
Accession Number : ADA185398
Title : Point Processes.
Descriptive Note : Technical rept. Sep 86Sep 87,
Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES
Personal Author(s) : Serfozo, Richard F
PDF Url : ADA185398
Report Date : May 1987
Pagination or Media Count : 88
Abstract : This document describes the structure of most of these processes and discuss some of their basic properties. The coverage does not include several important topics requiring lengthy mathematical development (e.g. martingale theory of point processes, general Palm probabilities, and ergodic and spectral analysis of stationary processes). The emphasis will be one presenting tools for modeling stochastic systems rather than on applications of the tools. Although the theory of point processes is intimately connected with the subject of measure and integration (a point process is a random counting measure). The author focused on results that can be understood without a deep knowledge of measure theory. On the other hand, the presentation will be rigorous and at the level of the applied probability literature that one would encounter in studying point processes. (Author)
Descriptors : *STOCHASTIC PROCESSES, MATHEMATICAL MODELS, TIME INTERVALS, POINTS(MATHEMATICS), PROBABILITY, STATIONARY, CONVERGENCE
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE