Browse by: Author name - Classification - Keywords - Nature

IX: 02, 97-153, LNM 465 (1975)
Processus stationnaires et mesures de Palm du flot spécial sous une fonction (Ergodic theory, General theory of processes)
This paper takes over several topics of 901, with important new results and often with simpler proofs. It contains results on the existence of ``perfect'' versions of helixes and stationary processes, a better (uncompleted) version of the filtration itself, a more complete and elegant exposition of the Ambrose-Kakutani theorem, taking the filtration into account (the fundamental counter is adapted). The general theory of processes (projection and section theorems) is developed for a filtered flow, taking into account the fact that the filtrations are uncompleted. It is shown that any bounded measure that does not charge ``polar sets'' is the Palm measure of some increasing helix (see also Geman-Horowitz (Ann. Inst. H. Poincaré, 9, 1973). Then a deeper study of flows under a function is performed, leading to section theorems of optional or previsible homogeneous sets by optional or previsible counters. The last section (written in collaboration with J.~Jacod) concerns a stationary counter (discrete point process) in its natural filtration, and its stochastic intensity: here it is shown (contrary to the case of processes indexed by a half-line) that the stochastic intensity does not determine the law of the counter
Keywords: Filtered flows, Flow under a function, Ambrose-Kakutani theorem, Helix, Palm measures, Perfection, Point processes
Nature: Original
Retrieve article from Numdam