Random measure

In probability theory, a random measure is a measure-valued random element.

Random measures can be defined as transition kernels or as random elements.

be a separable complete metric space and let

(The most common example of a separable complete metric space is

is a (a.s.) locally finite transition kernel from an abstract probability space

[3] Being a transition kernel means that Being locally finite means that the measures satisfy

for all bounded measurable sets

-null set In the context of stochastic processes there is the related concept of a stochastic kernel, probability kernel, Markov kernel.

Define and the subset of locally finite measures by For all bounded measurable

that almost surely takes values in

satisfying for every positive measurable function

is called the intensity measure of

satisfying for all positive measurable functions is called the supporting measure of

The supporting measure exists for all random measures and can be chosen to be finite.

, the Laplace transform is defined as for every positive measurable function

are measurable, so they are random variables.

The distribution of a random measure is uniquely determined by the distributions of for all continuous functions with compact support

, the distribution of a random measure is also uniquely determined by the integral over all positive simple

[6] A measure generally might be decomposed as: Here

is a diffuse measure without atoms, while

is a purely atomic measure.

A random measure of the form: where

are random variables, is called a point process[1][2] or random counting measure.

This random measure describes the set of N particles, whose locations are given by the (generally vector valued) random variables

is null for a counting measure.

In the formal notation of above a random counting measure is a map from a probability space to the measurable space (

is the space of all boundedly finite integer-valued measures

(called counting measures).

The definitions of expectation measure, Laplace functional, moment measures and stationarity for random measures follow those of point processes.

Random measures are useful in the description and analysis of Monte Carlo methods, such as Monte Carlo numerical quadrature and particle filters.