4
$\begingroup$

Suppose that $\Phi_1$ and $\Phi_2$ represents two independent Poisson point processes respectively with intensity $\lambda_1$ and $\lambda_2$ (therefore). We know very well different operations on Poisson processes preserving the Poisson law like superposition, dilation and thinning.

I would like to know if there is any work on the law of Minkowski sum of two Poisson processes. By Minkowski sum of $\Phi_1=\sum \delta_{x^1_i}$ and $\Phi_2=\sum \delta_{x^2_i}$, I mean a new Point processes like: $\Phi_3=\displaystyle\sum_{i,j} \delta_{x^1_i+x^2_j}$.

I could not find any related literature on this topic, except works on germ-grain model, so any help is appreciated.

$\endgroup$
2
  • 4
    $\begingroup$ Are you sure that this process is locally finite? I do not think so! $\endgroup$ Jan 27, 2015 at 6:18
  • $\begingroup$ Thanks a lot for mentioning this important point; Minkowski sum of two point processes, I think, can be viewed as forming a cluster process. Its specificity is that each point $x$ of $\Phi_1$ are replaced by the translation of points in $\Phi_2$ to $x$. So same discussions can be used here. $\endgroup$
    – Arash
    Apr 4, 2015 at 23:57

1 Answer 1

1
$\begingroup$

Indeed the process is not locally finite if your processes are homogeneous on $R^d$ (that can be deduced from the computations below).

If on the other hand your intensity measures $\lambda_1$ and $\lambda_2$ are finite, then you have a point process that is not Poisson.

Let $K$ be some compact set. Then $$\Phi_3(K)=\sum_{x\in \Phi_1}\Phi_2(K-x).$$ Using Mecke formula yields that $$ E \Phi_3(K)=\int \lambda_1(dx) E(\Phi_2(K-x))=\int \lambda_2(K-x)\lambda_1(dx),$$ and therefore for $K,L$ disjoint $$ E\Phi_3(K)E\Phi_3(L)=\int \int \lambda_2(K-x)\lambda_2(L-y)\lambda_1(dx)\lambda_1(dy)$$ Similar computations yield $$E\Phi_3(K)\Phi_3(L)=\int\int E \Phi_2(K-x)\Phi_2(L-y) \lambda_1(dx)\lambda_1(dy)$$ For any $K,L,x,y,$ writing $$\Phi_2(K-x)=\Phi_2((K-x)\cap(L-y))+\Phi_2((K-x)\setminus(L-y))$$, idem for $\Phi_2(L-y)$, and developing the product yields that in non trivial cases for well chosen $L,K$, $$E\Phi_3(K)\Phi_3(L)>E\Phi_3(K)E\Phi_3(L)$$

$\endgroup$
0

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.