Some remarks on conditional distributions for point processes

DOI10.1016/0304-4149(90)90059-2MaRDI QIDQ749041zbMATH OpenOpenAlexFDO

Authors Günter Last

Publication date 1990

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

Full work available at URL https://doi.org/10.1016/0304-4149(90)90059-2

zbMATH Keywords

compound Campbell measureconditional distributionsCox processespoint processesthinned point processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Review text

Let N be a point process on a Polish space E, and let \(C'\) be the compound Campbell measure of N. For A a subset of E, let \(N_ A()=N(\cdot \cap A)\) denote the restriction of N to A. Using a standard representation of certain conditional distributions, the author obtains several theorems concerning distributions of point processes. These include a consistency theorem for conditional distributions \(P\{\) \(N\in (\cdot) | N_{B\cup C}\}\), where B and C are bounded sets, an expression for conditional probabilities \(P\{N_ a\in (\cdot) | N_{B^ c}\}\) in terms of the Gibbs measure of N and some properties of thinned point processes and Cox processes. The results are very similar to those in \textit{O. Kallenberg}, Random measures. 3 rd ed. (1983; Zbl 0544.60053)].

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Cites work

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Cited in

(15)

• Predictable projections for point process filtrations
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• On the conditional distributions of spatial point processes
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• An Informal Guide to the Theory of Conditioning in Point Processes
• Limits of generalized compound point processes
• A Condition Σcλ for Point Processes
• scientific article; zbMATH DE number 4005265 (Why is no real title available?)
• On Bayes’ Formula for Doubly Stochastic Point Process on the Real Half-Line
• scientific article; zbMATH DE number 176102 (Why is no real title available?)
• On conditional intensities of point processes
• A Remark on the Van Lieshout and Baddeley J-Function for Point Processes
• A Tutorial on Palm Distributions for Spatial Point Processes
• Necessary and sufficient conditions for realizability of point processes

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