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 | |
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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