Mixing of Poisson random measures under interacting transformations

Abstract

We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical result in the case of deterministic transformations of Poisson measures. The approach relies on moment and covariance identities for Poisson stochastic integrals with random integrands.

References in corpus (3)

• Moment formulae for general point processes
• Girsanov identities for Poisson measures under quasi-nilpotent transformations
• Factorial moments of point processes