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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
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https://hal.inria.fr/inria-00074445
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Submitted on : Wednesday, May 24, 2006 - 3:19:01 PM
Last modification on : Friday, February 4, 2022 - 3:18:26 AM
Long-term archiving on: : Tuesday, April 12, 2011 - 5:00:05 PM

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  • HAL Id : inria-00074445, version 1

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François Baccelli, Maurice Klein, Sergueï Zouev. Perturbation Analysis of Functionals of Random Measures. [Research Report] RR-2225, INRIA. 1994. ⟨inria-00074445⟩

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