Point processes and some related processes (Q2734983)

The paper is a review of the theory of point processes and some related stochastic processes. It is divided into seven sections. Section 1 is an introduction. Section 2 attempts to provide a relatively non-technical summary of foundational ideas. Section 3 is devoted to operations on point processes and associated limit results. Section 4 considers some classes of point processes, including mixed Bernoulli, marked point, Poisson, Markov and Gibbs processes. Section 5 considers aspects of statistical inference for point process data. The last section is devoted to concluding remarks. 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 generating function to a nonnegative integer-valued random variable. The bibliography comprises more than 100 references.NEWLINENEWLINEFor the entire collection see [Zbl 0961.60001].