What Happened to Discrete Chaos,the Quenouille Process,and the Sharp Markov Property? Some History of Stochastic Point Processes |
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| Authors: | Peter Guttorp Thordis L Thorarinsdottir |
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| Institution: | 1. Department of Statistics, University of Washington, Box 354322, Seattle, WA 98195, USA;2. Norwegian Computing Center, P.O. Box 114 Blindern, NO‐0314 Oslo, Norway E‐mail: peter@stat.washington.edu;3. Institute of Applied Mathematics, Heidelberg University, Im Neuenheimer Feld 294, D‐69120 Heidelberg, Germany E‐mail: thordis@uni‐heidelberg.de |
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| Abstract: | The use of properties of a Poisson process to study the randomness of stars is traced back to a 1767 paper. The process was used and rediscovered many times, and we mention some of the early scientific areas. The name Poisson process was first used in print in 1940, and we believe the term was coined in the corridors of Stockholm University some time between 1936 and 1939. We follow the early developments of doubly stochastic processes and cluster processes, and describe different efforts to apply the Markov property to point processes. |
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| Keywords: | Cluster point process doubly stochastic Poisson process Markov point process Poisson process |
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