On approximations to generalized Cox processes

MaRDI QIDQ2771992zbMATH OpenFDO

Authors V. Yu. Korolev, Vladimir E. Bening

Publication date 18 February 2002

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

rate of convergenceasymptotic expansionsconcentration functionslocation mixtures of normal laws

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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(18)

• On Convergence of Distributions of Compound Cox Processes to Stable Laws
• The limit distribution for the multivariate generalized Cox process
• On a method for modelling square-Gaussian Cox processes
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• On Cox processes and gamma renewal processes
• Computer Performance Evaluation. Modelling Techniques and Tools
• Uniform approximation of the Cox–Ingersoll–Ross process via exact simulation at random times
• Asymptotic behavior of compound nonordinary Cox processes with nonzero means
• The asymptotic behavior of extrema of compound Cox processes with nonzero means
• scientific article; zbMATH DE number 6123202 (Why is no real title available?)
• scientific article; zbMATH DE number 4184500 (Why is no real title available?)
• Time sensitive functionals of marked Cox processes
• Coarsening at random in general sample spaces and random censoring in continuous time
• Density estimation for compound Cox processes on hyperspheres
• Theorems on large deviations for randomly indexed sum of weighted random variables
• Estimates of the rate of convergence for distributions of generalized doubly stochastic Poisson processes with nonzero means to shift mixtures of Gaussian laws
• Log-Gaussian Cox processes in infinite-dimensional spaces
• Generalized Gamma measures and shot-noise Cox processes

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