Introduction to the Statistics of Poisson Processes and Applications is popular PDF and ePub book, written by Yury A. Kutoyants in 2023-09-04, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Introduction to the Statistics of Poisson Processes and Applications can be Read Online from any device for your convenience.
Introduction to the Statistics of Poisson Processes and Applications Book PDF Summary
This book covers an extensive class of models involving inhomogeneous Poisson processes and deals with their identification, i.e. the solution of certain estimation or hypothesis testing problems based on the given dataset. These processes are mathematically easy-to-handle and appear in numerous disciplines, including astronomy, biology, ecology, geology, seismology, medicine, physics, statistical mechanics, economics, image processing, forestry, telecommunications, insurance and finance, reliability, queuing theory, wireless networks, and localisation of sources. Beginning with the definitions and properties of some fundamental notions (stochastic integral, likelihood ratio, limit theorems, etc.), the book goes on to analyse a wide class of estimators for regular and singular statistical models. Special attention is paid to problems of change-point type, and in particular cusp-type change-point models, then the focus turns to the asymptotically efficient nonparametric estimation of the mean function, the intensity function, and of some functionals. Traditional hypothesis testing, including some goodness-of-fit tests, is also discussed. The theory is then applied to three classes of problems: misspecification in regularity (MiR),corresponding to situations where the chosen change-point model and that of the real data have different regularity; optical communication with phase and frequency modulation of periodic intensity functions; and localization of a radioactive (Poisson) source on the plane using K detectors. Each chapter concludes with a series of problems, and state-of-the-art references are provided, making the book invaluable to researchers and students working in areas which actively use inhomogeneous Poisson processes.
Detail Book of Introduction to the Statistics of Poisson Processes and Applications PDF
- Author : Yury A. Kutoyants
- Release : 04 September 2023
- Publisher : Springer Nature
- ISBN : 9783031370540
- Genre : Mathematics
- Total Page : 683 pages
- Language : English
- PDF File Size : 14,9 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Introduction to the Statistics of Poisson Processes and Applications by Yury A. Kutoyants, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.
