Topics in Spatial Stochastic Processes - Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, July 1-8, 2001

The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CIME International Summer School was to bring to a large audience of young probabilists the general theory of spatial processes, including the theory of set-indexed martingales and to present the different branches of applications of this theory, including stochastic geometry, spatial statistics, empirical processes, spatial estimators and survival analysis. This theory has a broad variety of applications in environmental sciences, social sciences, structure of material and image analysis. In this volume, the reader will find different approaches which foster the development of tools to modelling the spatial aspects of stochastic problems.

List of contents

Preface.- Capasso V., Micheletti A.: Stochastic Geometry of Spatially Structured Birth and Growth Processes. Application to Crystallization Processes.- Merzbach, E.: An Introduction to the General Theory of Set-Indexed Martingales.- Ivanoff, B.G.: Set-Indexed Processes: Distributions and Weak Convergence.- Dozzi, M.: Occupation Density and Sample Path Properties of N-Parameter Processes.- Dalang, R.C.: Level Sets and Excursions of the Brownian Sheet.- Mountford, T.S.: Critical Reversible Attractive Nearest Particle Systems.

Summary

The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CIME International Summer School was to bring to a large audience of young probabilists the general theory of spatial processes, including the theory of set-indexed martingales and to present the different branches of applications of this theory, including stochastic geometry, spatial statistics, empirical processes, spatial estimators and survival analysis. This theory has a broad variety of applications in environmental sciences, social sciences, structure of material and image analysis. In this volume, the reader will find different approaches which foster the development of tools to modelling the spatial aspects of stochastic problems.

Product details

• Authors: Vincenz Capasso, Vincenzo Capasso, Robert Dalang, Robert C. Dalang, Marco Dozzi, B Gail et Ivanoff, B. Gail Ivanoff, El Merzbach, Ely Merzbach, Thomas Mountford
• Assisted by: El Merzbach (Editor), Ely Merzbach (Editor)
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 01.01.2003
• EAN: 9783540002956
• ISBN: 978-3-540-00295-6
• No. of pages: 253
• Weight: 381 g
• Series: Lecture Notes in Mathematics; Lecture Notes in Mathematics / Fondazione C.I.M.E., Firenze; Lecture Notes in Mathematics / C.I.M.E. Foundation Subseries; C.I.M.E. Foundation Subseries; Lecture Notes in Mathematics; C.I.M.E. Foundation Subseries
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Stochastik, C, Statistics, Mathematics and Statistics, Probability Theory and Stochastic Processes, Probabilities, Stochastics, Probability Theory, stochastic process, stochastic geometry