Poisson Processes (Oxford Studies in Probability, Band 3) - Hardcover

Kingman, J. F.

Hardcover

ISBN 10: 0198536933 ISBN 13: 9780198536932

Verlag: Oxford University Press, 1993

Inhaltsangabe

In the theory of random processes there are two that are fundamental, and occur over and over again, often in surprising ways. There is a real sense in which the deepest results are concerned with their interplay. One, the Bachelier Wiener model of Brownian motion, has been the subject of many books. The other, the Poisson process, seems at first sight humbler and less worthy of study in its own right. Nearly every book mentions it, but most hurry past to more general point processes or 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 context.

This book attempts to redress the balance. It records Kingman'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.

Details zur Ausgabe

• Verlag: Oxford University Press
• Erscheinungsdatum: 1993
• Sprache: Englisch
• ISBN 10: 0198536933
• ISBN 13: 9780198536932
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 116
• Kontakt zum Hersteller: preigu GmbH & Co. KG; mail@preigu.de; ; Lengericher Landstr. 19; Osnabrück; Niedersachsen; 49078; Deutschland