Compensators and Cox convergence
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Cites work
- A martingale approach to the Poisson convergence of simple point processes
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3390061 (Why is no real title available?)
- Martingale convergence to mixtures of infinitely divisible laws
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- On mixing and stability of limit theorems
- On the asymptotic behavior of line processes and systems of non-interacting particles
- Position dependent and stochastic thinning of point processes
- Short distances, flat triangles and Poisson limits
- Some limit theorems for simple point processes (a martingale approach)
- The conditional intensity of general point processes and an application to line processes
- Thinning and rare events in point processes
Cited in
(11)- Convergence of thinning processes using compensators
- Point processes indexed by directed sets
- A note on the exponentiality of total hazards before failure
- Poisson convergence in two dimensions with application to row and column exchangeable arrays
- Ordered thinnings of point processes and random measures
- Heavy-tailed configuration models at criticality
- Critical percolation on scale-free random graphs: new universality class for the configuration model
- Convergence of the empirical distribution to the poisson process
- Birth death swap population in random environment and aggregation with two timescales
- Stable convergence of semimartingales
- Stochastic ordering and thinning of point processes
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