Exit spaces for Cox processes and the Pólya sum process

Mathias Rafler · arXiv (Cornell University) · 2013

For Cox processes we construct a Markov process with increasing paths to couple the condensations of the Cox process in a monotone way. A similar procedure procedure yields an analogue Markov process for the Pólya sum process. Moreover, we identify the exit spaces of these Markov processes and identify them firstly as mixtures of certain extremal processes, i.e. as a process in a random environment, and secondly as Gibbs processes.

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