Random Measures with Aftereffects
Ammann, Larry P. ; Thall, Peter F.
Ann. Probab., Tome 6 (1978) no. 6, p. 216-230 / Harvested from Project Euclid
A class of $\mathscr{D}$ of random measures, generalizing the class of completely random measures, is developed and shown to contain the class of Poisson cluster point processes. An integral representation is obtained for $\mathscr{D}$, generalizing the Levy-Ito representation for processes with independent increments. A subclass $\mathscr{D}_n \subset \mathscr{D}$ is defined such that for $X \in \mathscr{D}_n$, the distribution of the random vector $X(A_1), \cdots, X(A_m), m > n, A_1, \cdots, A_m$ disjoint, is determined by the distributions of all subvectors $X(A_{i_1}), \cdots, X(A_{i_k}), 1 \leqq k \leqq n$. The class $\mathscr{D}_1$ coincides with the class of completely random measures.
Publié le : 1978-04-14
Classification:  Infinitely divisible stochastic process,  stochastic point process,  random measure,  completely random measure,  probability generating functional,  60G05,  60G20,  60G17
@article{1176995569,
     author = {Ammann, Larry P. and Thall, Peter F.},
     title = {Random Measures with Aftereffects},
     journal = {Ann. Probab.},
     volume = {6},
     number = {6},
     year = {1978},
     pages = { 216-230},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995569}
}
Ammann, Larry P.; Thall, Peter F. Random Measures with Aftereffects. Ann. Probab., Tome 6 (1978) no. 6, pp.  216-230. http://gdmltest.u-ga.fr/item/1176995569/