Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527198 | Stochastic Processes and their Applications | 2014 | 17 Pages |
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.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Jean-Christophe Breton, Nicolas Privault,