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.
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如果所有數學書都能這麼寫,那喜歡數學的人一定會多起來。入門jump process的好書。
评分libgen有,算通俗易懂
评分Very insightful, will spend my whole life on Poisson Processes
评分libgen有,算通俗易懂
评分libgen有,算通俗易懂
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