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Ergodic Properties of Palm and Spacing Measures

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Abstract

We derive some simple relations between the distribution of a stationary random measure and its associated Palm or spacing measure. The results lead to various limit theorems involving Cesàro and other averages. We also show how the general notion of spacing measure can be used to obtain a probabilistic description of the stationary version of a regenerative set or process.

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Kallenberg, O. Ergodic Properties of Palm and Spacing Measures. Journal of Theoretical Probability 15, 77–96 (2002). https://doi.org/10.1023/A:1013889222507

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