Galaxies, ticks, and stock market crashes: Hard times for the Poisson process
by Professor Anthony Davison
Abstract: The Poisson process is a fundamental model of randomness. This lecture will
outline how it and some variants can be applied in statistical modelling of the
behaviour of ticks in response to their environment, in image analysis, and in
modelling clustering of torrid days on a stock exchange.
For More Information: Dr Owen Jones: O.Jones@ms.unimelb.edu.au