On dependent marking and thinning of point processes
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Cites work
- scientific article; zbMATH DE number 3223983 (Why is no real title available?)
- A Unification of Some Software Reliability Models
- Comparing Semi-Markov Processes
- Compensator conditions for stochastic ordering of point processes
- Ergodicity and inequalities in a class of point processes
- Markov chain models - rarity and exponentiality
- Monotone matrices and monotone Markov processes
- Monotonicity and comparability of time-homogeneous markov processes with discrete state space
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- On a simple proof of uniformization for continuous and discrete-state continuous-time Markov chains
- Optimal Thinning of a Point Process
- Point processes and queues. Martingale dynamics
- Statistical analysis of counting processes
- Stochastic inequalities on partially ordered spaces
- Stochastic ordering and thinning of point processes
- The Existence of Probability Measures with Given Marginals
- Weak convergence of probability measures and random functions in the function space D[0,∞)
Cited in
(6)- scientific article; zbMATH DE number 3984243 (Why is no real title available?)
- Information-based thinning of point processes and its application to shock models
- Strong approximation of the number of renewal paced record times
- Coupling with compensators
- Gibbsianness and non-Gibbsianness for Bernoulli lattice fields under removal of isolated sites
- Detecting Dependence Between Marks and Locations of Marked Point Processes
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