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

DOI10.1016/J.SPA.2015.07.006MaRDI QIDQ744972zbMATH OpenOpenAlexFDO

Authors Günter Last, Hermann Thorisson

Publication date 12 October 2015

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

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

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)

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.

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Cited in

(5)

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

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