Stochastic analysis for poisson point processes [electronic resource] : Malliavin Calculus, Wiener-Itô Chaos expansions and stochastic geometry
| 000 | 00000nam u2200205 a 4500 | |
| 001 | 000046019049 | |
| 005 | 20200306111607 | |
| 006 | m d | |
| 007 | cr | |
| 008 | 200228s2016 sz a o 001 0 eng d | |
| 020 | ▼a 9783319052335 | |
| 040 | ▼a 211009 ▼c 211009 ▼d 211009 | |
| 082 | 0 4 | ▼a 519.22 ▼2 23 |
| 084 | ▼a 519.22 ▼2 DDCK | |
| 090 | ▼a 519.22 | |
| 245 | 0 0 | ▼a Stochastic analysis for poisson point processes ▼h [electronic resource] : ▼b Malliavin Calculus, Wiener-Itô Chaos expansions and stochastic geometry / ▼c edited by Giovanni Peccati, Matthias Reitzner. |
| 260 | ▼a Cham : ▼b Springer International Publishing : ▼b Imprint: Springer, ▼c 2016. | |
| 300 | ▼a 1 online resource (xv, 346 p.) : ▼b col. ill. | |
| 490 | 1 | ▼a Bocconi & Springer Series, mathematics, statistics, finance and economics, ▼x 2039-1471, ▼x 2039-148X (electronic) ; ▼v 7 |
| 500 | ▼a Title from e-Book title page. | |
| 500 | ▼a Includes index. | |
| 505 | 0 | ▼a 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. |
| 520 | ▼a 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 applications, e.g. to the mathematical modeling and statistical analysis of telecommunication networks, geostatistics and image analysis. In recent years – due mainly to the impetus of the authors and their collaborators – a powerful connection has been established between stochastic geometry and the Malliavin calculus of variations, which is a collection of probabilistic techniques based on the properties of infinite-dimensional differential operators. This has led in particular to the discovery of a large number of new quantitative limit theorems for high-dimensional geometric objects. This unique book presents an organic collection of authoritative surveys written by the principal actors in this rapidly evolving field, offering a rigorous yet lively presentation of its many facets. | |
| 530 | ▼a Issued also as a book. | |
| 538 | ▼a Mode of access: World Wide Web. | |
| 700 | 1 | ▼a Peccati, Giovanni. |
| 700 | 1 | ▼a Reitzner, Matthias. |
| 830 | 0 | ▼a Bocconi & Springer Series, mathematics, statistics, finance and economics ; ▼v 7. |
| 856 | 4 0 | ▼u https://oca.korea.ac.kr/link.n2s?url=http://dx.doi.org/10.1007/978-3-319-05233-5 |
| 945 | ▼a KLPA | |
| 991 | ▼a E-Book(소장) |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/e-Book 컬렉션/ | 청구기호 CR 519.22 | 등록번호 E14019831 | 도서상태 대출불가(열람가능) | 반납예정일 | 예약 | 서비스 |
