Point Processes
Point Processes is a book on the mathematics of
Topics
Although Point Processes covers some of the general theory of point processes, that is not its main focus, and it avoids any discussion of statistical inference involving these processes. Instead, its aim is to present the properties and descriptions of several specific processes arising in applications of this theory,[2][3][4][5] which had not been previously collected in texts in this area.[3]
Three of its six chapters concern more general material, while the final three are more specific. The first chapter includes introductory material on standard processes:
Chapter three, the first of the three chapters on more specific models, is titled "Special models".
Audience and reception
The book is primarily a reference for researchers.[2] It could also be used to provide additional examples for a course on stochastic processes, or as the basis for an advanced seminar. Although it uses relatively little advanced mathematics, readers are expected to understand advanced calculus and have some familiarity with probability theory and Markov chains.[3]
Writing some ten years after its original publication, reviewer Fergus Daly of
References
- ^ "Point Processes (not yet reviewed)", MAA Reviews, Mathematical Association of America, retrieved 2020-12-13
- ^ JSTOR 3615757
- ^ )
- Zbl 0441.60053
- ^ MR 0598033
- ^ JSTOR 2983051