Der Poisson-Prozess (Summer Semester 2019)
- Lecturer: PD 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 | PD Dr. Steffen Winter | |
| Office hours: Please contact me by email. | ||
| Room 2.049 Kollegiengebäude Mathematik (20.30) | ||
| Email: steffen.winter@kit.edu | Problem classes | Dr. Franz Nestmann |
| Office hours: by arrangement | ||
| Room 2.015 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)