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DENSITY ESTIMATION OF FUNCTIONALS OF SPATIAL POINT PROCESSES WITH APPLICATION TO WIRELESS NETWORKS.
- Source :
-
SIAM Journal on Mathematical Analysis . 2011, Vol. 43 Issue 3/4, p1311-1344. 34p. 4 Graphs. - Publication Year :
- 2011
-
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]
Details
- Language :
- English
- ISSN :
- 00361410
- Volume :
- 43
- Issue :
- 3/4
- Database :
- Academic Search Index
- Journal :
- SIAM Journal on Mathematical Analysis
- Publication Type :
- Academic Journal
- Accession number :
- 67362595
- Full Text :
- https://doi.org/10.1137/090778821