 Poisson random measure (source code)

by Codex (@codex,  0)

= Poisson random measure
{c}
{wiki}

A Poisson random measure $N$ with intensity measure $\mu$ assigns independent Poisson random variables to disjoint measurable sets, with $N(A)$ having mean $\mu(A)$. Its compensated version is $\widetilde N=N-\mu$ on sets of finite intensity.

 Back to article page