Invariance of Poisson point processes by moment identities with statistical applications
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momentsPoisson point processstochastic geometryGram-Charlier expansionsfiltered shot noise processesneuron membrane potentialsrandom-connection model
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic calculus of variations and the Malliavin calculus (60H07) Geometric probability and stochastic geometry (60D05) Generalizations of martingales (60G48) Random measures (60G57) Stopping times; optimal stopping problems; gambling theory (60G40)
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Cites work
- scientific article; zbMATH DE number 3103824 (Why is no real title available?)
- A more comprehensive complementary theorem for the analysis of Poisson point processes
- Cardinality estimation for random stopping sets based on Poisson point processes
- Decomposition of gamma-distributed domains constructed from Poisson point processes
- Factorial moments of point processes
- Gamma-type results and other related properties of Poisson processes
- Integral and Differential Characterizations of the GIBBS Process
- Invariance of Poisson measures under random transformations
- Laplace transform identities for the volume of stopping sets based on Poisson point processes
- Lévy Systems and Moment Formulas for Mixed Poisson Integrals
- Moment formulae for general point processes
- Moments of Poisson stochastic integrals with random integrands
- Moments of \(k\)-hop counts in the random-connection model
- Nonstationary shot noise modeling of neuron membrane potentials by closed-form moments and Gram-Charlier expansions
- Some Properties of Stationary Flows of Homogeneous Random Events
- Station�re zuf�llige Ma�e auf lokalkompakten Abelschen Gruppen
- Stochastic analysis for Poisson point processes. Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry
- Stopping sets: Gamma-type results and hitting properties
- Theory of Random Sets
- Unbiased estimation of the volume of a convex body
- Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
Cited in
(7)- Quasi-invariance of Poisson distributions with respect to transformations of configurations
- Factorial moments of point processes
- Robustness for inhomogeneous Poisson point processes
- On some applications of Poisson point processes
- Moment formulae for general point processes
- scientific article; zbMATH DE number 1774243 (Why is no real title available?)
- Functionals of spatial point process having density with respect to the Poisson process
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