An Introduction to the Theory of Point Processes

DOI10.1007/978-0-387-49835-5zbMath1159.60003OpenAlexW2052197092WikidataQ56550356 ScholiaQ56550356MaRDI QIDQ5754721

D. Vere-Jones, Daryl J. Daley

Publication date: 20 August 2007

Published in: Probability and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-387-49835-5

zbMATH Keywords

entropypoint processmarked point processRadon-Nikodym derivativelimit theoremsergodic theorytime changeCox processcompensatorrandom measurescluster processPalm theorystationary point processesspatial point processesconditional intensitiesDoob-Meyer theoremPapangelou intensityCampbell measuresexvisibilityinfinite divisible point processeslikelihood theoremsmartingale-type central limit theorempoint process martingales

Mathematics Subject Classification ID

Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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