Point Processes.
Abstract
This document describes the structure of most of these processes and discuss some of their basic properties. The coverage does not include several important topics requiring lengthy mathematical development (e.g. martingale theory of point processes, general Palm probabilities, and ergodic and spectral analysis of stationary processes). The emphasis will be one presenting tools for modeling stochastic systems rather than on applications of the tools. Although the theory of point processes is intimately connected with the subject of measure and integration (a point process is a random counting measure). The author focused on results that can be understood without a deep knowledge of measure theory. On the other hand, the presentation will be rigorous and at the level of the applied probability literature that one would encounter in studying point processes. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1987
- Accession Number
- ADA185398
Entities
People
- Richard F. Serfozo
Organizations
- University of North Carolina at Chapel Hill