Poisson random measure

id: poisson-random-measure-245-10984586
title: Poisson random measure
text: Let be some measure space with σ -finite measure μ . The Poisson random measure with intensity measure μ is a family of random variables { N A } A ∈ A defined on some probability space such that i) ∀ A ∈ A , N A is a Poisson random variable with rate μ . ii) If sets A 1 , A 2 , … , A n ∈ A don't intersect then the corresponding random variables from i) are mutually independent. iii) ∀ ω ∈ Ω N ∙ is a measure on
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original url: https://en.wikipedia.org/wiki/Poisson_random_measure
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date modified: 2023-06-18T03:35:01Z
main entity: {"identifier":"Q7208502","url":"https://www.wikidata.org/entity/Q7208502"}
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