Poisson Cluster Measures: Quasi-invariance, Integration by Parts and Equilibrium Stochastic Dynamics
Functional Analysis
2008-10-07 v2 Probability
Abstract
The distribution of a Poisson cluster process in (with i.i.d. clusters) is studied via an auxiliary Poisson measure on the space of configurations in , 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 is quasi-invariant with respect to the group of compactly supported diffeomorphisms of and prove an integration-by-parts formula for . 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