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Random measures. 3rd, rev. and enl. ed. (English) Zbl 0544.60053

Berlin: Akademie-Verlag; London - New York etc.: Academic Press. 187 p. $ 22.50; £13.00 (1983).
The third edition (for a review of the 1976 second edition see Zbl 0345.60032) of this important book consists of the previous chapters 1 through 11, slightly revised, and the new chapters 12-14. In chapter 12 a general theory of multivariate Palm measures is developed. For the point process case certain basic relations to thinning and conditioning are exhibited. A systematic theory of conditioning is then presented in chapters 13 and 14, with the notions of Gibbs and Papangelou kernels playing a decisive role.
The appendix contains a new section on martingales, and there is also a new five page chapter containing useful historical remarks.
Reviewer: R.Schaßberger

MSC:

60G55 Point processes (e.g., Poisson, Cox, Hawkes processes)
60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60G57 Random measures

Citations:

Zbl 0345.60032