Poisson Point Process Convergence and Extreme Values in Stochastic Geometry

Matthias Schulte; Christoph Thäle

doi:10.1007/978-3-319-05233-5_8

Poisson Point Process Convergence and Extreme Values in Stochastic Geometry

Matthias Schulte, Christoph Thäle

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

Original language	English
Title of host publication	Stochastic Analysis for Poisson Point Processes
Subtitle of host publication	Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry
Editors	Giovanni Peccati, Matthias Reitzner
Publisher	Springer
Pages	255-294
Number of pages	40
ISBN (Electronic)	9783319052335
ISBN (Print)	9783319052328, 9783319791470
DOIs	https://doi.org/10.1007/978-3-319-05233-5_8
Publication status	Published - 2016

Publication series

Name	Bocconi & Springer Series
Volume	7

Access to Document

10.1007/978-3-319-05233-5_8

Cite this

Schulte, M., & Thäle, C. (2016). Poisson Point Process Convergence and Extreme Values in Stochastic Geometry. In G. Peccati, & M. Reitzner (Eds.), Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry (pp. 255-294). (Bocconi & Springer Series; Vol. 7). Springer. https://doi.org/10.1007/978-3-319-05233-5_8

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title = "Poisson Point Process Convergence and Extreme Values in Stochastic Geometry",

author = "Matthias Schulte and Christoph Th{\"a}le",

year = "2016",

doi = "10.1007/978-3-319-05233-5\_8",

language = "English",

isbn = "9783319052328",

series = "Bocconi \& Springer Series",

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Poisson Point Process Convergence and Extreme Values in Stochastic Geometry. / Schulte, Matthias; Thäle, Christoph.
Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry. ed. / Giovanni Peccati; Matthias Reitzner. Springer, 2016. p. 255-294 (Bocconi & Springer Series; Vol. 7).

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

TY - CHAP

T1 - Poisson Point Process Convergence and Extreme Values in Stochastic Geometry

AU - Schulte, Matthias

AU - Thäle, Christoph

PY - 2016

Y1 - 2016

UR - https://www.scopus.com/pages/publications/85014075297

U2 - 10.1007/978-3-319-05233-5_8

DO - 10.1007/978-3-319-05233-5_8

M3 - Chapter (peer-reviewed)

SN - 9783319052328

SN - 9783319791470

T3 - Bocconi & Springer Series

SP - 255

EP - 294

BT - Stochastic Analysis for Poisson Point Processes

A2 - Peccati, Giovanni

A2 - Reitzner, Matthias

PB - Springer

ER -

Poisson Point Process Convergence and Extreme Values in Stochastic Geometry

Publication series

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