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1、OXFORDSTUDIESINPROBABILITY·3PoissonProcessesJ.F.C.KINGMANUniversityofBristolCLARENDONPRESS·OXFORDOXFORDSTUDIESINPROBABILITYFrankB.Knight:FoundationsofthepredictionprocessA.D.Barbour,LarsHolst,andSvanteJanson:PoissonapproximationJ.F.C.Kingman:PoissonprocessesV.V.Petrov:Limittheoremsof
2、probabilitytheoryOXFORDSTUDIESINPROBABILITYSERIESEDITORSL.C.G.ROGERSwithP.BAXENDALEP.GREENWOODF.P.KELLYJ.-F.LEGALLE.PARDOUXD.WILLIAMSThisbookhasbeenprinteddigitallyandproducedinastandardspecificationinordertoensureitscontinuingavailabilityOXFORDUNIVERSITYPRESSGreatClarendonStreet,Oxf
3、ordOX26DPOxfordUniversityPressisadepartmentoftheUniversityofOxford.ItfurtherstheUniversity'sobjectiveofexcellenceinresearch,scholarship,andeducationbypublishingworldwideinOxfordNewYorkAucklandBangkokBuenosAiresCapeTownChennaiDaresSalaamDelhiHongKongIstanbulKarachiKolkataKualaLumpurMa
4、dridMelbourneMexicoCityMumbaiNairobiSaoPauloShanghaiSingaporeTaipeiTokyoTorontowithanassociatedcompanyinBerlinOxfordisaregisteredtrademarkofOxfordUniversityPressintheUKandincertainothercountriesPublishedintheUnitedStatesbyOxfordUniversityPressInc.,NewYork?J.F.C.Kingman,1993Themoralri
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7、ononanyacquirerISBN0-19-8536933PrefaceInthetheoryofrandomprocessestherearetwothatarefundamental,andoccuroverandoveragain,ofteninsurprisingways.Thereisarealsenseinwhichthedeepestresultsareconcernedwiththeirinterplay.One,theBachelier-WienermodelofBrownianmotion,hasbeenthesubjectofmanyb
8、ooks.Theothe