Home > Books > An introduction to the theory of point processes

An introduction to the theory of point processes


  • Hardcover: 354 pages
  • Publisher: Springer; 1 edition (September 8, 1981)
  • Language: English

  • Hardcover: 573 pages
  • Publisher: Springer; 2nd edition (November 12, 2007)
  • Language: English

Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present An Introduction to the Theory of Point Processes in two volumes with subtitles Volume I: Elementary Theory and Methods and Volume II: General Theory and Structure.

Volume I contains the introductory chapters from the first edition together with an account of basic models, second order theory, and an informal account of prediction, with the aim of making the material accessible to readers primarily interested in models and applications. It also has three appendices that review the mathematical background needed mainly in Volume II.

Volume II sets out the basic theory of random measures and point processes in a unified setting and continues with the more theoretical topics of the first edition: limit theorems, ergodic theory, Palm theory, and evolutionary behaviour via martingales and conditional intensity. The very substantial new material in this second volume includes expanded discussions of marked point processes, convergence to equilibrium, and the structure of spatial point processes.

Download (non-commercial use): Volume 1 | Volume 2

Categories: Books
  1. Ngô Quốc Anh
    March 25, 2010 at 8:13 am

    Hey, are you interested in general PDEs or just part of it like elliptic, hyperbolic, or parabolic PDEs?

  2. March 27, 2010 at 8:57 am

    Dear NQA,

    I really care on the hyperbolic equations with non-linear random forcing (white noise) and the smoothness of their weak solutions with some tools on Malliavin calculus and Fourier analysis. But, actually all topics of general theory on Analysis of PDE are attractive to me. And i want to let you know that i’m just a undergraduate student and and i care on something which i can deeply understand.

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