Point processes indexed by directed sets

DOI10.1016/0304-4149(88)90078-6MaRDI QIDQ1110909zbMATH OpenOpenAlexFDO

Authors Gerald Mazziotto, Ely Merzbach

Publication date 1988

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

Full work available at URL https://doi.org/10.1016/0304-4149(88)90078-6

zbMATH Keywords

conditional intensitiesdual predictable projection. Point processesmarked point processesmartingale-based theory of point processes

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57) Random fields (60G60)

Review text

Point processes are considered in the case where the carrier space is a directed set, not necessarily totally ordered. By extension of the carrier space, it is possible to construct a copy of the point process on a larger carrier space in which the points are now totally-ordered. This permits the construction of a martingale-based theory of point processes. The theory is an alternative to the general one of conditional intensities [see \textit{F. Papangelou}, Z. Wahrscheinlichkeitstheor. verw. Geb. 28, 207-226 (1974; Zbl 0271.60056)] or to the use of marked point processes for spaces like \({\mathbb{R}}^ k\) [see, for example, the reviewer, \textit{B. G. Ivanoff} and \textit{N. C. Weber}, Stochastic Processes Appl. 23, 307-318 (1986; Zbl 0614.60046)].

Recommendations

• A martingale characterization of the set-indexed poisson process
• scientific article; zbMATH DE number 4169772
• An introduction to the theory of point processes
• An Introduction to the Theory of Point Processes
• Point processes on directed linear networks

Cites work

• A characterization of the spatial Poisson process and changing time
• A martingale approach to point processes in the plane
• Calcul stochastique et problèmes de martingales
• Characterization and convergence of random measures and point processes
• Characterization of compensators for point processes on the plane
• Compensators and Cox convergence
• Completely random measures
• Filtrations for the two parameter jump process
• scientific article; zbMATH DE number 3686499 (Why is no real title available?)
• scientific article; zbMATH DE number 3721832 (Why is no real title available?)
• scientific article; zbMATH DE number 3727326 (Why is no real title available?)
• scientific article; zbMATH DE number 3502485 (Why is no real title available?)
• scientific article; zbMATH DE number 3438154 (Why is no real title available?)
• Locally finite random sets: Foundations for point process theory
• Optional sampling of submartingales indexed by partially ordered sets
• Poisson convergence in two dimensions with application to row and column exchangeable arrays
• Predictable and dual predictable projections of two-parameter stochastic processes
• Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
• Repr�sentation des martingales de carr� integrable relative aux processus de Wiener et de Poisson � n param�tres
• The conditional intensity of general point processes and an application to line processes
• The optional sampling theorem for martingales indexed by directed sets
• The optional sampling theorem for processes indexed by a partially ordered set
• The statistical analysis of spatial pattern

Cited in

(8)

• Predictable projections for point process filtrations
• Poisson convergence for set-indexed empirical processes
• A note on expansion for functionals of spatial marked point processes
• Directed Markov point processes as limits of partially ordered Markov models
• Point processes on directed linear networks
• What is a multi-parameter renewal process?
• Directional distributions for multi-dimensional random point processes
• A compensator characterization of planar point processes

This page was built for publication: Point processes indexed by directed sets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1110909)