Poisson Processes (Oxford Studies in Probability) [Hardback, 116 pages]

$ 47.82

Item Length: 9.2 in Publication Year: 1993 Item Height: 0.5 in Publication Name: Poisson Processes EAN: 9780198536932 Format: Hardcover Subject: Probability & Statistics / Stochastic Processes, Probability & Statistics / General Language: English Subject Area: Mathematics Item Width: 6.1 in Type: Textbook Author: J. F. C. Kingman Publisher: Oxford University Press, Incorporated ISBN: 9780198536932 gtin13: 9780198536932 UPC: 9780198536932 Number of Pages: 112 Pages Item Weight: 12.3 Oz Book Title: Poisson Processes (Oxford Studies in Probability) Series: Oxford Studies in Probability Ser. MPN: N/A

Description

Two fundamental theories are commonly debated in the study of random processes: the Bachelier Wiener model of Brownian motion, which has been the subject of many books, and the Poisson process. While nearly every book mentions the Poisson process, most hurry past to more general point processes or to Markov chains. This comparative neglect is ill judged, and stems from a lack of perception of the real importance of the Poisson process. This distortion partly comes about from a restriction to one dimension, while the theory becomes more natural in more general contexts. This book attempts to redress the balance. It records the author's fascination with the beauty and wide applicability of Poisson processes in one or more dimensions. The mathematical theory is powerful and a few key results often produce surprising consequences. Stochastic models for random sets of points; Poisson processes in general spaces; Sums over Poisson processes; Poisson processes on the line; Marked Poisson processes; Cox processes; Stochastic geometry; Complete random measures; The Poisson-Dirichlet distribution.