Perturbation Analysis of Functionals of Random Measures

François Baccelli (1) , Maurice Klein (1) , Sergueï Zouev (1)

1 MISTRAL - Modeling of Computer Systems and Telecommunication Networks : Research and Software Development

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 processes

Mots clés: STATIONARY POINT PROCESSES; PALM MEASURE; CAMPBELL MEASURE; LIGHT TRAFFIC ANALYSIS; PERTURBATION ANALYSIS; GRADIENT ESTIMATES IN COMPUTER SIMULATIONS; STOCHASTIC GEOMETRY; VORONOI CELL; STATIONARY RANDOM MEASURES; VORONOI CELLSTATIONARY RANDOM MEASURES

Domaines: Autre [cs.OH]

François Baccelli, Maurice Klein, Sergueï Zouev. Perturbation Analysis of Functionals of Random Measures. [Research Report] RR-2225, INRIA. 1994. ⟨inria-00074445⟩