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A discrete-time proof of Neveu's exchange formula

Part of: Measure-theoretic ergodic theory Stochastic processes

Published online by Cambridge University Press:  14 July 2016

Takis Konstantopoulos  and
Michael Zazanis
Takis Konstantopoulos*
Affiliation:
University of Texas
Michael Zazanis*
Affiliation:
University of Massachusetts
*
∗Postal address: Department of Electrical and Computer Engineering, University of Texas, Austin, TX 78712, USA.
∗∗Postal address: Department of IEOR, University of Massachusetts, Amherst, MA 01003, USA.
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Abstract

Neveu's exchange formula relates the Palm probabilities with respect to two jointly stationary simple point processes. We give a new proof of the exchange formula by using a simple result from discrete time stationary stochastic processes.

Keywords

STATIONARY STOCHASTIC PROCESSESPOINT PROCESSESERGODIC PROCESS

MSC classification

Primary: 60G55: Point processes
Secondary: 60G10: Stationary processes 28D99: None of the above, but in this section
Type
Research Papers
Information
Journal of Applied Probability , Volume 32 , Issue 4 , December 1995 , pp. 917 - 921
Copyright
Copyright © Applied Probability Trust 1995 

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Footnotes

Research supported in part by NSF grant NCR 92–11343.

Research supported in part by NSF grant SES-91–19621.

References

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