Mixing of Poisson random measures under interacting transformations

Nicolas Privault

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arXiv · 1301.0672

Mixing of Poisson random measures under interacting transformations

Nicolas Privault

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Abstract

We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical result in the case of deterministic transformations of Poisson measures. The approach relies on moment and covariance identities for Poisson stochastic integrals with random integrands.

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Nicolas Privault. 2013-12-23. Mixing of Poisson random measures under interacting transformations. https://arxiv.org/abs/1301.0672

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