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Poisson random measure : ウィキペディア英語版 | Poisson random measure Let be some measure space with -finite measure . The Poisson random measure with intensity measure is a family of random variables such that i) is a Poisson random variable with rate . ii) If sets don't intersect then the corresponding random variables from i) are mutually independent. iii) is a measure on ==Existence== If then satisfies the conditions i)–iii). Otherwise, in the case of finite measure , given , a Poisson random variable with rate , and , mutually independent random variables with distribution , define where is a degenerate measure located in . Then will be a Poisson random measure. In the case is not finite the measure can be obtained from the measures constructed above on parts of where is finite.
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Poisson random measure」の詳細全文を読む
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