Factorial moments of point processes

Series
Stochastics Seminar
Time
Wednesday, April 29, 2015 - 4:05pm for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
J.-C. Breton – University of Rennes
Organizer
Christian Houdré
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.