Milne, Robin Kingsley

### Description

This thesis is concerned with multivariate point processes in R¹.
For the purposes of this general survey a multivariate point process may
be thought of as a series of events of finitely many distinguishable
types happening in time.
Chapter One defines a multivariate point process and shows that such
a process is uniquely specified once a consistent set of finite-dimensional
distributions is given. This result is essentially known. Notions such
as those of independence, superposition,...[Show more] moment measures, stationarity,
intensities, parameters, orderliness, fixed atoms, convergence in distribution,
triangular array, and complete randomness are then defined. Most of these
are fairly straightforward extensions of the definitions for univariate
point processes. Finally, we present some examples of multivariate point
processes and define, in particular, what we mean by a Poisson process.
The next chapter is based on ideas in Milne ( 1971) but the results
are presented here for bivariate point processes in R¹ instead of for
univariate point processes in Rⁿ as in that paper. The basic result,
well-known in the univariate case, is an extension to non-orderly processes
of Korolyuk's theorem connecting the intensity and the parameter. We
give related results for higher-order moments and some stationarity results
which are used later. Our methods are extensions of techniques of
Leadbetter (1968) and are capable of further extension e.g. to processes
in Rⁿ (Milne, 1971).
In Chapter Three we study extensions to multivariate point processes
of the Palm functions introduced for univariate point processes by Palm
(1943) and Khinchin (1955). These functions are of interest in their own
right as well as being useful in later discussion of superposition results.
It is shown that the usual subadditivity and convexity methods appear to be inadequate for a full treatment of Palm functions in the multivariate case
but that we can proceed using extensions of recent techniques of Belyaev
(1968, 1970) and Leadbetter (1970). Next, we derive some generalizations
of the sc-called Palm-Khinchin formulae for univariate point processes.
Examples of bivariate Palm functions are exhibited for the randomly
translated Poisson process and given an intuitive interpretation. Finally,
the representation due to Fieger (196h) for the probabilities of a general
non-orderly, stationary, univariate point process is derived from an
extension of our representation in terms of multivariate Palm functions
for the probabilities of a stationary, strongly orderly, multivariate
point process.
The fourth chapter introduces probability generating functionals for
multivariate point processes. These are our main tool in later discussion
of infinite divisibility and superpositions. Most of the results are
extensions of previous work for univariate point processes (Moyal, 1962;
Vere-Jones, 1968, 1970; Westcott, 19715) but we pay special attention to
the complications arising from fixed atoms. An example is given to
illustrate the complications which arise from such fixed atoms when
convergence in distribution is discussed. The concept of independence
for multivariate point processes is considered in relation to the
probability generating functional.
Infinitely divisible multivariate point processes are introduced in
Chapter Five which outlines some results about their finite-dimensional
distributions and gives a constructive derivation of the canonical form
of the probability generating functional of such a process. Multivariate
Poisson cluster processes are considered and the randomly translated
Poisson process looked at from this point of view. We then investigate
more general infinitely divisible bivariate Poisson processes, answer
some questions raised by Cox and Lewis (1970), and make connections with recent work of Newman (1970), and Milne and Westcott (1972) on Gauss-
Poisson processes. Finally, some results on convergence of infinitely
divisible multivariate point processes are derived.
This last result is applied in Chapter Six in discussing the convergence
of the 'row sums’ of a triangular array of multivariate point processes
to a multivariate Poisson process. We first consider convergence to a
general infinitely divisible multivariate process and then specialize our
result to the case of convergence to an infinitely divisible multivariate
Poisson process with independent marginals. Also, in this case the conditions
for convergence are rephrased in terms of multivariate Palm functions using
the results of Chapter Three and connections made with the previous work
by Khinchin (1955), Ososkov (1956), Grigelionis (1963) on univariate
point processes and by Cinlar (l968) on multivariate point processes.
It is shown that a superposition theorem of Vere-Jones (1968) is an
interesting special case of the result of Grigelionis (1963) and hence that
the conditions of the former theorem may be made necessary as well as
sufficient. Lastly, as a diversion to illustrate a direct approach to
superposition problems, we improve slightly a theorem of Goldman (l967b)
about convergence to a stationary univariate Poisson process in Rⁿ .
The final chapter returns to the oft-recurring randomly translated
Poisson process to discuss a special identifiability problem viz, how
much information a complete input-output record contains about the
displacement distribution. The result for Poisson processes in R¹ is
contained in Milne (1970) and this chapter shows how, with minor modifications
to the argument, the result may be extended to Poisson processes in Rⁿ
i.e. we consider a Poisson process in Rn randomly displaced by a bivariate
distribution. It is shown that, from a complete input-output record, the
displacement distribution is identifiable with probability one. This
result flows essentially from an application of the pointwise ergodic theorem using some results which are derived about the form of some
joint distributions. The connection of this identifiability result
with recent work of Brown (1970) is also discussed.

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