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A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.
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Informazioni sugli autori
Günter Last is Professor of Stochastics at the Karlsruhe Institute of Technology, Germany. He is a distinguished probabilist with particular expertise in stochastic geometry, point processes, and random measures. He coauthored a research monograph on marked point processes on the line as well as two textbooks on general mathematics. He has given many invited talks on his research worldwide.
Mathew Penrose is Professor of Probability at the University of Bath. He is an internationally leading researcher in stochastic geometry and applied probability and is the author of the influential monograph Random Geometric Graphs (2003). He received the Friedrich Wilhelm Bessel Research Award from the Humboldt Foundation in 2008, and has held visiting positions as guest lecturer in New Delhi, Karlsruhe, San Diego, Birmingham, and Lille.
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Lectures on the Poisson Process (Institute of Mathematical Statistics Textbooks, Series Number 7)
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Lectures on the Poisson Process (Paperback)
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Paperback. Condizione: new. Paperback. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9781107458437
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Paperback. Condizione: New. 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. Codice articolo LU-9781107458437
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