
Lectures on the Poisson Process
Günter Last, Mathew Penrose
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by Günter Last, Mathew Penrose
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The Poisson process, a core object in modern probability, enjoys a richer theory than is sometimes appreciated. This volume develops the theory in the setting of a general abstract measure space, establishing basic results and properties as well as certain advanced topics in the stochastic analysis of the Poisson process.
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