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

marked point processesconditional intensitiesdual predictable projection. Point processesmartingale-based theory of point processes

Mathematics Subject Classification ID

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

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

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

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)