Point Processes

Masters Lecture: Point Processes

Lecturers:
Prof. Dr. Benedikt Jahnel & Dr. Partha Pratim Ghosh

Content:
We present the theory of point processes, in particular Poisson point processes as well as Cox- and Gibbs point process, and use it to model and analyze for example spatial random networks or statistical-mechanics systems. 

Prerequesits:
The bachelor courses Introduction to Probability Theory and Probability Theory and Time-Discrete Financial Mathematics.

Place and time:
Lectures: Wednesdays 15:00 (UP 2.315) and Thursdays 15:00 (UP 2.314)
Practise session: Tuesdays 11:30 (UP 2.314)

Exams:
Oral exams, scheduled individually

Literature:

• Günter Last & Mathew Penrose: Lectures on the Poisson Process, Cambridge University Press (2017)
• Benedikt Jahnel & Wolfgang König: Probabilistic Methods for Telecommunications, Birkhäuser Compact Textbooks in Mathematics (2020)

Remark:
Lecture and practise sessions are in english.