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The Poisson Process (Sommersemester 2016)

Vorlesung: Montag 11:30-13:00 SR 2.58
Übung: Donnerstag 11:30-13:00 SR 3.69
Dozent Prof. Dr. Günter Last
Sprechstunde: nach Vereinbarung.
Zimmer 2.001, Sekretariat 2.056 Kollegiengebäude Mathematik (20.30)
Email: guenter.last@kit.edu
Übungsleiter Dr. Fabian Gieringer
Sprechstunde: nach Vereinbarung
Zimmer 2.017 Kollegiengebäude Mathematik (20.30)
Email: fabian.gieringer@kit.edu

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.