Hammersley’s process with sources and sinks

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Hammersley’s process with sources and sinks

We show that, for a stationary version of Hammersley’s process, with Poisson “sources” on the positive x-axis, and Poisson “sinks” on the positive y-axis, an isolated second class particle, located at the origin at time zero, moves asymptotically, with probability one, along the characteristic of a conservation equation for Hammersley’s process. This allows us to show that Hammersley’s process ...

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Hammersley’s Process with Sources and Sinks by Eric Cator

We show that, for a stationary version of Hammersley’s process, with Poisson “sources” on the positive x-axis, and Poisson “sinks” on the positive y-axis, an isolated second-class particle, located at the origin at time zero, moves asymptotically, with probability 1, along the characteristic of a conservation equation for Hammersley’s process. This allows us to show that Hammersley’s process wi...

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An invariance result for Hammersley’s process with sources and sinks

Let P1 be a Poisson process of intensity λ1 on the positive x-axis, P2 a Poisson process of intensity λ2 on the positive y-axis, and P a Poisson process of intensity λ1λ2 in the interior of IR +, where P1, P2 and P are independent. Then the extended Hammersley process Lλ1(·, t) with sources and sinks given by P1 and P2, respectively, is distributed as a Poisson point process with intensity λ1 f...

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Identifying Sources and Sinks in the Presence of Multiple Agents with Gaussian Process Vector Calculus

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ژورنال

عنوان ژورنال: The Annals of Probability

سال: 2005

ISSN: 0091-1798

DOI: 10.1214/009117905000000053