A compensator characterization of point processes on toplogical lattices

G. Ivanoff, E. Merzbach, M. Plante

Research output: Contribution to journalArticlepeer-review

Abstract

We resolve the longstanding question of how to define the compensator of a point processon a general partially ordered set in such a way that the compensator exists, is unique, andcharacterizes the law of the process. We define a family of one-parameter compensatorsand prove that this family is unique in some sense and characterizes the finite dimensionaldistributions of a totally ordered point process. This result can then be applied to a generalpoint process since we prove that such a process can be embedded into a totally orderedpoint process on a larger space. We present some examples, including the partial sum multiparameter process, single line point processes, multiparameter renewal processes, andobtain a new characterization of the two-parameter Poissonprocess.
Original languageAmerican English
Pages (from-to)47-74
JournalElectronic Journal of Probability
Volume12
StatePublished - 2007

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