Poisson point processes can be used as a cornerstone in the construction of very different stochastic objects such as, for example, infinitely divisible distributions, Markov processes with complex dynamics, objects of stochastic geometry and so forth.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Rights and permissions
Copyright information
© 2008 Springer-Verlag London Limited
About this chapter
Cite this chapter
(2008). The Poisson Point Process. In: Probability Theory. Universitext. Springer, London. https://doi.org/10.1007/978-1-84800-048-3_24
Download citation
DOI: https://doi.org/10.1007/978-1-84800-048-3_24
Publisher Name: Springer, London
Print ISBN: 978-1-84800-047-6
Online ISBN: 978-1-84800-048-3
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)