A local proof of the Swiss Army formula of Palm calculus
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The so-called ‘Swiss Army formula', derived by Brémaud, seems to be a general purpose relation which includes all known relations of Palm calculus for stationary stochastic systems driven by point processes. The purpose of this article is to present a short, and rather intuitive, proof of the formula. The proof is based on the Ryll–Nardzewski definition of the Palm probability as a Radon-Nikodym derivative, which, in a stationary context, is equivalent to the Mecke definition.
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2003 ◽
Vol 35
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pp. 319-336
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1948 ◽
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pp. 271-274
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1996 ◽
Vol 9
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pp. 469-488
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2012 ◽
Vol 241-244
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pp. 284-287
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