Poisson approximations for time-changed point processes
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Publication:1106547
DOI10.1016/0304-4149(88)90040-3zbMATH Open0651.60062OpenAlexW2011316609MaRDI QIDQ1106547FDOQ1106547
Authors: Timothy C. Brown, M. Gopalan Nair 
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)90040-3
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Cites Work
Cited In (15)
- A simple proof of the multivariate random time change theorem for point processes
- Rescaling Marked Point Processes
- Title not available (Why is that?)
- On the optimality of multivariate Poisson approximation
- On convergence in variation of the distributions of multivariate point processes
- A note on the exponentiality of total hazards before failure
- Time series with Poisson point process.
- A new approach to Poisson approximation of simple point processes using compensators
- Time-changed Poisson processes
- Random time change and an integral representation for marked stopping times
- On non-simple marked point processes
- Transforming spatial point processes into Poisson processes
- Random space change for multiparameter point processes
- A characterization of the spatial Poisson process and changing time
- Title not available (Why is that?)
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