Derived random measures |
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| Authors: | A.F. Karr |
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| Affiliation: | Department of Mathematical Sciences, The Johns Hopkins University, Baltimore, MD 21218, U.S.A. |
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| Abstract: | ![]()
A derived random measure is constructed by integration of a random process with respect to a random measure independent of that process. Basic distributional properties, a continuity theorem, sample path properties, a strong law of large numbers, and a central limit theorem for derived random measures are established. Applications are given to compounding and thinning of point processes and the measure of a random set. |
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| Keywords: | random measure derived random measure Laplace functional additive random measure Poisson random measure point process |
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