PERTURBATION ANALYSIS OF FUNCTIONALS OF RANDOM MEASURES

被引：8

作者：

BACCELLI, F ^{[1
]}

KLEIN, M ^{[1
]}

ZUYEV, S ^{[1
]}

机构：

[1] CTR NATL ETUD TELECOMMUN,F-92131 ISSY MOULINEAUX,FRANCE

来源：

ADVANCES IN APPLIED PROBABILITY | 1995年 / 27卷 / 02期

关键词：

STATIONARY RANDOM MEASURES; STATIONARY POINT PROCESSES; PALM MEASURE; CAMPBELL MEASURE; LIGHT TRAFFIC ANALYSIS; PERTURBATION ANALYSIS; GRADIENT ESTIMATES IN COMPUTER SIMULATIONS; STOCHASTIC GEOMETRY; VORONOI CELL;

D O I：

10.2307/1427827

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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 random processes.

引用

页码：306 / 325

页数：20