Results 261 to 270 of about 519,075 (297)

Warranty claims as marked point processes

Nonlinear Analysis: Theory, Methods & Applications, 2001
An 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., Chukova, Stefanka, Rumchev, Ventseslav   +2 more
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Marked point process in image analysis

IEEE Signal Processing Magazine, 2002
In 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, 2005
Summary 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, 1984
The 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, 1982
In 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, 2010
A 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, Jon Atli Benediktsson, MOSER, GABRIELE, SERPICO, SEBASTIANO   +3 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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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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Option Pricing with a General Marked Point Process

Mathematics of Operations Research, 2001
This 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.
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