Perturbation analysis of functionals of random measures
- 1 June 1995
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 27 (2), 306-325
- https://doi.org/10.2307/1427827
Abstract
We use the fact that the Palm measure of a stationary random measure is invariant to phase space change to generalize the light traffic formula initially obtained for stationary processes on a line to general spaces. This formula gives a first-order expansion for the expectation of a functional of the random measure when its intensity vanishes. This generalization leads to new algorithms for estimating gradients of functionals of geometrical random processes.Keywords
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