English

Point-Map-Probabilities of a Point Process and Mecke's Invariant Measure Equation

Probability 2016-01-14 v3

Abstract

A compatible point-shift FF maps, in a translation invariant way, each point of a stationary point process Φ\Phi to some point of Φ\Phi. It is fully determined by its associated point-map, ff, which gives the image of the origin by FF. It was proved by J. Mecke that if FF is bijective, then the Palm probability of Φ\Phi is left invariant by the translation of f-f. The initial question motivating this paper is the following generalization of this invariance result: in the non-bijective case, what probability measures on the set of counting measures are left invariant by the translation of f-f? The point-map probabilities of Φ\Phi are defined from the action of the semigroup of point-map translations on the space of Palm probabilities, and more precisely from the compactification of the orbits of this semigroup action. If the point-map probability exists, is uniquely defined, and if it satisfies certain continuity properties, it then provides a solution to this invariant measure problem. Point-map probabilities are objects of independent interest. They are shown to be a strict generalization of Palm probabilities: when FF is bijective, the point-map probability of Φ\Phi boils down to the Palm probability of Φ\Phi. When it is not bijective, there exist cases where the point-map probability of Φ\Phi is singular with respect to its Palm probability. A tightness based criterion for the existence of the point-map probabilities of a stationary point process is given. An interpretation of the point-map probability as the conditional law of the point process given that the origin has FF-pre-images of all orders is also provided. The results are illustrated by a few examples.

Keywords

Cite

@article{arxiv.1312.0287,
  title  = {Point-Map-Probabilities of a Point Process and Mecke's Invariant Measure Equation},
  author = {François Baccelli and Mir-Omid Haji-Mirsadeghi},
  journal= {arXiv preprint arXiv:1312.0287},
  year   = {2016}
}

Comments

35 pages, 2 figures