English

Asymptotic mean stationarity and absolute continuity of point process distributions

Statistics Theory 2013-12-11 v1 Statistics Theory

Abstract

This paper relates - for point processes Φ\Phi on R\mathbb{R} - two types of asymptotic mean stationarity (AMS) properties and several absolute continuity results for the common probability measures emerging from point process theory. It is proven that Φ\Phi is AMS under the time-shifts if and only if it is AMS under the event-shifts. The consequences for the accompanying two types of ergodic theorem are considered. Furthermore, the AMS properties are equivalent or closely related to several absolute continuity results. Thus, the class of AMS point processes is characterized in several ways. Many results from stationary point process theory are generalized for AMS point processes. To obtain these results, we first use Campbell's equation to rewrite the well-known Palm relationship for general nonstationary point processes into expressions which resemble results from stationary point process theory.

Keywords

Cite

@article{arxiv.1312.2726,
  title  = {Asymptotic mean stationarity and absolute continuity of point process distributions},
  author = {Gert Nieuwenhuis},
  journal= {arXiv preprint arXiv:1312.2726},
  year   = {2013}
}

Comments

Published in at http://dx.doi.org/10.3150/12-BEJ423 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)