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Palm theory for random time changes

机译:随机时间变化的Palm理论

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Palm distributions are basic tools when studying stationarity in the context of point processes, queueing systems, fluid queues or random measures. The framework varies with the random phenomenon of interest, but usually a one-dimensional group of measure-preserving shifts is the starting point. In the present paper, by alternatively using a framework involving random time changes (RTCs) and a two-dimensional family of shifts, we are able to characterize all of the above systems in a single framework. Moreover, this leads to what we call thedetailed Palm distribution(DPD) which is stationary with respect to a certain group of shifts. The DPD has a very natural interpretation as the distribution seen at a randomly chosen position on the extended graph of the RTC, and satisfies a general duality criterion: the DPD of the DPD gives the underlying probabilityPin return.To illustrate the generality of our approach, we show that classical Palm theory for random measures is included in our RTC framework. We also consider the important special case of marked point processes with batches. We illustrate how our approach naturally allows one to distinguish between the marks within a batch while retaining nice stationarity properties.
机译:当在点过程,排队系统,流体队列或随机度量的背景下研究平稳性时,Palm分布是基本工具。框架随感兴趣的随机现象而变化,但是通常一维组的度量保留移位是起点。在本文中,通过交替使用包含随机时间变化(RTC)和二维位移族的框架,我们能够在单个框架中表征所有上述系统。此外,这导致我们称为详细的Palm分布(DPD),该分布相对于特定的班次组是固定的。 DPD具有非常自然的解释,即在RTC扩展图的随机选择位置上看到的分布,并且满足一般的对偶标准:DPD的DPD给出了潜在的Pin收益率,为说明我们方法的一般性,我们证明了经典的Palm随机测量理论已包含在我们的RTC框架中。我们还考虑批处理标记点过程的重要特殊情况。我们说明了我们的方法如何自然地允许人们在保留良好的平稳性的同时区分批中的标记。

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