Poisson Cluster Measures: Quasi-invariance, Integration by Parts and Equilibrium Stochastic Dynamics

dc.creatorBogachev, Leonid
dc.creatorDaletskii, Alexei
dc.date2008-03-31
dc.date2008-10-07
dc.date.accessioned2026-07-07T10:07:36Z
dc.date.available2026-07-07T10:07:36Z
dc.descriptionThe distribution $μ_{cl}$ of a Poisson cluster process in $X=\mathbb{R}^{d}$ (with i.i.d. clusters) is studied via an auxiliary Poisson measure on the space of configurations in $\mathfrak{X}=\sqcup_{n} X^n$, 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 $μ_{cl}$ is quasi-invariant with respect to the group of compactly supported diffeomorphisms of $X$ and prove an integration-by-parts formula for $μ_{cl}$. The corresponding equilibrium stochastic dynamics is then constructed using the method of Dirichlet forms.
dc.descriptionRevised version; has been accepted for publication in Journal of Functional Analysis
dc.identifierhttps://arxiv.org/abs/0803.4496
dc.identifierhttp://arxiv.org/abs/0803.4496
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/170692
dc.subjectFunctional Analysis
dc.subjectProbability
dc.subject58J65 (Primary); 31C25, 46G12, 60G55, 70F45 (Secondary)
dc.titlePoisson Cluster Measures: Quasi-invariance, Integration by Parts and Equilibrium Stochastic Dynamics
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