Factorial moments of point processes

Jean-Christophe Breton (1) , Nicolas Privault (2)

1 IRMAR - Institut de Recherche Mathématique de Rennes
2 School of Physical and Mathematical Sciences, NTU

We derive joint factorial moment identities for point processes with Papangelou intensities. Our proof simplifies previous approaches to related moment identities and includes the setting of Poisson point processes. Applications are given to random transformations of point processes and to their distribution invariance properties.

Mots clés: Point process; Papangelou intensity; factorial moment; moment identity

Domaines: Probabilités [math.PR]

Jean-Christophe Breton, Nicolas Privault. Factorial moments of point processes. Stochastic Processes and their Applications, 2014, 124 (10), pp.3412-3428. ⟨10.1016/j.spa.2014.05.006⟩. ⟨hal-00873032⟩