Random Measures, Theory and Applications
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Beschreibung
Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.
Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.
Presents a comprehensive account of modern random measure theory Interesting for researchers in pure and applied probability theory Very broad exposition Includes supplementary material: sn.pub/extras
Autor*in
Olav Kallenberg
Themen in »Random Measures, Theory and Applications«
60G57, 60G55 Palm and Gibbs kernels compensators convergence in distribution point processes random measures
Stimmen zu »Random Measures, Theory and Applications«
“The theory of random measures is an important point of view of modern probability theory. This is an encyclopedic monograph and the first book to give a systematic treatment of the theory. … the general theory presented in this book is therefore of great importance, far beyond the applications presented here. The book is bound to become the standard reference on the subject.” (Frank Aurzada, Mathematical Reviews, June, 2018)
“This book deals with a different aspects of the theory of random measures. … this is a useful book for a researcher in probability theory and mathematical statistics. It is very carefully written and collects results which are not easy to find in the literature or even forgotten.” (Nikolai N. Leonenko, zbMATH 1376.60003, 2018)
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