Local hitting and conditioning in symmetric interval partitions

Olav Kallenberg

Stochastic Processes and their Applications, 2001, vol. 94, issue 2, 241-270

Abstract: By a symmetric interval partition we mean a perfect, closed random set [Xi] in [0,1] of Lebesgue measure 0, such that the lengths of the connected components of [Xi]c occur in random order. Such sets are analogous to the regenerative sets on , and in particular there is a natural way to define a corresponding local time random measure [xi] with support [Xi]. In this paper, the author's recently developed duality theory is used to construct versions of the Palm distributions Qx of [xi] with attractive continuity and approximation properties. The results are based on an asymptotic formula for hitting probabilities and a delicate construction and analysis of conditional densities.

Keywords: Palm; measure; duality; Exchangeable; random; sets; Local; time; random; measure; Conditional; densities; Hitting; probabilities (search for similar items in EconPapers)
Date: 2001
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(01)00086-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:94:y:2001:i:2:p:241-270

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().