Valuations and Boolean models

DOI10.1007/978-3-319-51951-7_11MaRDI QIDQ5275821zbMATH OpenOpenAlexFDO

Authors Julia Schulte, Wolfgang Weil

Publication date 14 July 2017

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.07910

zbMATH Keywords

Boolean modelvaluationtranslative integral geometryrandom closed setPoisson particle processfunctional density

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Geometric probability and stochastic geometry (60D05) Integral geometry (53C65) Dissections and valuations (Hilbert's third problem, etc.) (52B45)

Abstract: Valuations, as additive functionals, allow various applications in Stochastic Geometry, yielding mean value formulas for specific random closed sets and processes of convex or polyconvex particles. In particular, valuations are especially adapted to Boolean models, the latter being the union sets of Poisson particle processes. In this chapter, we collect mean value formulas for scalar- and tensor-valued valuations applied to Boolean models under quite general invariance assumptions.

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Cited in

(3)

• scientific article; zbMATH DE number 5152131 (Why is no real title available?)
• Determination of Boolean models by densities of mixed volumes
• Boolean valued models and incomplete specifications

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