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Factorial moments of point processes

Authors :
Breton, Jean-Christophe
Privault, Nicolas
Publication Year :
2013

Abstract

We derive joint factorial moment identities for point processes with Papangelou intensities. Our proof simplifies previous approaches to related moment identities and includes the setting of Poisson point processes. Applications are given to random transformations of point processes and to their distribution invariance properties.

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1310.3531
Document Type :
Working Paper