Splitting‐characterizations of the Papangelou process |
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Authors: | Benjamin Nehring Mathias Rafler Hans Zessin |
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Institution: | 1. Universit?t Potsdam, Institut für Mathematik, 14469 Potsdam, Germany;2. TU Berlin, Fakult?t II, 10587 Berlin, Germany;3. Fakult?t für Mathematik der Universit?t Bielefeld, 33501 Bielefeld, Germany |
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Abstract: | For point processes we establish a link between integration‐by‐parts‐ and splitting‐formulas which can also be considered as integration‐by‐parts‐formulas of a new type. First we characterize finite Papangelou processes in terms of their splitting kernels. The main part then consists in extending these results to the case of infinitely extended Papangelou and, in particular, Pólya and Gibbs processes. |
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Keywords: | Papangelou processes characterization of point processes independent splittings Gibbs processes 82B21 60G55 60K35 |
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