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A note on expansion for functionals of spatial marked point processes

Author

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  • Blaszczyszyn, Bartlomiej
  • Merzbach, Ely
  • Schmidt, Volker

Abstract

Expansion of the mean value of a functional of a spatial marked point process with respect to the factorial moment measures is presented. This paper complements previous studies of a point process on the real line, by extending the results to a general Polish space.

Suggested Citation

  • Blaszczyszyn, Bartlomiej & Merzbach, Ely & Schmidt, Volker, 1997. "A note on expansion for functionals of spatial marked point processes," Statistics & Probability Letters, Elsevier, vol. 36(3), pages 299-306, December.
    • Handle: RePEc:eee:stapro:v:36:y:1997:i:3:p:299-306
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    References listed on IDEAS

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    1. Mazziotto, Gerald & Merzbach, Ely, 1988. "Point processes indexed by directed sets," Stochastic Processes and their Applications, Elsevier, vol. 30(1), pages 105-119, November.
    2. Frey, Andreas & Schmidt, Volker, 1996. "Taylor-series expansion for multivariate characteristics of classical risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 18(1), pages 1-12, May.
    3. Blaszczyszyn, B., 1995. "Factorial moment expansion for stochastic systems," Stochastic Processes and their Applications, Elsevier, vol. 56(2), pages 321-335, April.
    4. Martin I. Reiman & Burton Simon, 1989. "Open Queueing Systems in Light Traffic," Mathematics of Operations Research, INFORMS, vol. 14(1), pages 26-59, February.
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