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Your search keyword '"Privault, Nicolas"' showing total 2 results
Start Over Author "Privault, Nicolas" Search Limiters Peer Reviewed Topic malliavin calculus Publication Year Range Last 50 years Publisher society for industrial & applied mathematics
2 results on '"Privault, Nicolas"'

1. DENSITY ESTIMATION OF FUNCTIONALS OF SPATIAL POINT PROCESSES WITH APPLICATION TO WIRELESS NETWORKS.

Author

PRIVAULT, NICOLAS and TORRISI, GIOVANNI LUCA

Subjects
*DENSITY functionals, *PROBABILITY theory, *MONTE Carlo method, *LIPSCHITZ spaces, *CALCULUS of variations, *AD hoc computer networks, *POINT processes
Abstract

In this paper we provide a Monte Carlo algorithm for the density estimation of functionals of spatial point processes on Lipschitz domains with random marks, using the Malliavin calculus. Our method allows us to explicitly compute the Malliavin weight and is applied to density estimation of the interference in a wireless ad hoc network model. This extends and makes more precise, and under stronger assumptions, some recent results of Privault and Wei [J. Appl. Probab., 44 (2007), pp. 806-823], who dealt with the particular case of the half-line. [ABSTRACT FROM AUTHOR]

Published
2011
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