A sample-path approach to Palm probabilities
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Previous papers have established sample-path versions of relations between marginal time-stationary and event-stationary (Palm) state probabilities for a process with an imbedded point process. This paper extends the use of sample-path analysis to provide relations between frequencies for arbitrary (measurable) sets in function space, rather than just marginal (one-dimensional) frequencies. We define sample-path analogues of the time-stationary and event-stationary (Palm) probability measures for a process with an imbedded point process, and then derive sample-path versions of the Palm transformation and inversion formulas.
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1982 ◽
Vol 74
(2)
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pp. 248-253
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1990 ◽
Vol 20
(1-5)
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pp. 409-413
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2007 ◽
Vol 13
(1)
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pp. 43-53
1991 ◽
pp. 23-36
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