Imbedded construction of stationary sequences and point processes with a random memory

DOI10.1007/BF01158695MaRDI QIDQ1339065zbMATH OpenOpenAlexWikidataFDO

Authors Pierre Brémaud, Laurent Massoulié

Publication date 27 July 1995

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01158695

zbMATH Keywords

point processescouplingasymptotic stationarity\((A,m)\)-processesstochastic intensity kernels

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

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Cites work

• scientific article; zbMATH DE number 3866333 (Why is no real title available?)
• scientific article; zbMATH DE number 3595998 (Why is no real title available?)
• scientific article; zbMATH DE number 557946 (Why is no real title available?)
• scientific article; zbMATH DE number 194401 (Why is no real title available?)
• An introduction to the theory of point processes
• Ergodicity and inequalities in a class of point processes
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• On a Representation of Random Variables
• On coupling and weak convergence to stationarity
• On coupling of renewal processes with use of failure rates
• Renewal theorem for a class of stationary sequences
• Stochastically recursive sequences and their generalizations

Cited in

(9)

• Time and Palm stationarity of repairable systems
• Phase transition for infinite systems of spiking neurons
• Stability results for a general class of interacting point processes dynamics, and applications
• Alternative asymptotic inference theory for a nonstationary Hawkes process
• Point processes on directed linear networks
• One-dimensional infinite memory imitation models with noise
• Sensitivity analysis for marked Hawkes processes: application to CLO pricing
• Some monotonicity and dependence properties of self-exciting point processes
• Coupling with compensators

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