On stationary stochastic flows and palm probabilities of surface processes

Citation
G. Last et R. Schassberger, On stationary stochastic flows and palm probabilities of surface processes, ANN APPL PR, 10(2), 2000, pp. 463-492
Citations number
18
Categorie Soggetti
Mathematics
Journal title
ANNALS OF APPLIED PROBABILITY
ISSN journal
10505164 → ACNP
Volume
10
Issue
2
Year of publication
2000
Pages
463 - 492
Database
ISI
SICI code
1050-5164(200005)10:2<463:OSSFAP>2.0.ZU;2-4
Abstract
We consider a random surface Phi in R-d tessellating the space into cells a nd a random vector held u which is smooth on each cell but may jump on Phi. Assuming the pair (Phi, u) stationary we prove a relationship between the stationary probability measure P and the Palm probability measure P-Phi, of P with respect to the random surface measure associated with Phi. This res ult involves the flow of u induced on the individual cells and generalizes a well-known inversion formula for stationary point processes on the line. An immediate consequence of this result is a formula for certain generalize d contact distribution functions of Phi, and as first application we prove a result on the spherical contact distribution in stochastic geometry. As a nother application we prove an invariance property for P-Phi which again ge neralizes a corresponding property in dimension d = 1. Under the assumption that the flow can be defined for all time points, we consider the point pr ocess N of sucessive crossing times starting in the origin 0. If the flow i s volume preserving then N is stationary and we express its Palm probabilit y in terms of P-Phi.