By (author) J. F. C. Kingman
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Poisson Processes by J. F. C. Kingman
Book DescriptionIn 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.
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Book DetailsISBN: 9780198536932
(242mm x 163mm x 12mm)
Imprint: Clarendon Press
Publisher: Oxford University Press
Publish Date: 17-Dec-1992
Country of Publication: United Kingdom
Books By Author J. F. C. Kingman
Introdction to Measure and Probability, Paperback (November 2008)
The authors believe that a proper treatment of probability theory requires an adequate background in the theory of finite measures in general spaces.
Mathematics of Genetic Diversity, Paperback (January 1987)
This book draws together some mathematical ideas that are useful in population genetics.
Probability, Statistics and Analysis, Paperback (February 1983)» View all books by J. F. C. Kingman
This collection of papers is dedicated to David Kendall, the topics will interest postgraduate and research mathematicians.
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