Point processes in the plane (Q1115009)

This is primarily a survey article on developments (including the author's own work) in the basic theory of point processes in the plane, particularly those on \({\mathbb{R}}^ 2_+\), in its martingale aspects. The underlying filtration in the two-parameter case is only partially ordered and this has implications for the extension of the familiar one- dimensional theory to this case. For instance the standard notion of a stopping time is replaced by that of a stopping line and there are different concepts of predictability corresponding to different systems of \(\sigma\)-fields arising in the two-dimensional case. The paper surveys diverse results on simple and strictly simple point processes, the associated jump lines, compensators, martingale representations, orderliness of point processes in its various forms, intensities, stationary, doubly stochastic Poisson processes, conditions in terms of compensators for convergence to Poisson processes, etc. A definition is also proposed for the Palm measure of a two-parameter stationary point process on \({\mathbb{R}}^ 2\), in terms of the ``greatest jump line less than the origin''.