Mixing of Poisson random measures under interacting transformations

DOI10.1080/17442508.2015.1066377MaRDI QIDQ2804548zbMATH OpenOpenAlexFDO

Authors Nicolas Privault

Publication date 4 May 2016

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1301.0672

zbMATH Keywords

ergodicityMalliavin calculusmixingPoisson random measuresinteracting transformations

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Ergodicity, mixing, rates of mixing (37A25) Random measures (60G57) Dynamical aspects of measure-preserving transformations (37A05)

Abstract: We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical result in the case of deterministic transformations of Poisson measures. The approach relies on moment and covariance identities for Poisson stochastic integrals with random integrands.

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Cites work

• Ergodic properties of Poissonian ID processes
• Ergodicité des rotations sur l'espace de Wiener
• Factorial moments of point processes
• Generalized Poisson functionals
• Girsanov identities for Poisson measures under quasi-nilpotent transformations
• Invariance of Poisson measures under random transformations
• Moment formulae for general point processes
• Moment identities for Poisson-Skorohod integrals and application to measure invariance
• Poisson process over \(\sigma\)-finite Markov chains
• Station�re zuf�llige Ma�e auf lokalkompakten Abelschen Gruppen

Cited in

(6)

• Anticipative direct transformations on the Poisson space
• Combinatorics of Poisson Stochastic Integrals with Random Integrands
• Upper bounds for spatial point process approximations
• On Poisson-Tweedie mixtures
• Co-Poisson intertwining
• Mixing of linear operators under infinitely divisible measures on Banach spaces

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