro Fuhrman, Fulvia Confortola   +1 more
exaly