Point-map-probabilities of a point process and Mecke.s invariant measure equation

Citation
Baccelli, François et Haji-mirsadeghi, Mir-omid, Point-map-probabilities of a point process and Mecke.s invariant measure equation, Annals of probability (Online) , 45(3), 2017, pp. 1723-1751
ISSN journal
2168894X
Volume
45
Issue
3
Year of publication
2017
Pages
1723 - 1751
Database
ACNP
SICI code
Abstract
A compatible point-shift F maps, in a translation invariant way, each point of a stationary point process . to some point of .. It is fully determined by its associated point-map, f, which gives the image of the origin by F. It was proved by J. Mecke that if F is bijective, then the Palm probability of . is left invariant by the translation of .f. The initial question motivating this paper is the following generalization of this invariance result: in the nonbijective case, what probability measures on the set of counting measures are left invariant by the translation of .f? The point-map-probabilities of . are defined from the action of the semigroup of point-map translations on the space of Palm probabilities, and more precisely from the compactification of the orbits of this semigroup action. If the point-map-probability exists, is uniquely defined and if it satisfies certain continuity properties, it then provides a solution to this invariant measure problem. Point-map-probabilities are objects of independent interest. They are shown to be a strict generalization of Palm probabilities: when F is bijective, the point-map-probability of . boils down to the Palm probability of .. When it is not bijective, there exist cases where the point-map-probability of . is singular with respect to its Palm probability. A tightness based criterion for the existence of the point-map-probabilities of a stationary point process is given. An interpretation of the point-map-probability as the conditional law of the point process given that the origin has F-pre-images of all orders is also provided. The results are illustrated by a few examples.