Poisson convergence in two dimensions with application to row and column exchangeable arrays

DOI10.1016/0304-4149(86)90044-XzbMath0614.60046OpenAlexW1993653071MaRDI QIDQ1819818

Timothy C. Brown, Neville C. Weber, B. Gail Ivanoff

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90044-x

zbMATH Keywords

exchangeable arraysconvergence theorem for a sequence of simple point processesconvergence to a Poisson processsequences of compensators

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

Point processes indexed by directed sets ⋮ Weak convergence of row and column exchangeable arrays ⋮ A martingale characterization of the set-indexed poisson process ⋮ Intensity-based inference for planar point processes ⋮ Transforming spatial point processes into Poisson processes ⋮ A Compensator Characterization of Planar Point Processes

Cites Work

• An extended martingale invariance principle
• A martingale approach to the Poisson convergence of simple point processes
• Compensators and Cox convergence
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Point processes and random measures
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