Title of article :
Factorial moments of point processes
Author/Authors :
Breton، نويسنده , , Jean-Christophe and Privault، نويسنده , , Nicolas، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 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.
Keywords :
Factorial moment , Point process , Moment identity , Papangelou intensity
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications