Perturbation Analysis of Functionals of Random Measures
Abstract
We use the fact that the Palm measure of a stationary random measure is invariant to phase space change to generalize the light traffic formula initially obtained for stationary processes on a line to general spaces. This formula gives a first order expansion for the expectation of a functional of the random measure when its intensity vanishes. This generalization leads to new algorithms for estimating gradients of functionals of geometrical processes