Lectures on the Poisson Process (Hardcover) (ISBN-13: 9781107088016)

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.

Author: G?ter Last, Mathew Penrose
ISBN-10: 1107088011
ISBN-13: 9781107088016
Publisher: Cambridge University Press
Language: English
Published: 10/26/2017
Pages: 310
Format: Hardcover
Weight: 1.21lbs
Size: 9.56h x 6.44w x 0.87d