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Advice to hedgehogs, or, constants can vary

Published online by Cambridge University Press:  01 August 2016

David Stirzaker
David Stirzaker*
Affiliation:
St John’s College, Oxford 0X1 3JP, e-mail: [email protected]
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Extract

It is a trite but true remark to say that there are two fundamental random processes, one being the Poisson process and the other being Brownian motion. They are each fundamental in two ways; first, they do seem to describe much of the natural world very well, and second, the student is well-advised to study and master these two before going on to look at harder and more recondite processes. This note gives a brief glimpse of some aspects of the Poisson process, which is technically by far the more tractable of the two.

Type
Research Article
Information
The Mathematical Gazette , Volume 84 , Issue 500 , July 2000 , pp. 197 - 210
Copyright
Copyright © The Mathematical Association 2000

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