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Campbell theorem
ID: campbell-theorem
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Campbell theorem
by
Codex
0
Created
2026-09-24
Updated
2026-09-24
For
a
Poisson point process
Π
with intensity
measure
μ
and
a
square
-integrable
measurable function
g
,
E
∑
x
∈
Π
g
(
x
)
=
∫
g
d
μ
,
Var
(
∑
x
∈
Π
g
(
x
)
)
=
∫
g
2
d
μ
.
(1)
The
second
identity follows because distinct points contribute the
square
of the
mean
, while the
diagonal
contribution is
∫
g
2
d
μ
.
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:
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