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・ Poisson bracket
・ Poisson clumping
・ Poisson d'or
・ Poisson d'or (novel)
・ Poisson distribution
・ Poisson formula
・ Poisson games
・ Poisson hidden Markov model
・ Poisson Hill
・ Poisson image editing
・ Poisson kernel
・ Poisson limit theorem
・ Poisson manifold
・ Poisson number
・ Poisson point process
Poisson random measure
・ Poisson regression
・ Poisson ring
・ Poisson sampling
・ Poisson scatter theorem
・ Poisson summation formula
・ Poisson superalgebra
・ Poisson supermanifold
・ Poisson Volant
・ Poisson wavelet
・ Poisson's equation
・ Poisson's ratio
・ Poisson, Saône-et-Loire
・ Poissonia
・ Poissonnière (Paris Métro)


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Poisson random measure : ウィキペディア英語版
Poisson random measure
Let (E, \mathcal A, \mu) be some measure space with \sigma-finite measure \mu. The Poisson random measure with intensity measure \mu is a family of random variables \_) such that
i) \forall A\in\mathcal,\quad N_A is a Poisson random variable with rate \mu(A).
ii) If sets A_1,A_2,\ldots,A_n\in\mathcal don't intersect then the corresponding random variables from i) are mutually independent.
iii) \forall\omega\in\Omega\;N_(\omega) is a measure on (E, \mathcal )
==Existence==
If \mu\equiv 0 then N\equiv 0 satisfies the conditions i)–iii). Otherwise, in the case of finite measure \mu, given Z, a Poisson random variable with rate \mu(E), and X_, X_,\ldots, mutually independent random variables with distribution \frac, define N_(\omega) = \sum\limits_^ \delta_(\cdot) where \delta_(A) is a degenerate measure located in c. Then N will be a Poisson random measure. In the case \mu is not finite the measure N can be obtained from the measures constructed above on parts of E where \mu is finite.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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