most citedConstruction and Characterisation of Stationary and Mass-Stationary Random Measures on

1 citations · 1 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2014★ 1 cited

Construction and Characterisation of Stationary and Mass-Stationary Random Measures on

Guenter Last, Hermann Thorisson

Mass-stationarity means that the origin is at a typical location in the mass of a random measure. It is an intrinsic characterisation of Palm versions with respect to stationary ra…

math.PR2010

Percolation and limit theory for the Poisson lilypond model

Guenter Last, Mathew D. Penrose

The lilypond model on a point process in -space is a growth-maximal system of non-overlapping balls centred at the points. We establish central limit theorems for the total volu…

math.PR2010

Martingale representation for Poisson processes with applications to minimal variance hedging

Guenter Last, Mathew D. Penrose

We consider a Poisson process on a measurable space $(\BY,\mathcal{Y})$ equipped with a partial ordering, assumed to be strict almost everwhwere with respect to the intensity m…