2012/11/20 by Laurent Decreusefond, Ian Flint · 1 citation
Computer Science · Mathematics · #Applied mathematics #Bayesian Methods and Mixture Models #Classical mechanics #Divergence (linguistics) #Geometry #Mathematical analysis #Mathematics #Moment (physics) #Operator (biology) #Point (geometry) #Point process #Point processes and geometric inequalities #Pure mathematics #Random Matrices and Applications #Statistics #Transformation (genetics) #math.PR
paper · pdf · doi:10.1016/j.jfa.2014.04.014
arxiv created 2012/11/20 · openalex publication_date 2014/05/10 · arxiv updated 2018/07/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05
The goal of this paper is to generalize most of the moment formulae obtained in [Pri11]. More precisely, we consider a general point process μ, and show that the relevant quantities to our problem are the so-called Papangelou intensities. Then, we show some general formulae to recover the moment of order n of the stochastic integral of a random process. We will use these extended results to study a random transformation of the point process.