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A Compensator Characterization of Point Processes on TopologicalLattices


 
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1. Title Title of document A Compensator Characterization of Point Processes on TopologicalLattices
 
2. Creator Author's name, affiliation, country B.Gail Ivanoff; University of Ottawa
 
2. Creator Author's name, affiliation, country Ely Merzbach; Bar-Ilan University
 
2. Creator Author's name, affiliation, country Mathieu Plante; No affiliation
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) point process, compensator, partial order, single jump process, partial sum process,adapted random set, renewal process,Poisson process, multiparameter martingale
 
3. Subject Subject classification 60K05;60G55;60G48
 
4. Description Abstract We resolve the longstanding question of how to define the compensator of a point process on a general partially ordered set in such a way that the compensator exists, is unique, and characterizes the law of the process. We define a family of one-parameter compensators and prove that this family is unique in some sense and characterizes the finite dimensional distributions of a totally ordered point process. This result can then be applied to a general point process since we prove that such a process can be embedded into a totally ordered point process on a larger space. We present some examples, including the partial sum multiparameter process, single line point processes, multiparameter renewal processes, and obtain a new characterization of the two-parameter Poisson process
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2007-01-14
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/390
 
10. Identifier Digital Object Identifier 10.1214/EJP.v12-390
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 12
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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