Poisson Random Measures

Part of the Graduate Texts in Mathematics book series (GTM, volume 261)


The aim is to give a reasonably detailed account of Poisson random measures and their uses. Such random measures are often the primitive elements from which more evolved processes are constructed. We shall illustrate several such constructions which yield Lévy processes and pure-jump Markov processes.


Poisson Process Arrival Process Random Measure Counting Process Gamma Process 


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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Princeton UniversityPrincetonUSA

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