Volume One contains the introductory chapters from the first edition, together with an informal treatment of some of the later material intended to make it more accessible to readers primarily interested in models and applications. The main new material in this volume relates to marked point processes and to processes evolving in time, where the conditional intensity methodology provides a basis for model building, inference, and prediction. There are abundant examples whose purpose is both didactic and to illustrate further applications of the ideas and models that are the main substance of the text.
Volume Two returns to the general theory, with additional material on marked and spatial processes. The necessary mathematical background is reviewed in appendices located in Volume One. Daryl Daley is a Senior Fellow in the Centre for Mathematics and Applications at the Australian National University, with research publications in a diverse range of applied probability models and their analysis; he is co-author with Joe Gani of an introductory text in epidemic modelling. David Vere-Jones is an Emeritus Professor at Victoria University of Wellington, widely known for his contributions to Markov chains, point processes, applications in seismology, and statistical education. He is a fellow and Gold Medallist of the Royal Society of New Zealand, and a director of the consulting group "Statistical Research Associates."
An Introduction to the Theory of Point Processes: Volume I: Elementary Theory and Methods, Second Edition
D.J. Daley D. Vere-Jones
Springer
Probability and its Applications A Series of the Applied Probability Trust
Editors: J. Gani, C.C. Heyde, T.G. Kurtz
Springer New York Berlin Heidelberg Hong Kong London Milan Paris Tokyo
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D.J. Daley
D. Vere-Jones
An Introduction to the Theory of Point Processes Volume I: Elementary Theory and Methods Second Edition
D.J. Daley Centre for Mathematics and its Applications Mathematical Sciences Institute Australian National University Canberra, ACT 0200, Australia
[email protected]
Series Editors: J. Gani Stochastic Analysis Group, CMA Australian National University Canberra, ACT 0200 Australia
D. Vere-Jones School of Mathematical and Computing Sciences Victoria University of Wellington Wellington, New Zealand
[email protected]
C.C. Heyde Stochastic Analysis Group, CMA Australian National University Canberra, ACT 0200 Australia
T.G. Kurtz Department of Mathematics University of Wisconsin 480 Lincoln Drive Madison, WI 53706 USA
Library of Congress Cataloging-in-Publication Data Daley, Daryl J. An introduction to the theory of point processes / D.J. Daley, D. Vere-Jones. p. cm. Includes bibliographical references and index. Contents: v. 1. Elementary theory and methods ISBN 0-387-95541-0 (alk. paper) 1. Point processes. I. Vere-Jones, D. (David) II. Title QA274.42.D35 2002 519.2´3—dc21 2002026666 ISBN 0-387-95541-0
Printed on acid-free paper.
© 2003, 1988 by the Applied Probability Trust. All rights r