Bernoulli

• Bernoulli
• Volume 19, Number 5A (2013), 1612-1636.

Asymptotic mean stationarity and absolute continuity of point process distributions

Gert Nieuwenhuis

Abstract

This paper relates – for point processes $\Phi$ on $\mathbb{R}$ – two types of asymptotic mean stationarity (AMS) properties and several absolute continuity results for the common probability measures emerging from point process theory. It is proven that $\Phi$ is AMS under the time-shifts if and only if it is AMS under the event-shifts. The consequences for the accompanying two types of ergodic theorem are considered. Furthermore, the AMS properties are equivalent or closely related to several absolute continuity results. Thus, the class of AMS point processes is characterized in several ways. Many results from stationary point process theory are generalized for AMS point processes. To obtain these results, we first use Campbell’s equation to rewrite the well-known Palm relationship for general nonstationary point processes into expressions which resemble results from stationary point process theory.

Article information

Source
Bernoulli, Volume 19, Number 5A (2013), 1612-1636.

Dates
First available in Project Euclid: 5 November 2013

https://projecteuclid.org/euclid.bj/1383661196

Digital Object Identifier
doi:10.3150/12-BEJ423

Mathematical Reviews number (MathSciNet)
MR3129027

Zentralblatt MATH identifier
1284.60097

Citation

Nieuwenhuis, Gert. Asymptotic mean stationarity and absolute continuity of point process distributions. Bernoulli 19 (2013), no. 5A, 1612--1636. doi:10.3150/12-BEJ423. https://projecteuclid.org/euclid.bj/1383661196

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