Convergence of thinning processes using compensators
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Publication:1086912
DOI10.1016/0304-4149(86)90021-9zbMath0609.60060MaRDI QIDQ1086912
Publication date: 1986
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(86)90021-9
60G10: Stationary stochastic processes
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Cites Work
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- Dependent thinning of point processes
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- Weak convergence of high level exceedances by a stationary sequence
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