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Campbell theorem

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Poisson point process
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
For a Poisson point process Π with intensity measure μ and a square-integrable measurable function g,
E∑x∈Π​g(x)=∫gdμ,Var(∑x∈Π​g(x))=∫g2dμ.
(1)
The second identity follows because distinct points contribute the square of the mean, while the diagonal contribution is ∫g2dμ.

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  1. Poisson point process
  2. Probability theory
  3. Probability and statistics
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 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2003 / iii / Paper 31 / 1 / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2021 / ii / Paper 1 / 28K / c / Solution

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