Factorial moments of point processes

Stochastics Seminar
Wednesday, April 29, 2015 - 16:05
1 hour (actually 50 minutes)
Skiles 005
University of Rennes
In this talk, we propose moment identities for point processes. After revisiting the case of Poisson point processes, we propose a direct approach to derive (joint factorial) moment identities for point processes admitting Papangelou intensities. Applications of such identities are given to random transformations of point processes and to their distribution invariance properties.