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Campbell theorem
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Poisson point process
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For a Poisson point process
Π
with intensity measure
μ
and a square-integrable measurable function
g
,
E
∑
x
∈
Π
g
(
x
)
=
∫
g
d
μ
,
Var
(
∑
x
∈
Π
g
(
x
)
)
=
∫
g
2
d
μ
.
(51)
The second identity follows because distinct points contribute the square of the mean, while the diagonal contribution is
∫
g
2
d
μ
.
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(6)
Poisson point process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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