Perturbation analysis of Poisson processes

DOI10.3150/12-BEJ494zbMath1303.60039arXiv1203.3181MaRDI QIDQ2448701

Günter Last

Publication date: 5 May 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.3181

zbMATH Keywords

variational calculusperturbationPoisson processLévy processFock space representationMargulis-Russo-type formula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

Normal approximation of Poisson functionals in Kolmogorov distance ⋮ Sharpness of the phase transition and lower bounds for the critical intensity in continuum percolation on \(\mathbb{R}^{d}\) ⋮ A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages ⋮ Variational Analysis of Poisson Processes ⋮ Nonparametric estimation for compound Poisson process via variational analysis on measures ⋮ Decorrelation of a class of Gibbs particle processes and asymptotic properties of U-statistics ⋮ On the Ornstein–Zernike equation for stationary cluster processes and the random connection model

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