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ABSTRACT:
n 1971, Meyer showed how one could use the compensator to rescale a multivariate point process, forming independent Poisson processes with intensity one. Meyer’s result has been generalized to multi-dimensional point processes. Here, we explore generalization of Meyer’s theorem to the case of marked point processes, where the mark space may be quite general. Assuming simplicity and the existence of a conditional intensity, we show that a marked point process can be transformed into a compound Poisson process with unit total rate and a fixed mark distribution.

SUGGESTED CITATION:
David Vere-Jones and Federic P. Schoenberg, "Rescaling Marked Point Processes" (January 1, 2004). Department of Statistics, UCLA. Department of Statistics Papers. Paper 2004010106.
http://repositories.cdlib.org/uclastat/papers/2004010106