Stochastic Analysis for Poisson Point Processes Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry /

Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics. Due to its close ties with stereology and spatial statistics, the results in this area are relevant for a large number of important ap...

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Bibliographic Details
Call Number:Libro Electrónico
Corporate Author: SpringerLink (Online service)
Other Authors: Peccati, Giovanni (Editor), Reitzner, Matthias (Editor)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edition:1st ed. 2016.
Series:Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics, 7
Subjects:
Probabilities.
Discrete mathematics.
Polytopes.
Mathematics.
Probability Theory.
Discrete Mathematics.
Applications of Mathematics.
Online Access:Texto Completo
Table of Contents:
  • 1 Stochastic analysis for Poisson processes
  • 2 Combinatorics of Poisson stochastic integrals with random integrands
  • 3 Variational analysis of Poisson processes
  • 4 Malliavin calculus for stochastic processes and random measures with independent increments
  • 5 Introduction to stochastic geometry
  • 6 The Malliavin-Stein method on the Poisson space
  • 7 U-statistics in stochastic geometry
  • 8 Poisson point process convergence and extreme values in stochastic geometry
  • 9 U-statistics on the spherical Poisson space
  • 10 Determinantal point processes.

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