Poisson thickening (Q375879)

A homogeneous Poisson process on the real axis with a parameter \(\lambda\) is considered. The process is identified with its homogeneous Poisson probability measure \(P_\lambda\) on the measurable set \(M\) of all locally finite sets of \(\mathbb R\). Measurable maps \(f : M \to M\) of a special type are considered. Such a map is assumed to satisfy the property that a measure \(P_\lambda \circ f^{-1}_1\) is a homogeneous Poisson probability measure with another parameter \(\lambda' > \lambda\), where \(f_1 (\xi) = \xi \cup f (\xi)\;(\forall\xi \in M )\). Such a map is called a Poisson thickening of the Poisson process (of its probability measure \(P_\lambda\)). A Poisson thickening is proved to exist for any \(\lambda' > \lambda > 0\). A Poisson thickening is called equivariant, if for any shift operator \(\sigma : M \to M\) it satisfies the condition \(f \circ \sigma = \sigma \circ f\). It is proved that an equivariant Poisson thickening does not to exist for any \(\lambda' > \lambda > 0\). A discrete variant of the homogeneous Poisson process and \(d\)-dimensional homogeneous Poisson processes leads to the same conclusions relative to the Poisson thickening. Some problems of a coupling generated by the thickening are discussed.