Skip to main content
eScholarship
Open Access Publications from the University of California

Department of Statistics, UCLA

Department of Statistics Papers bannerUCLA

Rescaling Marked Point Processes

Abstract

n 1971, Meyer showed how one could use the compensator to rescale a multivariate point process, forming independent Poisson processes with intensity one. Meyer’s result has been generalized to multi-dimensional point processes. Here, we explore generalization of Meyer’s theorem to the case of marked point processes, where the mark space may be quite general. Assuming simplicity and the existence of a conditional intensity, we show that a marked point process can be transformed into a compound Poisson process with unit total rate and a fixed mark distribution.

Main Content
For improved accessibility of PDF content, download the file to your device.
Current View