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Institute of Stochastics

Secretariat
Kollegiengebäude Mathematik (20.30)
Room 2.056 und 2.002

Address
Hausadresse:
Karlsruher Institut für Technologie (KIT)
Institut für Stochastik
Englerstr. 2
D-76131 Karlsruhe

Postadresse:
Karlsruher Institut für Technologie (KIT)
Institut für Stochastik
Postfach 6980
D-76049 Karlsruhe

Office hours:
Mo-Fr 10:00 - 12:00

Tel.: +49 721 608 43270/43265

Fax.: +49 721 608 46066

Der Poisson-Prozess (Summer Semester 2019)

Lecturer: Dr. Steffen Winter
Classes: Lecture (0152700), Problem class (0152710)
Weekly hours: 2+2


Schedule
Lecture: Tuesday 11:30-13:00 SR 2.59
Problem class: Thursday 11:30-13:00 SR 2.59
Lecturers
Lecturer Dr. Steffen Winter
Office hours: Tue, 14 - 15 h
Room 2.049 Kollegiengebäude Mathematik (20.30)
Email: steffen.winter@kit.edu
Problem classes Franz Nestmann , M.Sc.
Office hours: by arrangement
Room 2.003 Kollegiengebäude Mathematik (20.30)
Email: franz.nestmann2@kit.edu

The lecture gives an introduction to the Poisson process, one of the most fundamental objects in modern probability theory. While many of its applications involve the Euclidean space or other specific settings, it is both possible and natural to develop much of the theory in the abstract setting of a general measurable space. As applications we discuss Cox and permanental processes, compound Poisson processes, and the Gilbert graph of stochastic geometry.
The lecture requires a sound knowledge of measure-theoretic probability theory but no specific knowledge of stochastic processes.



References:

  • J.F. Kingman: Poisson Processes. Oxford Studies in Probability, 1993.
  • G. Last and M.D. Penrose: Lectures on the Poisson process. Cambridge University Press, 2018. (available in the maths library; Link to a preprint version)