Lp-intensities of random measures

Olav Kallenberg

Stochastic Processes and their Applications, 1979, vol. 9, issue 2, 155-161

Abstract: Given a random measure [eta] and a fixed number p>1, the Lp-intensity ||[eta]||p of [eta]is defined as the total variation measure of the subadditive set function ||[eta](·)||p. It is shown that ||[eta]||p can exist (be locally finite) only if the usual intensity measure E[eta] exists and [eta]

Keywords: Random; measures; absolute; continuity; conditional; intensities; particle; systems; total; variation; of; subadditive; set; function (search for similar items in EconPapers)
Date: 1979
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(79)90027-9
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:9:y:1979:i:2:p:155-161

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 ().