2019/04/22 by Nicolas Privault, Privault, Nicolas
Mathematics · Computer Science · #Random Matrices and Applications #Point processes and geometric inequalities #Bayesian Methods and Mixture Models
paper · pdf · doi:10.48550/arxiv.1904.09716
We derive moment identities for the stochastic integrals of multiparameter processes in a random-connection model based on a point process admitting a Papangelou intensity. Those identities are written using sums over partitions, and they reduce to sums over non-flat partition diagrams in case the multiparameter processes vanish on diagonals. As an application, we obtain general identities for the moments of k-hop counts in the random-connection model, which simplify the derivations available in the literature.