English

Poisson Cluster Measures: Quasi-invariance, Integration by Parts and Equilibrium Stochastic Dynamics

Functional Analysis 2008-10-07 v2 Probability

Abstract

The distribution μcl\mu_{cl} of a Poisson cluster process in X=RdX=\mathbb{R}^{d} (with i.i.d. clusters) is studied via an auxiliary Poisson measure on the space of configurations in X=nXn\mathfrak{X}=\sqcup_{n} X^n, with intensity measure defined as a convolution of the background intensity of cluster centres and the probability distribution of a generic cluster. We show that the measure μcl\mu_{cl} is quasi-invariant with respect to the group of compactly supported diffeomorphisms of XX and prove an integration-by-parts formula for μcl\mu_{cl}. The corresponding equilibrium stochastic dynamics is then constructed using the method of Dirichlet forms.

Keywords

Cite

@article{arxiv.0803.4496,
  title  = {Poisson Cluster Measures: Quasi-invariance, Integration by Parts and Equilibrium Stochastic Dynamics},
  author = {Leonid Bogachev and Alexei Daletskii},
  journal= {arXiv preprint arXiv:0803.4496},
  year   = {2008}
}

Comments

Revised version; has been accepted for publication in Journal of Functional Analysis