Lectures on the Poisson Process van Gunter Last, Mathew Penrose is een Engelstalig gedrukt boek. Deze titel is geschikt voor professionals.
The Poisson process, a core object in modern probability, enjoys a richer theory than is sometimes appreciated. This volume develops the theory in the setting of a general abstract measure space, establishing basic results and properties as well as certain advanced topics in the stochastic analysis of the Poisson process. Also discussed are applications and related topics in stochastic geometry, including stationary point processes, the Boolean model, the Gilbert graph, stable allocations, and hyperplane processes. Comprehensive, rigorous, and self-contained, this text is ideal for graduate courses or for self-study, with a substantial number of exercises for each chapter. Mathematical prerequisites, mainly a sound knowledge of measure-theoretic probability, are kept in the background, but are reviewed comprehensively in the appendix. The authors are well-known researchers in probability theory; especially stochastic geometry. Their approach is informed both by their research and by their extensive experience in teaching at undergraduate and graduate levels.
This self-contained introduction to the Poisson process covers basic theory and certain advanced topics in the setting of a general abstract measure space. The text includes applications and numerous exercises, and is ideal for graduate courses or self-study by mathematicians, physicists, and engineers.
A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.
Inhoudelijk sluit dit boek aan bij onderwerpen als Probability and statistics, MATHEMATICS / Probability & Statistics / General, Science & Mathematics: Textbooks & Study Guides.
Serie: Institute of Mathematical Statistics Textbooks