000 | 02642 a2200277 4500 | ||
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008 | 240423b 2018|||||||| |||| 00| 0 eng d | ||
020 | _a9781107458437 (PB) | ||
041 | _aeng | ||
080 |
_a519.2 _bLAST |
||
100 | _aLast, Gunter | ||
245 | _aLectures on the Poisson Process | ||
260 |
_bCambridge University Press _c2018 _aUK |
||
300 | _axx, 293p. | ||
490 |
_aInstitute of Mathematical Statistics Textbooks _v7 |
||
504 | _aIncludes references (281-288) and Index | ||
505 | _a1. 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 | ||
520 | _aThe 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. | ||
650 | _aAbstract Analysis | ||
650 | _aGeneral Statistics and Probability | ||
650 | _aStatistics and Probability | ||
650 | _aProbability Theory and Stochastic Processes | ||
650 | _aStatistical Theory and Methods | ||
690 | _aMathematics | ||
700 | _aPenrose, Mathew | ||
942 | _cBK | ||
999 |
_c60055 _d60055 |