Local hitting and conditioning in symmetric interval partitions
By a symmetric interval partition we mean a perfect, closed random set [Xi] in [0,1] of Lebesgue measure 0, such that the lengths of the connected components of [Xi]c occur in random order. Such sets are analogous to the regenerative sets on , and in particular there is a natural way to define a corresponding local time random measure [xi] with support [Xi]. In this paper, the author's recently developed duality theory is used to construct versions of the Palm distributions Qx of [xi] with attractive continuity and approximation properties. The results are based on an asymptotic formula for hitting probabilities and a delicate construction and analysis of conditional densities.
Year of publication: |
2001
|
---|---|
Authors: | Kallenberg, Olav |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 94.2001, 2, p. 241-270
|
Publisher: |
Elsevier |
Keywords: | Palm measure duality Exchangeable random sets Local time random measure Conditional densities Hitting probabilities |
Saved in:
Saved in favorites
Similar items by person
-
Foundations of modern probability
Kallenberg, Olav, (2002)
-
Lp-intensities of random measures
Kallenberg, Olav, (1979)
-
One dimensional uniqueness and convergence criteria for exchangeable processes
Kallenberg, Olav, (1988)
- More ...