Stability for random measures, point processes and discrete semigroups

TL;DR

This paper characterizes discrete stability for random measures and point processes, showing they are Cox processes with stable intensities, and introduces new representations and applications to discrete semigroups.

Contribution

It provides spectral, LePage, and cluster representations for discrete stable processes, extending stability concepts to discrete semigroups and introducing Sibuya point processes.

Findings

Discrete stable processes are Cox processes with stable intensities.

Spectral and LePage representations are derived for stable random measures.

New cluster representations using Sibuya point processes are introduced.

Abstract

Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed into the corresponding binomial distribution. Similarly defining the scaling operation as thinning of counting measures we characterise the corresponding discrete stability property of point processes. It is shown that these processes are exactly Cox (doubly stochastic Poisson) processes with strictly stable random intensity measures. We give spectral and LePage representations for general strictly stable random measures without assuming their independent scattering. As a consequence, spectral representations are obtained for the probability generating functional and void probabilities of discrete stable processes. An alternative cluster representation for such processes is also derived using the so-called Sibuya point processes, which constitute a new family of purely random point processes. The obtained results are then applied to explore stable random elements in discrete semigroups, where the scaling is defined by means of thinning of a point process on the basis of the semigroup. Particular examples include discrete stable vectors that generalise discrete stable random variables and the family of natural numbers with the multiplication operation, where the primes form the basis.