Palm pairs and the general mass-transport principle
Let \(G\) be a locally compact second countable Hausdorff topological group operating on a Borel space \((S, {\mathfrak S})\). Consider a \(\sigma\)-finite measure \(M\) on \(S\times S\) that is invariant under joint shifts of both arguments. It is helpful to think of \(M(C\times D)\) as an amount of mass transported from \(C\in {\mathfrak S}\) to \(D\in {\mathfrak S}\). Assume that the group is unimodular and that the group action is transitive, i.e., that there is only one orbit. If \(B\in {\mathfrak S}\) has positive and finite invariant measure, then \(M(B\times S) = M(S\times B)\). This mass-transport principle plays an important role in the study of percolation on graphs. The authors of the present paper noted in [Ann. Probab. 37, No.~2, 790--813 (2009; Zbl 1176.60036)] that \(M(B\times S) = M(S\times B)\) can also been seen as a special case of Neveu's classical exchange formula. The paper starts with a brief repetition of the basic terminology for invariant measures and kernels (Section 2) and for random measures and their Palm pairs (Section 3). A key technical result is a measurable and invariant disintegration of the Haar measure on \(G\) along the orbits in \(S\). The first main result is a transport formula connecting the Palm pairs of two jointly stationary random measures \(\xi\) and \(\eta\) on \(S\). This result extends Theorem 3.6 in [loc. cit.] to the more general case studied in the paper. The second main result of the paper is an intrinsic characterization of Palm pairs of an invariant measure. This extends Mecke's famous characterization of Palm measures of stationary random measures on an Abelian group. In Section 6, the authors derive a general version of the mass-transport principle for possibly non-transitive and non-unimodular group operations.
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