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

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

Abstract: A compatible point-shift

F

maps, in a translation invariant way, each point of a stationary point process

P h i

to some point of

P h i

. 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

P h i

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

P h i

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

P h i

boils down to the Palm probability of

P h i

. When it is not bijective, there exist cases where the point-map probability of

P h i

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.

Review text

A point-shift \(F(\phi,x)\) is an \(\mathbb{R}^d\)-valued map defined on locally finite sets \(\phi\) in \(\mathbb{R}^d\) and points \(x\) with the property that \(F(\phi,x)\in \phi\). A point-shift is compatible if \(F(\phi+t,x+t)=F(\phi,x)+t\) for all translations \(t\in\mathbb{R}^d\). Then \(F\) is uniquely determined by the associated point-map \(f(\phi)=F(\phi,0)\). The authors study point-map-probabilities (also called the \(f\)-probabilities) of a point process \(\Phi\), these probabilities can be described as the law of \(\Phi\) conditionally on the event that the origin has \(F\)-pre-images of all orders defined using iteration of the point-shift map. The authors elaborate a rigorous definition of these probabilities using tools from the theory of dynamical systems. For this, the action of the semigroup of translates of \((-f)\) on point processes is considered. The introduced point-map probabilities generalize Palm probabilities; they coincide if there is no evaporation effect, by which the authors understand the fact that the image of \(\Phi\) under iterations of \(F\) tends to the vanishing counting measure. The paper contains numerous examples of point-shifts.

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