English

Palm pairs and the general mass-transport principle

Probability 2010-09-22 v2

Abstract

We consider a lcsc group G acting properly on a Borel space S and measurably on an underlying sigma-finite measure space. Our first main result is a transport formula connecting the Palm pairs of jointly stationary random measures on S. A key (and new) technical result is a measurable disintegration of the Haar measure on G along the orbits. The second main result is an intrinsic characterization of the Palm pairs of a G-invariant random measure. We then proceed with deriving a general version of the mass-transport principle for possibly non-transitive and non-unimodular group operations first in a deterministic and then in its full probabilistic form.

Keywords

Cite

@article{arxiv.0902.0068,
  title  = {Palm pairs and the general mass-transport principle},
  author = {Daniel Gentner and Günter Last},
  journal= {arXiv preprint arXiv:0902.0068},
  year   = {2010}
}

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26 pages