On convergence in variation of the distributions of multivariate point processes

DOI10.1007/BF00533721zbMath0532.60042MaRDI QIDQ3314665

Youri M.Kabanov, Robert Sh. Liptser

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533721

zbMATH Keywords

marked point process; convergence in variation; compensators

Mathematics Subject Classification ID

60B10: Convergence of probability measures

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

60F99: Limit theorems in probability theory

Related Items

Fatou's Lemma in Its Classical Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to Markov Decision Processes, On the variation distance for probability measures defined on a filtered space, Coupling with compensators, Point processes in fast Jackson networks, Poisson approximations for Markov-driven point processes, Poisson approximation, Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process

Cites Work

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• Calcul stochastique et problèmes de martingales
• A martingale approach to the Poisson convergence of simple point processes
• Some limit theorems for simple point processes (a martingale approach)
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales