Title of article :
Local hitting and conditioning in symmetric interval partitions
Author/Authors :
Kallenberg، نويسنده , , Olav، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Pages :
30
From page :
241
To page :
270
Abstract :
By a symmetric interval partition we mean a perfect, closed random set Ξ in [0,1] of Lebesgue measure 0, such that the lengths of the connected components of Ξc occur in random order. Such sets are analogous to the regenerative sets on R+, and in particular there is a natural way to define a corresponding local time random measure ξ with support Ξ. In this paper, the authorʹs recently developed duality theory is used to construct versions of the Palm distributions Qx of ξ 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.
Keywords :
Palm measure duality , Local time random measure , Exchangeable random sets , Conditional densities , Hitting probabilities
Journal title :
Stochastic Processes and their Applications
Serial Year :
2001
Journal title :
Stochastic Processes and their Applications
Record number :
1576860
Link To Document :
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