Characterization of palm distributions and infinitely divisible random measures

1977 ◽  
Vol 39 (3) ◽  
pp. 257-262 ◽  
Author(s):  
Helmut Wegmann
Keyword(s):  
Random Measures ◽  
Infinitely Divisible ◽  
Palm Distributions

Rarefactions of compound point processes

1984 ◽  
Vol 21 (04) ◽  
pp. 710-719
Author(s):  
Richard F. Serfozo
Keyword(s):  
Poisson Process ◽  
Point Process ◽  
Classical Result ◽  
Point Processes ◽  
Rare Events ◽  
Random Measure ◽  
Bernoulli Trials ◽  
Random Measures ◽  
Infinitely Divisible ◽  
Independent Increments

The Poisson process is regarded as a point process of rare events because of the classical result that the number of successes in a sequence of Bernoulli trials is asymptotically Poisson as the probability of a success tends to 0. It is shown that this rareness property of the Poisson process is characteristic of any infinitely divisible point process or random measure with independent increments. These processes and measures arise as limits of certain rarefactions of compound point processes: purely atomic random measures with uniformly null atom sizes. Examples include thinnings and partitions of point processes.

scholarly journals GENERATING FUNCTIONS OF CAUCHY–STIELTJES TYPE FOR ORTHOGONAL POLYNOMIALS

2009 ◽  
Vol 12 (01) ◽  
pp. 91-98 ◽  
Author(s):  
MAREK BOŻEJKO ◽  
NIZAR DEMNI
Keyword(s):  
Orthogonal Polynomials ◽  
Generating Functions ◽  
Short Proof ◽  
Probabilistic Interpretation ◽  
Infinitely Divisible ◽  
The Family ◽  
Multiplicative Renormalization ◽  
Renormalization Method ◽  
Stieltjes Type

We give a free probabilistic interpretation of the multiplicative renormalization method. As a byproduct, we give a short proof of the Asai–Kubo–Kuo problem on the characterization of the family of measures for which this method applies with h(x) = (1 - x)-1 which turns out to be the free Meixner family. We also give a representation of the Voiculescu transform of all free Meixner laws (even in the non-freely infinitely divisible case).

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