Compensators and Cox convergence

DOI10.1017/S030500410005876XzbMath0474.60041WikidataQ104698850 ScholiaQ104698850MaRDI QIDQ3928746

Timothy C. Brown

Publication date: 1981

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

convergence in distributionCox processcompensator

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Random measures (60G57) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (11)

Convergence of thinning processes using compensators ⋮ Point processes indexed by directed sets ⋮ A note on the exponentiality of total hazards before failure ⋮ Critical percolation on scale-free random graphs: new universality class for the configuration model ⋮ Birth death swap population in random environment and aggregation with two timescales ⋮ Heavy-tailed configuration models at criticality ⋮ Convergence of the empirical distribution to the poisson process ⋮ Poisson convergence in two dimensions with application to row and column exchangeable arrays ⋮ Stable convergence of semimartingales ⋮ Ordered thinnings of point processes and random measures ⋮ Stochastic ordering and thinning of point processes

Cites Work

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• Position dependent and stochastic thinning of point processes
• Martingale convergence to mixtures of infinitely divisible laws
• On mixing and stability of limit theorems
• 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
• On the asymptotic behavior of line processes and systems of non-interacting particles
• Short distances, flat triangles and Poisson limits
• Thinning and rare events in point processes
• The conditional intensity of general point processes and an application to line processes

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