Lectures on the Poisson Process

'I have always considered the Poisson process to be a cornerstone of applied probability. This excellent book demonstrates that it is a whole world in and of itself. The text is exciting and indispensable to anyone who works in this field.' Dietrich Stoyan, Technische Universität Bergakademie Freiberg , Germany

'Last and Penrose's Lectures on the Poisson Process constitutes a splendid addition to the monograph literature on point processes. While emphasizing the Poisson and related processes, their mathematical approach also covers the basic theory of random measures and various applications, especially to stochastic geometry. They assume a sound grounding in measure-theoretic probability, which is well summarized in two appendices (on measure and probability theory). Abundant exercises conclude each of the twenty-two 'lectures' which include examples illustrating their 'course' material. It is a first-class complement to John Kingman's essay on the Poisson process.' Daryl Daley, University of Melbourne

'Pick n points uniformly and independently in a cube of volume n in Euclidean space. The limit of these random configurations as n → ∞ is the Poisson process. This book, written by two of the foremost experts on point processes, gives a masterful overview of the Poisson process and some of its relatives. Classical tenets of the Theory, like thinning properties and Campbell's formula, are followed by modern developments, such as Liggett's extra heads theorem, Fock space, permanental processes and the Boolean model. Numerous exercises throughout the book challenge readers and bring them to the edge of current theory.' Yuval Peres, Microsoft Research and National Academy of Sciences

'The book under review fills an essential gap and is a very valuable addition to the point process literature. There is no doubt that this volume is a milestone and will very quickly become a standard reference in every field in which the Poisson process appears.' Christoph Thale, MathSciNet