Book of Donmon Teith

A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.

The Poisson process, a core object in modern probability, enjoys a richer theory than is sometimes appreciated. This volume develops the theory in the setting o

In the theory of random processes there are two that are fundamental, and occur over and over again, often in surprising ways. There is a real sense in which th

An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by

A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical