Gauss and Poisson
This section is devoted to the computation of the probability density of a random vectorZ= (Z 1 ,…,Z p ,) that can be expressed as a sufficiently smooth function of another random vectorX= (X 1 …X n ) of known probability density. The basic tool for doing this is the formula of smooth change of variables in integrals, a result that will be recalled without proof.
KeywordsProbability Density Random Vector Poisson Process Point Process Gaussian Random Variable
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