The Poisson Process (Summer Semester 2016)
- Lecturer: Prof. Dr. Günter Last
- Classes: Lecture (0152700), Problem class (0152710)
- Weekly hours: 2+2
|Lecture:||Monday 11:30-13:00||SR 2.58|
|Problem class:||Thursday 11:30-13:00||SR 3.69|
|Lecturer||Prof. Dr. Günter Last|
|Office hours: by appointment.|
|Room 2.001, Sekretariat 2.056 Kollegiengebäude Mathematik (20.30)|
|Email: email@example.com||Problem classes||Dr. Fabian Gieringer|
|Office hours: On appointment.|
|Room 2.017 Kollegiengebäude Mathematik (20.30)|
These lectures give an introduction into 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 lectures require a sound knowledge of measure-theoretic probability theory but no specific knowledge of stochastic processes.
- J.F. Kingman: Poisson Processes. Oxford Studies in Probability, 1993.
- G. Last and M.D. Penrose: Lectures on the Poisson process. To be published by Cambridge University Press. http://www.math.kit.edu/stoch/~last/seite/lectures_on_the_poisson_process/de