Abstract
We introduce and study invariant (weighted) transport-kernels balancing stationary random measures on a locally compact Abelian group. The first main result is an associated fundamental invariance property of Palm measures, derived from a generalization of Neveu's exchange formula. The second main result is a simple sufficient and necessary criterion for the existence of balancing invariant transport-kernels. We then introduce (in a nonstationary setting) the concept of mass-stationarity with respect to a random measure, formalizing the intuitive idea that the origin is a typical location in the mass. The third main result of the paper is that a measure is a Palm measure if and only if it is mass-stationary.
Original language | English |
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Pages (from-to) | 790-813 |
Number of pages | 24 |
Journal | Annals of Probability |
Volume | 37 |
Issue number | 2 |
DOIs | |
Publication status | Published - Mar 2009 |
Other keywords
- Abelian group
- Allocation rule
- Invariant transport-kernel
- Mass-stationarity
- Palm measure
- Stationary random measure