Ergodic Properties of Palm and Spacing Measures
Olav Kallenberg ()
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Olav Kallenberg: Auburn University
Journal of Theoretical Probability, 2002, vol. 15, issue 1, 77-96
Abstract:
Abstract We derive some simple relations between the distribution of a stationary random measure and its associated Palm or spacing measure. The results lead to various limit theorems involving Cesàro and other averages. We also show how the general notion of spacing measure can be used to obtain a probabilistic description of the stationary version of a regenerative set or process.
Keywords: stationary random measures; ergodic theorems; regenerative sets (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1023/A:1013889222507
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