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Everything about Random measure
Stochastic way of assigning quantities across a space
In probability theory, a random measure is a measure-valued random element. Random measures are for example used in the theory of random processes, where they form many important point processes such as Poisson point processes and Cox processes. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Random measureA 5-minute orientation
- Skim a recent paper: An improved random forest based on the classification accuracy and correlation measurement of decision treesInfluential work since 2022
- Pick up a classic book: Random geometrically graph directed self-similar multifractalsThe most-reprinted book on the subject
- Read the landmark paper: Signal Recovery From Random Measurements Via Orthogonal Matching PursuitCited 8,205 times
- Go sideways: Markov chains on a measurable state spaceA closely related topic
- Go sideways: Conditional expectationA closely related topic
📖 Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
On the Measure of a Random Set
The measure theory of random fractals
Convergence in distribution of random metric measure spaces (Λ-coalescent measure trees)
On the Measure of a Random Set. II
MCMC for Normalized Random Measure Mixture Models
Modeling with Normalized Random Measure Mixture Models
Measure concentration for a class of random processes
🆕 Influential since 2022
An improved random forest based on the classification accuracy and correlation measurement of decision trees
A novel measure to identify influential nodes: Return Random Walk Gravity Centrality
A centrality measure in dense networks based on two-way random walk betweenness
Measure Theoretic Entropy of Random Substitution Subshifts
Itô-Wentzell-Lions Formula for Measure Dependent Random Fields under Full and Conditional Measure Flows
📚 Books worth reading
- 📕Random geometrically graph directed self-similar multifractalsLars Olsen · 1994
Random measuresOlav Kallenberg · 1975
Measure Theory and ProbabilityMalcolm Adams, Victor Guillemin · 1986
Diskretnye t︠s︡epi MarkovaVsevolod Ivanovich Romanovskiĭ · 1949
Probability and Conditional ExpectationRolf Steyer, Werner Nagel · 2017
ProbabilityHenry McKean · 2014
Random Measures, Theory and ApplicationsOlav Kallenberg · 2017
Strong Stable Markov ChainsN. V. Kartashov · 1996
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
🔗 Related topics
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- Intensity measure In probability theory, an intensity measure is a measure that is derived from a random measure. The intensity measure is a non-random measure and is defined…
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