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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Rapport
[Research Report] RR-2225, INRIA. 1994
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Soumis le : mercredi 24 mai 2006 - 15:19:01
Dernière modification le : samedi 27 janvier 2018 - 01:31:01
Document(s) archivé(s) le : mardi 12 avril 2011 - 17:00:05

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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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