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Gauss and Poisson

  • Pierre Brémaud
Part of the Undergraduate Texts in Mathematics book series (UTM)

Abstract

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.

Keywords

Probability Density Random Vector Poisson Process Point Process Gaussian Random Variable 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1988

Authors and Affiliations

  • Pierre Brémaud
    • 1
  1. 1.Laboratoire des Signaux et Systèmes, CNRSPlateau de MoulonGif-sur-YvetteFrance

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