Mixing of Poisson random measures under interacting transformations

DOI10.1080/17442508.2015.1066377zbMATH Open1344.37006arXiv1301.0672OpenAlexW1566419311MaRDI QIDQ2804548FDOQ2804548

Nicolas Privault

Publication date: 4 May 2016

Published in: Stochastics (Search for Journal in Brave)

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.

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

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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)

Cites Work

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

Cited In (6)

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

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