Poisson approximations for time-changed point processes

DOI10.1016/0304-4149(88)90040-3MaRDI QIDQ1106547zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

point processstopping timeslocal martingalevariation distancesurvival models.time transformed point processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cites work

• scientific article; zbMATH DE number 4157632 (Why is no real title available?)
• scientific article; zbMATH DE number 3778410 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Some Poisson approximations using compensators
• Séminaire de probabilités. V. Université de Strasbourg

Cited in

(15)

• A simple proof of the multivariate random time change theorem for point processes
• Rescaling Marked Point Processes
• scientific article; zbMATH DE number 4032726 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 4157632 (Why is no real title available?)

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