Point Processes PDF

Preface

Stochastic processes whose realizations consist of point events in time or space arise in many fields of application and have been extensively studied in recent years from several points of view. In this book we aim to describe recent work on the properties of such probabilistic models, putting emphasis on results and methods directly useful in applications. We treat neither the more abstract parts of the general theory nor the statistical analysis of data from point processes.

We presuppose a thorough working knowledge of elementary probability theory and, for some of the more specialized portions, some acquaintance with the simpler aspects of Markov processes is required. We have adopted as elementary a mathematical level as is reasonably possible, in the hope that the book will be useful both to students and research workers in probability and statistics and also to research workers in other fields wishing to apply stochastic point processes.

Some of the book was written while one of us (V. I.) held an S. R. C. Postdoctoral Research Fellowship, which is acknowledged with thanks. We are grateful to Dr C. J. Isham, Department of Physics, Imperial College for helpful comments.

Authors: D.R. Cox, Valerie Isham