Point-map-probabilities of a point process and Mecke's invariant measure equation

DOI10.1214/16-AOP1099MaRDI QIDQ2012249zbMATH OpenFDO

Authors Mir-Omid Haji-Mirsadeghi, Francois Baccelli

Publication date 28 July 2017

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.0287

zbMATH Keywords

stationaritypoint processdynamical systemPalm probabilitypoint-shift

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17) Random measures (60G57) Continuity and singularity of induced measures (60G30)

Abstract: A compatible point-shift $F$ maps, in a translation invariant way, each point of a stationary point process $Phi$ to some point of $Phi$. It is fully determined by its associated point-map, $f$, which gives the image of the origin by $F$. It was proved by J. Mecke that if $F$ is bijective, then the Palm probability of $Phi$ is left invariant by the translation of $-f$. The initial question motivating this paper is the following generalization of this invariance result: in the non-bijective case, what probability measures on the set of counting measures are left invariant by the translation of $-f$? The point-map probabilities of $Phi$ are defined from the action of the semigroup of point-map translations on the space of Palm probabilities, and more precisely from the compactification of the orbits of this semigroup action. If the point-map probability exists, is uniquely defined, and if it satisfies certain continuity properties, it then provides a solution to this invariant measure problem. Point-map probabilities are objects of independent interest. They are shown to be a strict generalization of Palm probabilities: when $F$ is bijective, the point-map probability of $Phi$ boils down to the Palm probability of $Phi$. When it is not bijective, there exist cases where the point-map probability of $Phi$ is singular with respect to its Palm probability. A tightness based criterion for the existence of the point-map probabilities of a stationary point process is given. An interpretation of the point-map probability as the conditional law of the point process given that the origin has $F$-pre-images of all orders is also provided. The results are illustrated by a few examples.

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Cited in

(3)

• Point-shift foliation of a point process
• Characterization of Palm measures via bijective point-shifts
• \(\alpha\)-Pfaffian, Pfaffian point process and shifted Schur measure

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