Poisson cluster measures: Quasi-invariance, integration by parts and equilibrium stochastic dynamics

L. Bogachev, A. Daletskii

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Abstract

The distribution µcl of a Poisson cluster process in X = Rd (with i.i.d. clusters) is studied via an auxiliary Poisson measure on the space of configurations in X = FnXn, with intensity measure defined as a convolution of the background intensity of cluster centres and the probability distribution of a generic cluster. We show that the measure µcl is quasiinvariant with respect to the group of compactly supported diffeomorphisms ofX and prove an integration-by-parts formula for µcl. The corresponding equilibrium stochastic dynamics is then constructed using the method of Dirichlet forms
Original languageEnglish
Pages (from-to)432-478
Number of pages46
JournalJournal of Functional Analysis
Volume256
Issue number2
DOIs
Publication statusPublished - 15 Jan 2009

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© 2009 Elsevier B.V. This is an author produced version of a paper published in Journal of Functional Analysis. Uploaded in accordance with the publisher's self archiving policy.

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