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Taylor expansion of a poisson measure

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Séminaire de Probabilités VIII Université de Strasbourg

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 381))

Abstract

Denote by the Poisson measure associated to a positive Radon measure Q on a locally compact space countable at infinity. If Q is bounded, can be expressed as a power series in Q. If Q becomes non-bounded this expansion beeps its sense at least for some -integrable functions (Theorem). These functions can be explicitly characterized (Additional Remark).

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Literature

  1. Waldenfels, W. von Zur mathematischen Theorie der Druckverbreiterung von Spektrallinien. Z. Wahrscheinlichkeitstheorie verw. Geb. 6, 65–112 (1966).

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  2. Waldenfels, W. von Zur mathematischen Theorie der Druckverbreiterung von Spektrallinien. II. Z. Wahrscheinlichkeitstheorie verw. Geb. 13, 39–59 (1969).

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  3. Waldenfels, W. von Charakteristische Funktionale zufÄlliger Ma\e. Z. Wahrscheinlich-keitstheorie verw. Geb. 10, 279–283 (1968).

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© 1974 Springer-Verlag

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von Waldenfels, W. (1974). Taylor expansion of a poisson measure. In: Séminaire de Probabilités VIII Université de Strasbourg. Lecture Notes in Mathematics, vol 381. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0057274

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  • DOI: https://doi.org/10.1007/BFb0057274

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-06783-2

  • Online ISBN: 978-3-540-38384-0

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