Improved criteria for distributional convergence of point processes
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Publication:1374624
DOI10.1016/S0304-4149(96)00077-4zbMATH Open0879.60050MaRDI QIDQ1374624FDOQ1374624
Authors: Olav Kallenberg 
Publication date: 10 December 1997
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Recommendations
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Convergence of probability measures (60B10) Infinitely divisible distributions; stable distributions (60E07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57)
Cites Work
- Extremes and related properties of random sequences and processes
- Title not available (Why is that?)
- Doubly stochastic Poisson processes
- Title not available (Why is that?)
- Title not available (Why is that?)
- Characterization and convergence of random measures and point processes
- Convergence and existence of random set distributions
- Spreading and predictable sampling in exchangeable sequences and processes
Cited In (7)
- A convergence criterion for systems of point processes from the convergence of their stochastic intensities
- Convergence to Lévy stable processes under some weak dependence conditions
- Point processes characterized by their one dimensional distributions
- Title not available (Why is that?)
- Convergence in distribution of point processes on Polish spaces to a simple limit
- On the convergence for null-arrays of the point processes
- On the longest gap between power-rate arrivals
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