Invariant transports of stationary random measures and mass-stationarity

Günter Last*, Hermann Thorisson

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

32 Citations (Scopus)

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 languageEnglish
Pages (from-to)790-813
Number of pages24
JournalAnnals of Probability
Volume37
Issue number2
DOIs
Publication statusPublished - Mar 2009

Other keywords

  • Abelian group
  • Allocation rule
  • Invariant transport-kernel
  • Mass-stationarity
  • Palm measure
  • Stationary random measure

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