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

compensation approachBernoulli processesstationary Markov chains

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 758218
• Convergence of compensators of simple point processes
• scientific article; zbMATH DE number 3558691
• scientific article; zbMATH DE number 59497
• Concentration inequalities for a removal-driven thinning process
• Convergence of diffusion processes
• Convergence of diffusion processes
• Thinning of Cluster Processes: Convergence of Sums of Thinned Point Processes
• On the convergence of ``threshold accepting
• scientific article; zbMATH DE number 4048768

Cites work

• scientific article; zbMATH DE number 3168164 (Why is no real title available?)
• scientific article; zbMATH DE number 3576395 (Why is no real title available?)
• scientific article; zbMATH DE number 3452925 (Why is no real title available?)
• A Poisson-type limit theorem for mixing sequences of dependent 'rare' events
• Compensators and Cox convergence
• Compositions, inverses and thinnings of random measures
• Convergence of sums of dependent point processes to Poisson processes
• Dependent thinning of point processes
• Extreme Values in Samples from $m$-Dependent Stationary Stochastic Processes
• Extreme Values in Uniformly Mixing Stationary Stochastic Processes
• Extreme value theory for continuous parameter stationary processes
• High-Level exceedances of regenerative and semi-stationary processes
• Limit theorems for thinning of renewal point processes
• On extreme values in stationary sequences
• Ordered thinnings of point processes and random measures
• Some Poisson approximations using compensators
• Some limit theorems for simple point processes (a martingale approach)
• Thinning and rare events in point processes
• Weak convergence of high level exceedances by a stationary sequence

Cited in

(5)

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

This page was built for publication: Convergence of thinning processes using compensators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1086912)