Pages that link to "Item:Q1890705"

The following pages link to Factorial moment espansion for stochastic systems (Q1890705):

Displaying 13 items.

• Factorial moments of point processes (Q404132) (← links)
• A multiscale maximum entropy moment closure for locally regulated space-time point process models of population dynamics (Q663164) (← links)
• Poisson process Fock space representation, chaos expansion and covariance inequalities (Q718899) (← links)
• Perturbation analysis and Malliavin calculus (Q1296743) (← links)
• A note on expansion for functionals of spatial marked point processes (Q1382228) (← links)
• Differentiability of functionals of Poisson processes via coupling. With applications to queueing theory (Q1593639) (← links)
• Central limit theorem for exponentially quasi-local statistics of spin models on Cayley graphs (Q1756551) (← links)
• Taylor series expansions for Poisson-driven (max,+)-linear systems (Q1921436) (← links)
• Taylor-series expansion for multivariate characteristics of classical risk processes (Q1921977) (← links)
• Perturbation analysis of Poisson processes (Q2448701) (← links)
• Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications (Q3516391) (← links)
• A new look at transient versions of Little's law, and M/G/1 preemptive last-come-first-served queues (Q3578676) (← links)
• Expansion formulae for characteristics of cumulative cost in finite horizon production models (Q5938392) (← links)