1 citations · 2 across the 7 of their papers we have counts for
7 papers
Applications of the perturbation formula for Poisson processes to elementary and geometric probability
Guenter Last, Sergei Zuyev
The binomial, the negative binomial, the Poisson, the compound Poisson and the Erlang distribution do all admit integral representations with respect to its (continuous) parameter.…
Some remarks on associated random fields, random measures and point processes
Guenter Last, Ryszard Szekli, D. Yogeshwaran
In this paper, we first show that for a countable family of random elements taking values in a partially ordered Polish space (POP), association (both positive and negative) of all…
Construction and Characterisation of Stationary and Mass-Stationary Random Measures on
Guenter Last, Hermann Thorisson
Mass-stationarity means that the origin is at a typical location in the mass of a random measure. It is an intrinsic characterisation of Palm versions with respect to stationary ra…
Moments and central limit theorems for some multivariate Poisson functionals
Guenter Last, Mathew D. Penrose, Matthias Schulte +1
This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-Itô i…
Comparisons and asymptotics for empty space hazard functions of germ-grain models
Guenter Last, Ryszard Szekli
We study stochastic properties of the empty space for stationary germ-grain models in , in particular we deal with the inner radius of the empty space with respect to a gener…
Martingale representation for Poisson processes with applications to minimal variance hedging
Guenter Last, Mathew D. Penrose
We consider a Poisson process on a measurable space $(\BY,\mathcal{Y})$ equipped with a partial ordering, assumed to be strict almost everwhwere with respect to the intensity m…