Weak convergence of stochastic point processes

DOI10.1007/BF00969847zbMath0501.60041OpenAlexW2036346316MaRDI QIDQ1172322

Remigijus Mikulevičius, Bronius Grigelionis

Publication date: 1982

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00969847

zbMATH Keywords

weak convergence of measuresdual predictable projections

Mathematics Subject Classification ID

Random measures (60G57) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Calcul stochastique et problèmes de martingales
• Martingale characterization of random processes with independent increments
• A martingale approach to the Poisson convergence of simple point processes
• Point processes and random measures
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