Characterization of spatial Poisson process along optional increasing paths. A problem of dimension's reduction (Q1962229)

From MaRDI portal





scientific article; zbMATH DE number 1395192
Language Label Description Also known as
default for all languages
No label defined
    English
    Characterization of spatial Poisson process along optional increasing paths. A problem of dimension's reduction
    scientific article; zbMATH DE number 1395192

      Statements

      Characterization of spatial Poisson process along optional increasing paths. A problem of dimension's reduction (English)
      0 references
      0 references
      0 references
      1 February 2001
      0 references
      The paper investigates the problem of dimension reduction of a plane Poisson process by considering this process along optional increasing paths (OIPs). A convenient characterization of the spatial Poisson process is obtained on the basis of a suitable reparametrization of an OIP that succeeds to transform the process along the path into a one-parameter Poisson process. The key idea within the proof of these results is based on similar facts that hold for one-parameter martingales stopped by a family of bounded stopping times.
      0 references
      martingales
      0 references
      plane Poisson process
      0 references
      dimension reduction
      0 references
      optimal increasing path
      0 references
      bounded stopping times
      0 references

      Identifiers