Poisson limits of sums of point processes and an particle-survivor model

DOI10.1214/105051606000000763MaRDI QIDQ2467119zbMATH OpenOpenAlexWikidataFDO

Authors Matthew O. Jones, Richard F. Serfozo

Publication date 18 January 2008

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

Full work available at URL https://arxiv.org/abs/math/0703018

zbMATH Keywords

convergence in distribution Laplace functional particle system Poisson process

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: We present sufficient conditions for sums of dependent point processes to converge in distribution to a Poisson process. This extends the classical result of Grigelionis [Theory Probab. Appl. 8 (1963) 172--182] for sums of uniformly null point processes that have Poisson limits. Included is an application in which a particle-survivor point process converges to a Poisson process. This result sheds light on the ``surprising Poisson limit of the species competition process of Durrett and Limic [Stochastic Process. Appl. 102 (2002) 301--309].

Review text

\textit{R. Durrett} and \textit{V. Limic}, [Stochastic Process. Appl., 102, 301--309 (2002; Zbl 1075.60582)] gave a formal treatment of species competition processes. They studied a system in which particles arrive to the interval \((0,1)\) according to a Poisson process, and the location of each particle in the interval has the uniform distribution, independent of everything else. The location of a particle represents the particle's rank, which affects how long it will survive. Whenever a new particle arrives, each particle currently in the interval with a rank below that of the arrival is independently deleted with a fixed probability. The evolution over time of the point process of particles in the interval is represented by a Markov jump process on a space of counting measures. Durrett and Limit [loc. cit.] proved that this Markov process converges to a Poisson process on \((0,1)\). In trying to determine why Poisson processes arise as limits in such applications, the authors of the present paper studied several types of sums of point processes with dependencies that are abstractions of those in the particle process. This led to a general Poisson convergence theorem for sums of dependent point processes (Theorem 1 (p. 267) is a natural framework for establishing Poisson limits of particle-survivor processes). The contents of the remaining sections are as follows. Section 2 contains the main result for the sums of point processes and several corollaries for special cases. Section 3 describes the particle-survivor model and its Poisson limit. Sojourn times of particles in this system and properties of departures are the topics of Section 4. Section 5 gives necessary and sufficient conditions for the stationary distribution of a Markovian particle-survivor process to be that of a Poisson process.

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