Factorial moments of point processes

DOI10.1016/j.spa.2014.05.006zbMath1296.60126arXiv1310.3531OpenAlexW2165221701MaRDI QIDQ404132

Jean-Christophe Breton, Nicolas Privault

Publication date: 4 September 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.3531

zbMATH Keywords

point processfactorial momentmoment identitypapangelou intensity

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

Combinatorics of Poisson Stochastic Integrals with Random Integrands ⋮ Laplace transform identities for the volume of stopping sets based on Poisson point processes ⋮ Moments of k-hop counts in the random-connection model ⋮ Mixing of Poisson random measures under interacting transformations ⋮ Cardinality estimation for random stopping sets based on Poisson point processes ⋮ Lévy Systems and Moment Formulas for Mixed Poisson Integrals ⋮ Invariance of Poisson point processes by moment identities with statistical applications

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Moment identities for Poisson-Skorohod integrals and application to measure invariance
• Factorial moment espansion for stochastic systems
• Some canonical sequences of integers
• Invariance of Poisson measures under random transformations
• Moments of Poisson stochastic integrals with random integrands
• Moment formulae for general point processes

This page was built for publication: Factorial moments of point processes