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Point processes and queues. Martingale dynamics. (English) Zbl 0478.60004
Springer Series in Statistics. New York - Heidelberg - Berlin: Springer- Verlag. XIX, 354 p., 31 ill. DM 88.00; $ 41.00 (1981).

MSC:
60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60G55 Point processes (e.g., Poisson, Cox, Hawkes processes)
60K25 Queueing theory (aspects of probability theory)
60G35 Signal detection and filtering (aspects of stochastic processes)
93E11 Filtering in stochastic control theory
93E20 Optimal stochastic control