Conditional Poisson processes

DOI10.2307/3212799MaRDI QIDQ5647699zbMATH OpenOpenAlexFDO

Authors Richard F. Serfozo

Publication date 1972

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

Full work available at URL https://doi.org/10.2307/3212799

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Stochastic processes (60G99)

Cited in

(17)

• Random point processes and martingales
• On the stochastic theory of compartments: The leaving process of the two- compartment systems
• Analysis of random polling system with an infinite number of coupled servers and correlated input process.
• A simple approach for analyzing feedback vacation queues with levy input process
• Analysis of infinite servers polling systems with correlated input process and state dependent vacations
• Laws of large numbers in the raise and peel model
• State estimation for Cox processes on general spaces
• On hazard rate processes
• An improvement of the Berry-Esseen inequality with applications to Poisson and mixed Poisson random sums
• The distribution of the interval between events of a Cox process with shot noise intensity
• Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts
• A partially observed Poisson process
• Variational inference for Markovian queueing networks
• Compound Poisson process with a Poisson subordinator
• Catastrophe insurance derivatives pricing using a Cox process with jump diffusion CIR intensity
• Exact analysis of asymmetric random polling systems with single buffers and correlated input process
• Limit theorems for the fractional nonhomogeneous Poisson process

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