• Title of article

    Local hitting and conditioning in symmetric interval partitions

  • Author/Authors

    Kallenberg، نويسنده , , Olav، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    30
  • From page
    241
  • To page
    270
  • Abstract
    By a symmetric interval partition we mean a perfect, closed random set Ξ in [0,1] of Lebesgue measure 0, such that the lengths of the connected components of Ξc occur in random order. Such sets are analogous to the regenerative sets on R+, and in particular there is a natural way to define a corresponding local time random measure ξ with support Ξ. In this paper, the authorʹs recently developed duality theory is used to construct versions of the Palm distributions Qx of ξ with attractive continuity and approximation properties. The results are based on an asymptotic formula for hitting probabilities and a delicate construction and analysis of conditional densities.
  • Keywords
    Palm measure duality , Local time random measure , Exchangeable random sets , Conditional densities , Hitting probabilities
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2001
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576860