Laws of large numbers in self-correcting point processes
type: Item
instance of: scholarly article
title: Laws of large numbers in self-correcting point processes
zbMATH Open document ID: 0609.60061
DOI: 10.1016/0304-4149(86)90045-1
published in: Stochastic Processes and their Applications
publication date: 1986-01-01T00:00:00Z
review text: The self-correcting point processes N(t), \(t\geq 0\), considered in this paper are assumed to be generated by conditional intensities \(E\{N(t+dt)- N(t)| {\mathcal F}_ t\}/dt\) of the form \(\psi\) (t-N(t)). (Here \({\mathcal F}_ t=\sigma \{N(s)\), \(0\leq s\leq t\})\). It is shown that if \(\psi\) satisfies certain conditions and X(t) denotes the Markov process t-N(t), then X(n), \(n=1,2,..\). is positive recurrent, and this is used to establish a law of large numbers for weighted averages of the form \(\int^{T}_{0}w(t,T)h(X(t))dt.\) These results extend those of \textit{D. Vere-Jones} and \textit{Y. Ogata} [J. Appl. Probab. 21, 335-342 (1984; Zbl 0548.60050)] where it was assumed that \(\psi\) (x) is an exponential \(\exp (a+bx)\).
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 3986314
zbMATH Keywords: self-correcting point processes
zbMATH Keywords: law of large numbers for weighted averages
author: Toshiharu Hayashi
reviewed by: F. Papangelou
MaRDI profile type: MaRDI publication profile
full work available at URL: 0304-4149(86)90045-1
OpenAlex ID: W2047149031
cites work: Q5515914
cites work: Point processes and queues. Martingale dynamics
cites work: Q3051273
cites work: On the comparison of point processes
cites work: A self-correcting point process
cites work: Regular point processes and their detection
cites work: Q3966881
cites work: The existence of moments for stationary Markov chains
cites work: On the moments of a self-correcting process
Recommended article: On the moments of a self-correcting process
Recommended article: Parameter estimation for the simple self-correcting point process
Recommended article: Q4891960
Recommended article: Q3979226
Recommended article: Q5600533
description: scientific article; zbMATH DE number 3986314