Stochastic Analysis for Poisson Point Processes | Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry | ISBN 9783319052328

Stochastic Analysis for Poisson Point Processes

Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry

herausgegeben von Giovanni Peccati und Matthias Reitzner
Mitwirkende
Herausgegeben vonGiovanni Peccati
Herausgegeben vonMatthias Reitzner
Buchcover Stochastic Analysis for Poisson Point Processes  | EAN 9783319052328 | ISBN 3-319-05232-2 | ISBN 978-3-319-05232-8
“The chapters are mostly self-contained—with ample references to the current literature—but style and notation are carefully harmonized, so that the text can be used and read in different ways: as always, linear reading from cover to cover is possible, but also the selective reader will find it easy to extract information from the text, and so will anyone searching for a quick reference.” (René L. Schilling, Mathematical Reviews, March, 2018)

Stochastic Analysis for Poisson Point Processes

Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry

herausgegeben von Giovanni Peccati und Matthias Reitzner
Mitwirkende
Herausgegeben vonGiovanni Peccati
Herausgegeben vonMatthias Reitzner

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 bythe principal actors in this rapidly evolving field, offering a rigorous yet lively presentation of its many facets.