Functional inequalities for marked point processes (Q2279309)

Let \(E\) be a complete separable metric space and \(\mathcal E\) the corresponding Borel \(\sigma\)-field. Roughly speaking, the Papangelou intensity \(\pi_x(\omega)\) of a point process has the following interpretation: \(\pi_x(\omega)\, \sigma(dx)\), \(x\in S\) (\(S\) is a suitable state space), is the conditional probability of having a particle in the infinitesimal region \(dx\), when the configuration \(\omega\) is given outside \(dx\). This paper provides several functional inequalities for marked temporal point processes having a Papangelou conditional intensity, with times in \(\mathbb R_+\) and marks in \(E\). The main results of the paper are (a) a Poincarè inequality for square-integrable functionals of marked point processes with a Papangelou conditional intensity (Theorem 3.1); (b) transportation cost inequalities for the law of functionals of marked point processes with a Papangelou conditional intensity (Theorem 3.12) and for the law of the marked point process itself (Theorem 3.20); (c) a variational representation of the Laplace transform of functionals, bounded from above, of marked point processes with a Papangelou conditional intensity (Theorem 3.26). A key ingredient in the proofs is a new Clark-Ocone formula for square-integrable functionals of marked point processes with a Papangelou conditional intensity (Theorem 3.28), which generalizes the corresponding formula in [the first and third authors, Ann. Probab. 45, No. 5, 3266--3292 (2017; Zbl 1412.60070)] in two directions. The paper is organized as follows: Section 2 gives some preliminaries on point processes including the notions of Papangelou conditional intensity, classical stochastic intensity and an important relation between them. In Section 3, the authors describe the main results and give their proofs in Section 4.