Poisson Processes (Oxford Studies in Probability)

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9780198536932: Poisson Processes (Oxford Studies in Probability)

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.

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About the Author:

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

Review:


"Fulfills the expectations one might have when a famous elder author writes a book on a classic topic. It gives the basic facts in a clear and lucid way. It is shown how the theory can be applied to interesting problems of astronomy, queuing and traffic, etc., and these examples are studied very thoroughly and deeply, giving even the specialist new insights . . . . an excellent basis for lectures or seminars . . . a valuable gift for a young mathematician to stimulate his or her interest in stochastic processes and in applied probability in general." --Dietrich Stoyan, Mathematical Reviews


"Whereas treatises on Brownian motion abound, there is a dearth of parallel treatments of the Poisson process. In point of fact, this book is the very first. We read it from cover to cover as soon as we received it, like a novel, and we felt refreshed by it."--The Bulletin of Mathematics Books


"It is a rare thing for a mathematical book to attract by the sheer fascination of its narrative. Here is one that can be read and enjoyed as an unfolding story, recounting the highlights of a journey through a memorable landscape....I can almost recommend it as enchanting bedtime reading....In the hundred or so pages of the book the reader does indeed get a feeling of the beauty and power of the Poisson process....The book succeeds admirably in its aim of shining a spotlight on many of the arresting features of the Poisson process in quick succession...It is a pity we do not have many more mathematical books written in the refreshing style of this one."--Stochastics and Stochastics Reports


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J. F. C. Kingman
Editorial: Oxford University Press
ISBN 10: 0198536933 ISBN 13: 9780198536932
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Descripción Oxford University Press. Hardback. Estado de conservación: new. BRAND NEW, Poisson Processes, J. F. C. Kingman, 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. Nº de ref. de la librería B9780198536932

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Kingman, J. F.
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Descripción Oxford University Press, USA, 1993. Hardcover. Estado de conservación: New. Nº de ref. de la librería DADAX0198536933

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Kingman, J. F. C.
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Descripción Clarendon Press, 1992. HRD. Estado de conservación: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería IP-9780198536932

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Descripción Clarendon Press, 1992. HRD. Estado de conservación: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Nº de ref. de la librería IP-9780198536932

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Kingman, J. F. C.
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Descripción Clarendon Press, 2017. Hardcover. Estado de conservación: New. This item is printed on demand. Nº de ref. de la librería P110198536933

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Descripción Oxford University Press, United Kingdom, 1996. Hardback. Estado de conservación: New. New.. Language: English . Brand New Book ***** Print on Demand *****.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. Nº de ref. de la librería APC9780198536932

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J. F. C. Kingman
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Descripción Oxford University Press, United Kingdom, 1996. Hardback. Estado de conservación: New. New.. Language: English . Brand New Book ***** Print on Demand *****. 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. Nº de ref. de la librería APC9780198536932

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Kingman, J. F. C.
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Descripción Clarendon Press, 2017. Hardcover. Estado de conservación: New. This item is printed on demand. Nº de ref. de la librería 0198536933

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