Lectures on the Poisson Process

ISBN-13: 9781107458437 / Angielski / Miękka / 2017 / 314 str.

Gunter Last; Mathew Penrose

Opis

A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.

Recenzje

'The book under review fills an essential gap and is a very valuable addition to the point process literature. There is no doubt that this volume is a milestone and will very quickly become a standard reference in every field in which the Poisson process appears.' Christoph Thale, MathSciNet

Spis treści

Preface; List of symbols; 1. Poisson and other discrete distributions; 2. Point processes; 3. Poisson processes; 4. The Mecke equation and factorial measures; 5. Mappings, markings and thinnings; 6. Characterisations of the Poisson process; 7. Poisson processes on the real line; 8. Stationary point processes; 9. The Palm distribution; 10. Extra heads and balanced allocations; 11. Stable allocations; 12. Poisson integrals; 13. Random measures and Cox processes; 14. Permanental processes; 15. Compound Poisson processes; 16. The Boolean model and the Gilbert graph; 17. The Boolean model with general grains; 18. Fock space and chaos expansion; 19. Perturbation analysis; 20. Covariance identities; 21. Normal approximation; 22. Normal approximation in the Boolean model; Appendix A. Some measure theory; Appendix B. Some probability theory; Appendix C. Historical notes; References; Index.