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Poisson superposition processes

Part of: Stochastic processes

Published online by Cambridge University Press:  30 March 2016

Harry Crane  and
Peter Mccullagh
Harry Crane*
Affiliation:
Rutgers University
Peter Mccullagh*
Affiliation:
University of Chicago
*
∗Postal address: Department of Statistics, Rutgers University, 110 Frelinghuysen Road, Piscataway, NJ 08854, USA. Email address: [email protected]
∗∗Postal address: Department of Statistics, University of Chicago, Eckhart Hall, 5734 S. University Avenue, Chicago, IL 60637, USA.
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Abstract

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Superposition is a mapping on point configurations that sends the n-tuple into the n-point configuration , counted with multiplicity. It is an additive set operation such that the superposition of a k-point configuration in is a kn-point configuration in . A Poisson superposition process is the superposition in of a Poisson process in the space of finite-length -valued sequences. From properties of Poisson processes as well as some algebraic properties of formal power series, we obtain an explicit expression for the Janossy measure of Poisson superposition processes, and we study their law under domain restriction. Examples of well-known Poisson superposition processes include compound Poisson, negative binomial, and permanental (boson) processes.

Keywords

Poisson point processpermanental processcompound Poisson processnegative binomial distributionPoisson superposition

MSC classification

Primary: 60G55: Point processes
Type
Research Papers
Information
Journal of Applied Probability , Volume 52 , Issue 4 , December 2015 , pp. 1013 - 1027
Copyright
Copyright © Applied Probability Trust 2015 

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