Poisson Processes

J. F. C. Kingman

ISBN 10: 0198536933 / ISBN 13: 9780198536932

Published by Oxford University Press, GB, 1992

About this Item

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.

Seller Inventory # LU-9780198536932

Bibliographic Details

• Title: Poisson Processes
• Publisher: Oxford University Press, GB
• Publication Date: 1992
• Language: English
• ISBN 10: 0198536933
• ISBN 13: 9780198536932
• Binding: Hardback
• Edition: 1st.
• Condition: New
• Dimensions: 22.9W x 15.2H x 1.11D centimeters 22.9 centimeters width by 15.2 centimeters height by 1.11 centimeters depth
• Weight: 349 grams

About this title

Synopsis

Two fundamental theories are commonly debated in the study of random processes: the Bachelier Wiener model of Brownian motion, which has been the subject of many books, and the Poisson process. While nearly every book mentions the Poisson process, most hurry past to more general point processes or to 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 contexts. This book attempts to redress the balance. It records the author'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.

About the Author

J. F. C. Kingman is at University of Bristol.