Construction and characterization of stationary and mass-stationary random measures on R^d

DOI10.1016/J.SPA.2015.07.006zbMATH Open1325.60074arXiv1405.7566OpenAlexW2059735803MaRDI QIDQ744972FDOQ744972

Günter Last, Hermann Thorisson

Publication date: 12 October 2015

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

Abstract: Mass-stationarity means that the origin is at a typical location in the mass of a random measure. It is an intrinsic characterisation of Palm versions with respect to stationary random measures. Stationarity is the special case when the random measure is Lebesgue measure. The paper presents constructions of stationary and mass-stationary versions through change of measure and change of origin. Further, the paper considers characterisations of mass-stationarity by distributional invariance under preserving shifts agains stationary independent backgrounds.

Full work available at URL: https://arxiv.org/abs/1405.7566

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zbMATH Keywords

point processallocationPalm measureinvariant transportmass-stationaritypreserving shiftstationary random measure

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60) Random measures (60G57)

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Cited In (4)

• Self-similar co-ascent processes and Palm calculus
• On the modified Palm version
• Invariant transports of stationary random measures and mass-stationarity
• Open problems in renewal, coupling and palm theory

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