Random Measures, Theory and Applications
暫譯: 隨機測度:理論與應用
Kallenberg, Olav
- 出版商: Springer
- 出版日期: 2018-07-17
- 售價: $7,290
- 貴賓價: 9.5 折 $6,926
- 語言: 英文
- 頁數: 680
- 裝訂: Quality Paper - also called trade paper
- ISBN: 3319823922
- ISBN-13: 9783319823928
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商品描述
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 chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.
商品描述(中文翻譯)
本書首次全面探討隨機測度理論,範圍非常廣泛,涵蓋從泊松過程及相關過程的基本性質到現代的收斂理論、平穩性、Palm 測度、條件化和補償等理論。最後三個大型章節專注於隨機幾何、外出理論和分支過程等領域的應用。儘管這一理論在現代概率的多個領域中扮演著基本角色,但其中許多內容,包括最基本的材料,之前僅在大量期刊文章中可獲得。本書主要針對隨機過程及相關領域的研究人員和高年級研究生。
作者簡介
Olav Kallenberg received his Ph.D. in 1972 from Gothenburg University. After holding various temporary research positions in Sweden and abroad, he emigrated in 1986 to the US, where he became a professor of mathematics at Auburn University. In 1977 he became the second recipient ever of the prestigious Rollo Davidson Prize, in 1989 he was elected a Fellow of the IMS, and in 1991-1994 he served as the editor of Probability Theory and Related Fields. Kallenberg is the author of the previous books "Foundations of Modern Probability" and "Probabilistic Symmetries and Invariance Principles," along with numerous research papers in all areas of probability.
作者簡介(中文翻譯)
Olav Kallenberg 於 1972 年獲得哥德堡大學的博士學位。在瑞典及國外擔任多個臨時研究職位後,他於 1986 年移民至美國,並成為奧本大學的數學教授。1977 年,他成為歷史上第二位獲得著名的 Rollo Davidson 獎的得主,1989 年當選為國際數學統計學會 (IMS) 的會士,並於 1991 至 1994 年擔任《Probability Theory and Related Fields》的編輯。Kallenberg 是前書籍《現代概率基礎》(Foundations of Modern Probability)和《概率對稱性與不變原則》(Probabilistic Symmetries and Invariance Principles)的作者,並在所有概率領域發表了大量研究論文。