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Necessary and sufficient conditions for realizability of point processes

Kuna, T., Lebowitz, J. and Speer, E. (2011) Necessary and sufficient conditions for realizability of point processes. Annals of Applied Probability, 21 (4). pp. 1253-1281. ISSN 1050-5164

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To link to this article DOI: 10.1214/10-AAP703

Abstract/Summary

We give necessary and sufficient conditions for a pair of (generali- zed) functions 1(r1) and 2(r1, r2), ri 2X, to be the density and pair correlations of some point process in a topological space X, for ex- ample, Rd, Zd or a subset of these. This is an infinite-dimensional version of the classical “truncated moment” problem. Standard tech- niques apply in the case in which there can be only a bounded num- ber of points in any compact subset of X. Without this restriction we obtain, for compact X, strengthened conditions which are necessary and sufficient for the existence of a process satisfying a further re- quirement—the existence of a finite third order moment. We general- ize the latter conditions in two distinct ways when X is not compact.

Item Type:Article
Refereed:Yes
Divisions:Faculty of Science > School of Mathematical and Physical Sciences > Department of Mathematics and Statistics
ID Code:21696
Publisher:Institute of mathematical statistics

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