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Stationary Point Process


There are at least two distinct notions of when a point process is stationary.

The most commonly utilized terminology is as follows: Intuitively, a point process X defined on a subset A of R^d is said to be stationary if the number of points lying in A depends on the size of A but not its location. On the real line, this is expressed in terms of intervals: A point process N on R is stationary if for all x>0 and for k=0,1,2,...,

 Pr{N(t,t+x]=k}

depends on the length of x but not on the location t.

Stationary point processes of this kind were originally called simple stationary, though several authors call it crudely stationary instead. In light of the notion of crude stationarity, a different definition of stationary may be stated in which a point process N is stationary whenever for every r=1,2,3,... and for all bounded Borel subsets A_1,A_2,...,A_r of R, the joint distribution of {N(A_1+t),...,N(A_r+t)} does not depend on t in R. This distinction also gives rise to a related notion known as interval stationarity.

Some authors use the alternative definition of an intensity function rho, however, and conclude that a point process N is stationary whenever rho is a constant function. In this case, N may also be called homogeneous or first order stationary (Pawlas 2008).

Other notions of stationarity exist for more general spaces as well; information on such spaces can be found in the work of, e.g., Daley and Vere-Jones (2007).


See also

Bond Percolation, Bootstrap Percolation, Cayley Tree, Cluster, Cluster Perimeter, Lattice Animal, Percolation Theory, Percolation Threshold, Polyomino, Random Walk, s-Cluster, s-Run, Site Percolation

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References

Daley, D. J. and Vere-Jones, D. An Introduction to the Theory of Point Processes Volume I: Elementary Theory and Methods, 2nd ed. New York: Springer, 2003.Daley, D. J. and Vere-Jones, D. An Introduction to the Theory of Point Processes Volume II: General Theory and Structure, 2nd ed. New York: Springer, 2007.Pawlas, Z. "Spatial Modeling and Spatial Statistics." 2008. http://www.math.ku.dk/~pawlas/rumlig.pdf.

Cite this as:

Weisstein, Eric W. "Stationary Point Process." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/StationaryPointProcess.html

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