On convergence in variation of the distributions of multivariate point processes

DOI10.1007/BF00533721MaRDI QIDQ3314665zbMATH OpenOpenAlexFDO

Authors Yuri Kabanov, R. 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

compensatorsconvergence in variationmarked point process

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Limit theorems in probability theory (60F99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cites work

• A martingale approach to the Poisson convergence of simple point processes
• Calcul stochastique et problèmes de martingales
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• scientific article; zbMATH DE number 3795076 (Why is no real title available?)
• scientific article; zbMATH DE number 3390061 (Why is no real title available?)
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Some limit theorems for simple point processes (a martingale approach)

Cited in

(14)

• Weak convergence of processes in D(R) and compensation of point processes
• On the convergence of point processes
• Random time change and an integral representation for marked stopping times
• 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
• Convergence of compensators of simple point processes
• scientific article; zbMATH DE number 3940329 (Why is no real title available?)
• Rescaling Marked Point Processes
• CONVERGENCE RATE FOR STATISTICS OF POINT PROCESSES
• 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

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