A martingale approach to the Poisson convergence of simple point processes

DOI10.1214/aop/1176995481zbMath0383.60050OpenAlexW2086056444MaRDI QIDQ1248841

Timothy C. Brown

Publication date: 1978

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995481

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (22)

Weak convergence of processes in D(R) and compensation of point processes ⋮ Weak convergence of processes and preservation of predictability ⋮ A large scale analysis of unreliable stochastic networks ⋮ On the convergence of point processes ⋮ Lifetesting and estimation with arbitrary distribution function ⋮ A large sample property in approximating the superposition of i.i.d. finite point processes ⋮ Poisson process approximation for dependent superposition of point processes ⋮ Weak convergence of stochastic point processes ⋮ On convergence in variation of the distributions of multivariate point processes ⋮ Unnamed Item ⋮ A Scaling Analysis of a Transient Stochastic Network ⋮ Evolution in predator-prey systems ⋮ Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line ⋮ Some limit theorems for simple point processes (a martingale approach) ⋮ Poisson convergence in two dimensions with application to row and column exchangeable arrays ⋮ A convergence criterion for systems of point processes from the convergence of their stochastic intensities ⋮ On the Asymptotic Distribution of Nucleation Times of Polymerization Processes ⋮ Compensators and Cox convergence ⋮ Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments ⋮ Convergence of compensators of simple point processes ⋮ Stability theorem for stochastic differential equations with jumps ⋮ A Compensator Characterization of Planar Point Processes

This page was built for publication: A martingale approach to the Poisson convergence of simple point processes