Russo's formula for random interlacements
classification
🧮 math.PR
keywords
derivativeeventinterlacementsmodelrandomcoupleexplicitexpressions
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In this paper we obtain a couple of explicit expressions for the derivative of the probability of an increasing event in the random interlacements model. The event is supported in a finite subset of the lattice, and the derivative is with respect to the intensity parameter of the model.
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