point_processes

The interpretation of RV densities as point process intensities and vice versa Point process of observations ↔ observation of a point process 2016-09-13 – 2022-09-24

Measure-valued stochastic processes Moving masses 2020-10-16 – 2022-05-03

Markov bridge processes Especially Lévy bridges, Doob h-transforms 2019-10-15 – 2022-04-20

Measure-valued random variates Including completely random measures and many generalizations 2020-10-16 – 2022-03-30

Survival analysis and reliability Hazard rates, proportional hazard regression, life testing, mean time to failure 2019-03-12 – 2022-03-07

Subordinators Non-decreasing Lévy processes with weird branding 2019-10-14 – 2022-02-24

Lévy processes 2017-05-29 – 2021-11-17

Heavy tails Weird things about rare massive events 2020-01-13 – 2021-09-18

Extreme value theory On the decay of awfulness with oftenness 2020-01-13 – 2021-06-30

Determinantal point processes 2018-07-31 – 2021-03-16

Branching processes 2014-08-18 – 2020-02-07

Poisson point processes 2019-10-14 – 2020-01-29

Point processes 2016-08-01 – 2019-02-18