Re: Good intro to point processes

danheyman_at_yahoo.com
Date: 02/28/05


Date: 27 Feb 2005 16:15:04 -0800

Chapter 1 in HANDBOOK OF OPERATIONS AND MANAGEMENT SCIENCE , VOL. 2
(STOCHASTIC MODELS) edited by D. Heyman and M. Sobel, North-holland
(1990) is on point processes, written by R. Serfozo. The chapter is 90
pages, and tries to present the material at the level you're looking
for. The use of measure theory in some place seems unavoidable because
the propeties you want for the number of points found in a set are the
same as the properties of a measure. For marked p.p. the marks can be
general, so measure theory is the natural mathematics to use.

Dan Heyman