Stability for random measures, point processes and discrete semigroups

被引:9
|
作者
Davydov, Youri [1 ]
Molchanov, Ilya [2 ]
Zuyev, Sergei [3 ]
机构
[1] Univ Lille 1, UFR Math, Lab Paul Painleve, F-59655 Villeneuve Dascq, France
[2] Univ Bern, Dept Math Stat & Actuarial Sci, CH-3012 Bern, Switzerland
[3] Chalmers Univ Technol, Dept Math Sci, S-41296 Gothenburg, Sweden
基金
瑞士国家科学基金会;
关键词
cluster process; Cox process; discrete semigroup; discrete stability; random measure; Sibuya distribution; spectral measure; strict stability; thinning; DISTRIBUTIONS;
D O I
10.3150/10-BEJ301
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed into the corresponding binomial distribution. Similarly defining the scaling operation as thinning of counting measures we characterise the corresponding discrete stability property of point processes. It is shown that these processes are exactly Cox (doubly stochastic Poisson) processes with strictly stable random intensity measures. We give spectral and LePage representations for general strictly stable random measures without assuming their independent scattering. As a consequence, spectral representations are obtained for the probability generating functional and void probabilities of discrete stable processes. An alternative cluster representation for such processes is also derived using the so-called Sibuya point processes, which constitute a new family of purely random point processes. The obtained results are then applied to explore stable random elements in discrete semigroups, where the scaling is defined by means of thinning of a point process on the basis of the semigroup. Particular examples include discrete stable vectors that generalise discrete stable random variables and the family of natural numbers with the multiplication operation, where the primes form the basis.
引用
收藏
页码:1015 / 1043
页数:29
相关论文
共 50 条
  • [1] POINT PROCESSES AND RANDOM MEASURES
    GRANDELL, J
    [J]. ADVANCES IN APPLIED PROBABILITY, 1977, 9 (03) : 502 - 526
  • [2] Random walks on discrete point processes
    Berger, Noam
    Rosenthal, Ron
    [J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2015, 51 (02): : 727 - 755
  • [3] RANDOM MEASURES AND MOTIONS OF POINT PROCESSES
    HARRIS, TE
    [J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1971, 18 (02): : 85 - &
  • [5] CHARACTERIZATION AND CONVERGENCE OF RANDOM MEASURES AND POINT PROCESSES
    KALLENBERG, O
    [J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1973, 27 (01): : 9 - 21
  • [6] Some remarks on associated random fields, random measures and point processes
    Last, Guenter
    Szekli, Ryszard
    Yogeshwaran, Dhandapani
    [J]. ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS, 2020, 17 (01): : 355 - 374
  • [7] SCATTERING ANALYSIS OF POINT-PROCESSES AND RANDOM MEASURES
    HANISCH, KH
    [J]. MATHEMATISCHE NACHRICHTEN, 1984, 117 : 235 - 245
  • [8] On the Exponential Stability of Discrete Semigroups
    Zada, Akbar
    Ahmad, Nisar
    Khan, Ihsan Ullah
    Khan, Faiz Muhammad
    [J]. QUALITATIVE THEORY OF DYNAMICAL SYSTEMS, 2015, 14 (01) : 149 - 155
  • [9] On the Exponential Stability of Discrete Semigroups
    Akbar Zada
    Nisar Ahmad
    Ihsan Ullah Khan
    Faiz Muhammad Khan
    [J]. Qualitative Theory of Dynamical Systems, 2015, 14 : 149 - 155
  • [10] Composition semigroups and random stability
    Bunge, J
    [J]. ANNALS OF PROBABILITY, 1996, 24 (03): : 1476 - 1489