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Poisson factorial moment measure (α(k)=μ⊗k)

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2026-10-14  NaN By others on same topic  0 Discussions Create my own version
For a Poisson point process with intensity measure μ, ordered tuples of distinct atoms have factorial moment measure μ⊗k. Thus for any nonnegative measurable function g,
E∑z1​,…,zk​ distinct​g(z1​,…,zk​)=∫gdμ⊗k.
(1)
For k=2, separating diagonal terms from distinct pairs gives the second moment of a Poisson sum. Dividing by two instead counts unordered pairs, which is essential for geometric intersection intensities.

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  • Moments of a marked Poisson integral
  • 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 / 2003 / iii / Paper 31 / 3 / Solution

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