Stochastic analysis for poisson ‎point processes : Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry

著者

    • Peccati, Giovanni
    • Reitzner, Matthias

書誌事項

Stochastic analysis for poisson ‎point processes : Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry

Giovanni Peccati, Matthias Reitzner, editors

(Bocconi & Springer series / (series editors) Sandro Salsa ... [et al.], v. 7)

Springer , Bocconi University Press, c2016

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注記

Includes bibliographical references and index

内容説明・目次

内容説明

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.

目次

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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  • Bocconi & Springer series

    (series editors) Sandro Salsa ... [et al.]

    Springer : Bocconi University Press 2011-

    所蔵館1館

詳細情報

  • NII書誌ID(NCID)
    BB21803387
  • ISBN
    • 9783319052328
  • LCCN
    2016945014
  • 出版国コード
    sz
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    [Cham],[S.l.]
  • ページ数/冊数
    xv, 346 p.
  • 大きさ
    25 cm
  • 親書誌ID
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