Book contents
- Frontmatter
- Dedication
- Contents
- Preface
- List of Symbols
- 1 Poisson and Other Discrete Distributions
- 2 Point Processes
- 3 Poisson Processes
- 4 The Mecke Equation and Factorial Measures
- 5 Mappings, Markings and Thinnings
- 6 Characterisations of the Poisson Process
- 7 Poisson Processes on the Real Line
- 8 Stationary Point Processes
- 9 The Palm Distribution
- 10 Extra Heads and Balanced Allocations
- 11 Stable Allocations
- 12 Poisson Integrals
- 13 Random Measures and Cox Processes
- 14 Permanental Processes
- 15 Compound Poisson Processes
- 16 The Boolean Model and the Gilbert Graph
- 17 The Boolean Model with General Grains
- 18 Fock Space and Chaos Expansion
- 19 Perturbation Analysis
- 20 Covariance Identities
- 21 Normal Approximation
- 22 Normal Approximation in the Boolean Model
- Appendix A Some Measure Theory
- Appendix B Some Probability Theory
- Appendix C Historical Notes
- References
- Index
20 - Covariance Identities
Published online by Cambridge University Press: 26 October 2017
Book contents
- Frontmatter
- Dedication
- Contents
- Preface
- List of Symbols
- 1 Poisson and Other Discrete Distributions
- 2 Point Processes
- 3 Poisson Processes
- 4 The Mecke Equation and Factorial Measures
- 5 Mappings, Markings and Thinnings
- 6 Characterisations of the Poisson Process
- 7 Poisson Processes on the Real Line
- 8 Stationary Point Processes
- 9 The Palm Distribution
- 10 Extra Heads and Balanced Allocations
- 11 Stable Allocations
- 12 Poisson Integrals
- 13 Random Measures and Cox Processes
- 14 Permanental Processes
- 15 Compound Poisson Processes
- 16 The Boolean Model and the Gilbert Graph
- 17 The Boolean Model with General Grains
- 18 Fock Space and Chaos Expansion
- 19 Perturbation Analysis
- 20 Covariance Identities
- 21 Normal Approximation
- 22 Normal Approximation in the Boolean Model
- Appendix A Some Measure Theory
- Appendix B Some Probability Theory
- Appendix C Historical Notes
- References
- Index
- Type
- Chapter
- Information
- Lectures on the Poisson Process , pp. 211 - 218Publisher: Cambridge University PressPrint publication year: 2017