ζ(*w*) < ∞. We can define a σ-finite measure **n**on *W* so that

for 0 < *t*_{1} < *t*_{2} < · · · < *t _{n}* and

from which it follows that **n**(*W*^{−}) < ∞.

Let **p**= {**p**_{t}, *t* ≥ 0} be the Poisson point process taking values in *W* with characteristic measure **n** on an appropriate probability space (Ω, *P*). Clearly, **p**is a sum of independent Poisson point processes **p**^{+} and **p**^{−} with characteristic ...

Start Free Trial

No credit card required