Construction and characterization of stationary and mass-stationary random measures on Rd

Günter Last and Hermann Thorisson

Stochastic Processes and their Applications, 2015, vol. 125, issue 12, 4473-4488

Abstract: Mass-stationarity means that the origin is at a typical location in the mass of a random measure. It is an intrinsic characterization 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 characterizations of mass-stationarity by distributional invariance under preserving shifts against stationary independent backgrounds.

Keywords: Stationary random measure; Point process; Mass-stationarity; Palm measure; Invariant transport; Allocation; Preserving shift (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:125:y:2015:i:12:p:4473-4488

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DOI: 10.1016/j.spa.2015.07.006

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