A rigidity property of superpositions involving determinantal processes

DOI10.1016/J.SPA.2018.05.002MaRDI QIDQ2419975zbMATH OpenOpenAlexFDO

Authors Yanqi Qiu

Publication date 4 June 2019

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1707.06054

zbMATH Keywords

determinantal point processindependent superpositionPoisson point process

Mathematics Subject Classification ID

Entire functions of one complex variable (general theory) (30D20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: The main result of this paper states that if $(N,Pi)$ is a pair of independent point processes on a common ground space with $N$ Poisson and $Pi$ determinantal induced by a locally trace class (not necessarily self-adjoint) correlation kernel, then their independent superposition $N+Pi$ determines uniquely the distributions of $N$ and $Pi$.

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Cites work

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Cited in

(3)

• Rigidity results in diffusion Markov triples
• Asymptotics of superposition of point processes
• Number rigidity in superhomogeneous random point fields

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