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
  • [41] CONVERGENT REPRESENTATIONS OF MEASURES AND POINT PROCESSES
    JACOB, P
    [J]. COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1977, 285 (15): : 953 - 955
  • [42] Conditional Measures of Determinantal Point Processes
    Bufetov, A. I.
    [J]. FUNCTIONAL ANALYSIS AND ITS APPLICATIONS, 2020, 54 (01) : 7 - 20
  • [43] RANDOM-WALKS ON DISCRETE SEMIGROUPS - ESSENTIAL CLASSES, PERIODS, RECURRENCE
    LARISSE, J
    [J]. COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1972, 274 (04): : 339 - &
  • [44] Point processes of exceedances by random fields
    Ferreira, Helena
    Pereira, Luisa
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2012, 142 (03) : 773 - 779
  • [45] Representation theory and random point processes
    Borodin, A
    Olshanski, G
    [J]. EUROPEAN CONGRESS OF MATHEMATICS, 2005, : 73 - 94
  • [46] Gibbs random graphs on point processes
    Ferrari, Pablo A.
    Pechersky, Eugene A.
    Sisko, Valentin V.
    Yambartsev, Anatoly A.
    [J]. JOURNAL OF MATHEMATICAL PHYSICS, 2010, 51 (11)
  • [47] RANDOM POINT PROCESSES AND DLR EQUATIONS
    SUHOV, YM
    [J]. COMMUNICATIONS IN MATHEMATICAL PHYSICS, 1976, 50 (02) : 113 - 132
  • [48] RANDOM-WALK POINT PROCESSES
    DALEY, DJ
    OAKES, D
    [J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1974, 30 (01): : 1 - 16
  • [49] Darboux Transformations and Random Point Processes
    Bertola, Marco
    Cafasso, Mattia
    [J]. INTERNATIONAL MATHEMATICS RESEARCH NOTICES, 2015, 2015 (15) : 6211 - 6266
  • [50] Boson random point processes and condensation
    V. A. Zagrebnov
    [J]. Physics of Particles and Nuclei, 2010, 41 : 885 - 890