Mixing of Poisson random measures under interacting transformations
Probability
2013-12-24 v2 Dynamical Systems
Abstract
We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical result in the case of deterministic transformations of Poisson measures. The approach relies on moment and covariance identities for Poisson stochastic integrals with random integrands.
Cite
@article{arxiv.1301.0672,
title = {Mixing of Poisson random measures under interacting transformations},
author = {Nicolas Privault},
journal= {arXiv preprint arXiv:1301.0672},
year = {2013}
}