Abstract
There are many fascinating and useful connections between heavy tails and the Poisson process, some of which we begin to describe here. Many heavy-tailed models are constructed from Poisson processes, which are the most tractable models of point systems. Some of these contructions give paradigms in the theory and some are elegant abstractions of applied systems.
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© 2007 Springer Science+Business Media, LLC
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(2007). The Poisson Process. In: Heavy-Tail Phenomena. Springer Series in Operations Research and Financial Engineering. Springer, New York, NY. https://doi.org/10.1007/978-0-387-45024-7_5
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DOI: https://doi.org/10.1007/978-0-387-45024-7_5
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-24272-9
Online ISBN: 978-0-387-45024-7
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