Perturbation analysis of functionals of random measures

Citation
Baccelli, François et al., Perturbation analysis of functionals of random measures, Advances in applied probability , 27(2), 1995, pp. 306-325
ISSN journal
00018678
Volume
27
Issue
2
Year of publication
1995
Pages
306 - 325
Database
ACNP
SICI code
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.