inria-00074445, version 1
Perturbation Analysis of Functionals of Random Measures
François Baccelli
1Maurice Klein a, 1Sergueï Zouev 1
N° RR-2225 (1994)
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
- a – Centre National dÉtudes des Télécommunications
- 1: MISTRAL (INRIA Sophia Antipolis)
- INRIA
- Domain : Computer Science/Other
- Keywords : STATIONARY RANDOM MEASURES / STATIONARY POINT PROCESSES / PALM MEASURE / CAMPBELL MEASURE / LIGHT TRAFFIC ANALYSIS / PERTURBATION ANALYSIS / GRADIENT ESTIMATES IN COMPUTER SIMULATIONS / STOCHASTIC GEOMETRY / VORONOI CELLSTATIONARY RANDOM MEASURES – STATIONARY POINT PROCESSES – PALM MEASURE – CAMPBELL MEASURE – LIGHT TRAFFIC ANALYSIS – PERTURBATION ANALYSIS – GRADIENT ESTIMATES IN COMPUTER SIMULATIONS – STOCHASTIC GEOMETRY – VORONOI CELL
- Internal note : RR-2225
- inria-00074445, version 1
- http://hal.inria.fr/inria-00074445
- oai:hal.inria.fr:inria-00074445
- From: Rapport De Recherche Inria
- Submitted on: Wednesday, 24 May 2006 15:19:01
- Updated on: Monday, 12 March 2007 11:45:49
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