Poisson Point Process Convergence and Extreme Values in Stochastic Geometry

Matthias Schulte, Christoph Thäle

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

4 Citations (Scopus)
Original languageEnglish
Title of host publicationStochastic Analysis for Poisson Point Processes
Subtitle of host publicationMalliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry
EditorsGiovanni Peccati, Matthias Reitzner
PublisherSpringer
Pages255-294
Number of pages40
ISBN (Electronic)9783319052335
ISBN (Print)9783319052328, 9783319791470
DOIs
Publication statusPublished - 2016

Publication series

NameBocconi & Springer Series
Volume7

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