Poisson thickening

DOI10.1007/S11856-012-0181-2MaRDI QIDQ375879zbMATH OpenOpenAlexFDO

Authors Ori Gurel-Gurevich, Ron Peled

Publication date 1 November 2013

Published in Israel Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0911.5377

zbMATH Keywords

equivariancehomogeneous Poisson processPoisson thickening

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: Let X be a Poisson point process of intensity lambda on the real line. A thickening of it is a (deterministic) measurable function f such that the union of X and f(X) is a Poisson point process of intensity lambda' where lambda'>lambda. An equivariant thickening is a thickening which commutes with all shifts of the line. We show that a thickening exists but an equivariant thickening does not. We prove similar results for thickenings which commute only with integer shifts and in the discrete and multi-dimensional settings. This answers 3 questions of Holroyd, Lyons and Soo. We briefly consider also a much more general setup in which we ask for the existence of a deterministic coupling satisfying a relation between two probability measures. We present a conjectured sufficient condition for the existence of such couplings.

Review text

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.

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Cites work

• Deterministic thinning of finite Poisson processes
• Distributions of random sets and random selections
• Monotone factors of i.i.d. processes
• Poisson splitting by factors
• Poisson thinning by monotone factors
• Representation of systems of measurable sets

Cited in

(13)

• Point processes, cost, and the growth of rank in locally compact groups
• A monotone Sinai theorem
• Deterministic thinning of finite Poisson processes
• Ergodicity of Poisson products and applications
• Invasion percolation on the Poisson-weighted infinite tree
• New results for a thinned renewal process
• Equivariant thinning over a free group
• A monotone isomorphism theorem
• Factors of IID on trees
• Isomorphisms of Poisson systems over locally compact groups
• Poisson splitting by factors
• Rewriting history in integrable stochastic particle systems
• Indistinguishability of cells for the ideal Poisson Voronoi tessellation

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