Poisson Processes |
|
| Author:
| Kingman, J. F. C. |
| Series title: | Oxford Studies in Probability Ser. |
| ISBN: | 978-0-19-853693-2 |
| Publication Date: | Jan 1993 |
| Publisher: | Oxford University Press, Incorporated
|
| Imprint: | Clarendon Press |
| Book Format: | Hardback |
| List Price: | USD $110.00 |
Book Description:
|
In the theory of random processes there are two that are fundamental- one, the Bachelier Wiener model of Brownian motion, has been the subject of many books. The other, the Poisson process, seems at first sight less worthy of study in its own right and has been largely neglected in the literature. 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. Themathematical theory is...
More DescriptionIn the theory of random processes there are two that are fundamental- one, the Bachelier Wiener model of Brownian motion, has been the subject of many books. The other, the Poisson process, seems at first sight less worthy of study in its own right and has been largely neglected in the literature. 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. Themathematical theory is powerful, and a few key results often produce surprising consequences.