Stochastic analysis for Poisson point processes : Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry /: Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry. (2016)

• Record Type: Book
• Further Information: Note: Giovanni Peccati, Matthias Reitzner, editors.
• Editors: Peccati, Giovanni, 1975-; Reitzner, Matthias
• 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.
• Publisher Details: Switzerland : Springer
• Publication Date: 2016
• Extent: 1 online resource
• Subjects: 519.2/2; Mathematics; Stochastic analysis; Poisson processes; MATHEMATICS / Applied; MATHEMATICS / Probability & Statistics / General; Poisson processes; Stochastic analysis; Mathematics -- Combinatorics; Mathematics -- Geometry -- General; Mathematics -- Applied; Combinatorics & graph theory; Geometry; Applied mathematics; Distribution (Probability theory); Combinatorics; Mathematics -- Probability & Statistics -- General; Probability & statistics; Electronic books
• Languages: English
• ISBNs: 9783319052335; 3319052330
• Related ISBNs: 9783319052328; 3319052322
• Notes: Note: Includes bibliographical references.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.