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I am trying to find a book I once partially read without much luck.

The book's main topic, if I remember right, is stochastic processes. It was, I think, a not too heavy blue/light blue book.

The word "King" somehow sounds related, but I am not sure if it was the author, or maybe written at King's College.

I also think it was written originally in the mid 1980s, but I am not sure.

From what I remember, the first or second chapter gave a very high level overview of stochastic processes, and showed how regular distributions, such as Bernoulli, generalize to stochastic processes. It also shows that many processes are related to the Poisson process. The way it was explained is something like (not in technical terms), a stochastic process is such that it is defined in a larger space, with each finite subspace originating in a regular distribution.

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1 Answer

up vote 8 down vote accepted

J.F.C. Kingman, Poisson Processes, Oxford University Press, 1993.

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thanks! :-) that's it... – stochasticMemory Aug 22 '12 at 21:25
Except for the part about King's College it sounded to me a lot like Karlin and Taylor's A Second Course in Stochastic Processes which is a blue colored book. – Michael Chernick Aug 22 '12 at 21:28

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