Point Processes and Some Related Processes

Publisher Summary This chapter focuses on the point processes and some related processes. This chapter reviews of the theory of point processes and some related stochastic processes, with a choice of topics that is undoubtedly somewhat personal. This chapter indicates some of the rich variety of point process and other stochastic process models that can be built from more basic point processes, and consider aspects of statistical inference for point process data. A unifying tool throughout much of the presentation is provided by the probability generating functional, which stands in relation to a point process, as does the probability enerating function to a nonnegative integer-valued random variable.

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