A discrete-time proof of Neveu's exchange formula

DOI10.2307/3215204zbMath0848.60050OpenAlexW2330473730MaRDI QIDQ4866765

Takis Konstantopoulos, Michael A. Zazanis

Publication date: 8 October 1996

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215204

zbMATH Keywords

stationary stochastic processespoint processesPalm distributionsNeveu's exchange formula

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Measure-theoretic ergodic theory (28D99)

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Stationary flows and uniqueness of invariant measures ⋮ Dynamics of the Box-Ball System with Random Initial Conditions via Pitman’s Transformation

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