Invariance of Poisson point processes by moment identities with statistical applications
DOI10.1007/978-3-030-87432-2_13zbMath1499.60157OpenAlexW4211072283MaRDI QIDQ2107418
Publication date: 1 December 2022
Full work available at URL: https://doi.org/10.1007/978-3-030-87432-2_13
momentsstochastic geometryPoisson point processGram-Charlier expansionsfiltered shot noise processesneuron membrane potentialsrandom-connection model
Geometric probability and stochastic geometry (60D05) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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