A martingale approach to the Poisson convergence of simple point processes

Cited In (22)

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Weak convergence of processes and preservation of predictability
On the convergence of point processes
On convergence in variation of the distributions of multivariate point processes
A convergence criterion for systems of point processes from the convergence of their stochastic intensities
Compensators and Cox convergence
A large scale analysis of unreliable stochastic networks
Lifetesting and estimation with arbitrary distribution function
Poisson process approximation for dependent superposition of point processes
Some limit theorems for simple point processes (a martingale approach)
A scaling analysis of a transient stochastic network
Convergence of compensators of simple point processes
Weak convergence of stochastic point processes
Poisson convergence in two dimensions with application to row and column exchangeable arrays
On the asymptotic distribution of nucleation times of polymerization processes
A compensator characterization of planar point processes
A large sample property in approximating the superposition of i.i.d. finite point processes
Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments
Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
Stability theorem for stochastic differential equations with jumps
Evolution in predator-prey systems
Weak convergence of processes in D(R) and compensation of point processes

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