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Factorial moments of point processes.

Authors :
Breton, Jean-Christophe
Privault, Nicolas
Source :
Stochastic Processes & Their Applications. Oct2014, Vol. 124 Issue 10, p3412-3428. 17p.
Publication Year :
2014

Abstract

We derive joint factorial moment identities for point processes with Papangelou intensities. Our proof simplifies previous combinatorial approaches to the computation of moments for point processes. We also obtain new explicit sufficient conditions for the distributional invariance of point processes with Papangelou intensities under random transformations. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03044149
Volume :
124
Issue :
10
Database :
Academic Search Index
Journal :
Stochastic Processes & Their Applications
Publication Type :
Academic Journal
Accession number :
97184755
Full Text :
https://doi.org/10.1016/j.spa.2014.05.006