Probability and Its Applications Series

Point Process Theory and Applications

by Martin Jacobsen

Published 15 December 2005

Mathematically rigorous exposition of the basic theory of marked point processes and piecewise deterministic stochastic processes

Point processes are constructed from scratch with detailed proofs

Includes applications with examples and exercises in survival analysis, branching processes, ruin probabilities, sports (soccer), finance and risk management, and queueing theory

Accessible to a wider cross-disciplinary audience