Moment identities for Poisson stochastic integrals and applications

Abstract: In this talk, we will discuss nonlinear extensions of the Slivnyak-Mecke formula for the computation of the expected value of functionals of Poisson point processes. Applications will be given to graph connectivity in the random-connection model, and to distribution estimation for random sets in stochastic geometry.

general mathematicsprobability

Audience: researchers in the topic

Portsea Maths Research Webinar

Series comments: The theme for June is "Probability theory and related fields". The theme for July is "Linear algebra and its applications". There are no webinars in August.