Convergence of thinning processes using compensators

DOI10.1016/0304-4149(86)90021-9MaRDI QIDQ1086912zbMATH OpenOpenAlexFDO

Authors Fred Boeker

Publication date 1986

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(86)90021-9

zbMATH Keywords

Bernoulli processescompensation approachstationary Markov chains

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Review text

For each \(n=1,2,..\). let \(\eta_ n\) be a simple point process with possible points only at the positive integers: \(\eta_ n=\sum^{\infty}_{j=1}X_{nj}\delta_ j\), where the \(X_{nj}'s\) are (dependent) 0-1 random variables. Using the compensation approach, the paper gives, for various types of such processes, thinning conditions implying the convergence of suitable scalings \(\eta_ ng_ n^{-1}\) to a Poisson process with rate 1. The types in question are 0-1 Markov chains with nonstationary transition probabilities, 2-dependent stationary Markov chains, the times of success runs in Bernoulli processes and the times of high level exceedances in stationary processes.

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Cites work

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Cited in

(5)

• On dependent marking and thinning of point processes
• Thinning of Cluster Processes: Convergence of Sums of Thinned Point Processes
• Limits of generalized compound point processes
• scientific article; zbMATH DE number 59497 (Why is no real title available?)
• scientific article; zbMATH DE number 919332 (Why is no real title available?)

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